• 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