出版社：University of Bucharest and Nicolae Titulescu University
摘要：After the 70’s when there had started a series of economic crises, of raw materials andfinancial and banking crises, the world economy has experienced strong inflationary processes,fluctuations in exchange rates and increasing competitive processes as a consequence of theremoval of control on international capital transfers, the development of information technologysystems, etc. All these situations, as well as the absence of clear and transparent regulations forprudential banking, have led to the diversification and deepening of financial and bankingsystems, having an impact on the bankruptcy process of a large number of banks and financialinstitutions. Such phenomena have been strongly felt even at present – during the years 2008 and2009 – and they require the existence of approaches to the superior level of techniques andprocedures referring to the regulation and management of banking resources in relation to theprevious ones. The modest approach to bank risks management also falls in this context.
关键词：operational risk; credit risk; liquidity risk; standards and limitations; RAROC;model; VAR model.
