MODALITIES OF BANKING RATINGS MEASUREMENT

BATRANCEA Ioan, “Babeş-Bolyai” University, Cluj-Napoca, Romania

GABAN Lucian , “1 Decembrie 1918” University, Alba Iulia, Romania

RUS Ioan , “Babeş-Bolyai” University, Cluj-Napoca, Romania

Abstract:
In this paper the author makes an analysis of financial stability in ten banks in Romania, based on established rating models and correlates the results with ratings agencies Standard & Poor's, Moody's or Fitch. Also the author evaluated the ratings of banks in the sample using methods CAAMPL, Stickney and Basel III. The work is an important guide for managers of banks must constantly assess the performance and risk rating through the bank.

Keywords: rating, CAMEL, CAMEL, logit, rating agencies

JEL Classification: G21, G24

Volume: 68, Issue: 4

Pages: 44 - 58

Publication date: December, 2016

Download the article: http://economice.ulbsibiu.ro/revista.economica/archive/68404batrancea&gaban&rus.pdf

”Cite