DocumentCode
675015
Title
Banking sector risks identification via GRA
Author
Maracine, Virginia ; Delcea, Camelia ; Bradea, Ioana ; Scarlat, Emil ; Cotfas, Liviu
Author_Institution
Dept. of Econ. Inf. & Cybern., Bucharest Acad. of Econ. Studies, Bucharest, Romania
fYear
2013
fDate
15-17 Nov. 2013
Firstpage
11
Lastpage
15
Abstract
The present paper gives a new perspective on the banking risks and on their influences on the banking sector as a whole. Due to the actual financial crisis, the banks are facing more and more complex risks, with difficult to measure and manage impacts. Among these risks, the one coming from their inside structure were depicted and analyzed in the paper. The main aim of the research is to find whether there is a strong relation between the identified categories of risks and banks evolution and in an affirmative case to see if this relation depends also on the banking sector. For this, a powerful grey theory tool was used, namely the GRA (grey relational analysis). Also, a case study was considered for a number of 16 banks spread in 4 groups based on the banking sector they belong to. The results were concluding as it can be seen.
Keywords
banking; grey systems; risk management; GRA; banking sector risk identification; financial crisis; grey relational analysis; grey theory tool; Banking; Correlation; Cybernetics; Economic indicators; Europe; Risk management; banking sector; grey relational analysis; grey theory; management; modeling; rating; risk;
fLanguage
English
Publisher
ieee
Conference_Titel
Grey Systems and Intelligent Services, 2013 IEEE International Conference on
Conference_Location
Macao
ISSN
2166-9430
Print_ISBN
978-1-4673-5247-5
Type
conf
DOI
10.1109/GSIS.2013.6714729
Filename
6714729
Link To Document