Access Statistics for Ioan Trenca

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A MACROPRUDENTIAL FRAMEWORK FOR EUROPEAN COMMERCIAL BANKING SECTOR. AN EARLY WARNING SYSTEM WITH LOGIT APPROACH 0 0 0 4 4 4 4 25
A MACROPRUDENTIAL SUPERVISION MODEL. EMPIRICAL EVIDENCE FROM THE CENTRAL AND EASTERN EUROPEAN BANKING SYSTEM 0 0 0 48 2 3 7 150
AN INQUIRY INTO CONTAGION TRANSMISSION AND SPILLOVER EFFECTS IN STOCK MARKETS 0 0 3 31 5 6 19 185
ANALYSIS MODEL ON THE RELATION BETWEEN MACROECONOMICAL VARIABLE TENDENCIES AND COMERCIAL BANK’S CREDIT RISK 0 0 0 49 2 4 10 175
ANALYZING THE EUROPEAN MARKET OF INTEREST RATE SWAP INDICES 0 0 0 21 1 4 8 115
ASSETS AND LIABILITIES DEPENDENCE: EVIDENCE FROM AN EUROPEAN SAMPLE OF BANKS 0 0 0 11 0 2 8 81
ASSETS LIABILITIES MODELS - A LITERATURE REVIEW 0 0 0 43 5 12 21 425
Advantages and Limitations of VAR Models Used in Managing Market Risk in Banks 0 0 4 455 1 10 36 2,339
An Empirical Model for Assesing Risk and Performance in the Romanian Banking System 0 0 0 42 2 3 9 149
CONSIDERATIONS ON MONETARY POLICY HELD BY THE CENTRAL BANK TO ADOPT THE EURO 0 0 0 13 2 3 5 102
CONSIDERATIONS ON THE STRATEGY OF COMMERCIAL BANKS IN THE CONTEXT OF THE FINANCIAL SYSTEM DEVELOPMENT FOR THE PERIOD 2005-2013 0 0 0 2 0 4 9 94
CONSIDERATIONS OVER THE METHODOLOGY OF FINANCIAL ANALYSIS AND ITS LINKAGE WITH BANKABILITY OF EUROPEAN FUNDED INVESTMENT PROJECTS 0 0 0 16 1 1 6 79
Considerations Regarding Operational Risk Management in the Context of the Basel II Agreement 0 0 0 45 0 1 9 200
Considerations regarding credit portfolio risk management of the banking institution 0 0 0 56 1 1 6 218
Credit risk, a macroeconomic model application for Romania 0 0 0 91 0 5 16 236
Determinants of Credit Risk in the European Banking Sector 1 1 3 10 1 3 10 32
EMPIRICAL INQUIRY OF GREGARIOUS BEHAVIOR: EVIDENCE FROM EUROPEAN EMERGING MARKETS 0 0 0 5 1 1 6 29
EXPLORING THE RELATIONSHIP BETWEEN BANK PROFITABILITY AND STATE INTERVENTION POLICIES IN EUROPEAN BANKING SECTOR 0 0 0 9 5 7 8 76
Econometric Models Used For Managing The Market Risk In The Romanian Banking System 0 0 1 41 3 7 13 174
Evaluating the liquidity determinats in the central and eastern European banking system 0 0 0 53 2 4 9 161
Financial contagion on the Romanian stock market 0 0 0 30 1 5 12 96
How does assets-liabilities management affects the profitability of banks? 0 0 0 37 0 3 11 129
IDIOSYNCRATIC RISK AND SYSTEMIC RISK IN THE EUROPEAN BANKING SYSTEM 0 0 1 39 4 5 14 123
IMPROVING EWS FOR BANKING CRISES: ROC AND AUROC ANALYSIS 0 0 0 7 3 4 9 50
Interest rate risk management - calculating Value at Risk using EWMA and GARCH models 0 0 1 209 3 4 10 589
LINKAGES BETWEEN THE STOCK MARKETS OF EASTERN EUROPE 0 0 0 11 2 3 11 41
MODELING ROMANIAN EXCHANGE RATE EVOLUTION WITH GARCH, TGARCH, GARCH- IN MEAN MODELS 0 0 1 112 2 4 11 320
MULTIFRACTAL STRUCTURE OF CENTRAL AND EASTERN EUROPEAN FOREIGN EXCHANGE MARKETS 0 0 0 35 2 3 12 153
Marketing of the banking services in Romania - an analysis regarding the evolution of the influence factors 0 0 0 41 4 6 13 165
New Trends Concerning Operational Risc In E-Banking 0 0 0 26 1 3 7 184
New Values in Credit Risk Management 0 0 0 53 1 2 4 135
Operational risk in banking - card fraud 1 1 2 90 2 3 11 245
Options evaluation - Black-Scholes model vs. binomial options pricing model 0 0 1 924 3 12 21 4,577
POLICIES OF THE COMMERCIAL BANKS LIQUIDITY MANAGEMENT IN THE CRISIS CONTEXT 0 0 0 235 0 1 7 951
PROFITABILITY OF THE CENTRAL AND EASTERN EUROPEAN BANKING SYSTEM 0 0 0 7 0 0 2 24
RETAIL PAYMENT AND ECONOMIC GROWTH FOR DEVELOPED AND EMERGING EUROPEAN COUNTRIES 0 0 2 19 1 2 13 94
Stock Markets and their informational inefficiencies - the BSE case 0 0 0 30 3 4 10 117
Stock returns and their probabilistic distribution (the Bucharest Stock Exchange case) 0 0 0 19 1 1 7 123
THE CORRELATION BETWEEN THE MARKET RISK AND THE LIQUIDITY RISK IN THE ROMANIAN BANKING SECTOR 0 0 0 58 3 7 19 212
THE NECESSITY OF AN UNIFORM REGULATION FOR THE MANAGEMENT OF BANKING RISK AT THE EUROPEAN LEVEL 0 0 0 19 0 2 5 99
THE RELATION BETWEEN PROFITABILITY, CAPITAL REQUIREMENTS AND THE STRUCTURE OF ASSETS-LIABILITIES IN BANKS 0 0 0 15 2 4 9 122
THE TOLERANCE AND OPERATIONAL RISK APPETITE IN BANKING 0 0 0 79 3 6 20 256
The European investment fund and the evidence of the undertakings for collective investment in transferable securities (UCITS) marker 0 0 0 27 1 4 11 139
The impact of banks' financial statements publication on their market capitalization (The B.S.E. Case) 0 0 0 31 3 5 13 154
The integration of capital markets: correlation analysis 0 0 0 68 1 2 10 208
The use in banks of value at risk method in market risk 0 0 0 150 2 5 10 460
Using credit scoring method for probability of non-financial companies default estimation at industry level 0 0 0 103 2 9 13 265
Using stress testing methodology in evaluating banking institution’s exposure to risk 0 0 1 258 2 2 5 625
Total Journal Articles 2 2 20 3,777 90 196 519 15,701


Statistics updated 2026-05-06