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
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;
Conference_Titel :
Grey Systems and Intelligent Services, 2013 IEEE International Conference on
Conference_Location :
Macao
Print_ISBN :
978-1-4673-5247-5
DOI :
10.1109/GSIS.2013.6714729