BANK RATING. A COMPARATIVE ANALYSIS

Abstract

Banks in Romania offers its customers a wide range of products but which involves both risk taking. Therefore researchers seek to build rating models to help managers of banks to risk of non-recovery of loans and interest. In the following we highlight rating Raiffeisen Bank, BCR-ERSTE Bank and Transilvania Bank, based on the models CAAMPL and Stickney making a comparative analysis of the two rating models.

Keywords

• credit risk management, capital adequacy, banking supervision, liquidity, solvency, profitability