Sistemele de rating şi indicele agregat de stabilitate financiară – tehnici de măsurare a stabilităţii financiare sistemice
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Date
2015
Journal Title
Journal ISSN
Volume Title
Publisher
INCE
Abstract
Sistemele de rating şi indicele agregat de stabilitate financiară reprezintă, alături de sistemele de avertizare timpurie şi de stress-test, metode cantitative prin care se măsoară stabilitatea unui sistem financiar. Fiecare dintre aceste tehnici prezintă avantaje şi dezavantaje legate de capacitatea de a furniza informaţii precise cu privire la nivelul de stabilitate. În articolul dat, vom analiza 2 tehnici de măsurare a stabilităţii financiare sistemice, redând esenţa acestora, semnificaţia, dar şi metodologia de calculare.
Rating systems and the aggregate stability index, along with early warning systems and stress-test, are quantitative methods by which is measured the stability of the financial system. Each of these techniques presents advantages and disadvantages related to the ability to provide precise information about the stability level. In the article, the authors tell about two measurement techniques of the systemic financial stability, describes their essence, the meaning and the methodology of calculation as well.
Rating systems and the aggregate stability index, along with early warning systems and stress-test, are quantitative methods by which is measured the stability of the financial system. Each of these techniques presents advantages and disadvantages related to the ability to provide precise information about the stability level. In the article, the authors tell about two measurement techniques of the systemic financial stability, describes their essence, the meaning and the methodology of calculation as well.
Description
Abstract în lb. rom., engl. Bibliogr.: p. 58 (7 titl.). JEL Classification: G01; E60; E63; E66. CZU: 005.52:330.131.7:336.1(478).
Keywords
sistem financiar, stabilitate financiara, sisteme de rating, indice agregat, tehnici de masurare, babking system, financial stability, rating systems, aggregated index, measurement techniques
Citation
PERCIUN, Rodica, BĂLAN, Mariana, PERCIUN, Iulia. Sistemele de rating şi indicele agregat de stabilitate financiară – tehnici de măsurare a stabilităţii financiare sistemice. In: Analele Institutului Naţional de Cercetări Economice. 2015, nr. 2, pp. 51-58. ISSN 1857-3630; ISBN 978-9975-4326-6-5.