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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.
ISSN: 11082976
Appears in Collections:European Research Studies Journal, Volume 12, Issue 1

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