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https://www.um.edu.mt/library/oar/handle/123456789/31853| Title: | Cluster analysis approach for banks’ risk profile : the Romanian evidence |
| Authors: | Dardac, Nicolae Boitan, Iustina Alina |
| Keywords: | Cluster analysis Hierarchical clustering (Cluster analysis) Banks and banking -- Risk assessment -- Romania |
| Issue Date: | 2009 |
| Publisher: | University of Piraeus. International Strategic Management Association |
| Citation: | Dardac, N., & Boitan, I. A. (2009). A cluster analysis approach for banks' risk profile: the Romanian evidence. European Research Studies Journal, 12(1), 109-118. |
| Abstract: | Cluster analysis, as an exploratory technique, by gathering together those credit institutions sharing similar features in terms of financial intermediation activity, proves to be a complementary tool for the peer group analysis, accomplished at the off-site supervision level. The aim of our study was to include a representative sample of Romanian credit institutions into smaller, homogenous clusters, in order to assess which credit institutions have similar patterns according to their risk profile and profitability. We found that, over the period 2004-2006, the clusters remained relatively stable in terms of similarity of exposure to risks and profitability. |
| URI: | https://www.um.edu.mt/library/oar//handle/123456789/31853 |
| ISSN: | 11082976 |
| Appears in Collections: | European Research Studies Journal, Volume 12, Issue 1 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Cluster_analysis_approach_for_banks_risk_profile_the_Romanian_evidence_2009.pdf | 105.67 kB | Adobe PDF | View/Open |
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