Empirical study on the risk – performance correlations at BRD – Groupe Société Générale

The aim of the paper is to emphasize the possible correlations between the risk indicators and the most important indicator that evaluates the bank performances, the financial return (ROE). Therefore, we proposed ourselves, after having analyzed and interpreted the trends, to make an empirical study, using the regression function, at the Romanian bank BRD Groupe Société Générale(BRD – GSG) because we believe that its indicators are very relevant for the analysis.risk-performance correlations, interest rate risk, credit risk

SYSTEMIC RISK MANAGEMENT IN THE BANK ACTIVITY: NEW APPROCHES

The role of the bank system as essential link the saving-investmentprocess makes of its stability a priority on the agenda of the public authorities. One of themajor objectives of a central bank is to prevent the systemic risk by promoting an efficientbank monitoring, which should contribute to the achievement of the stability and viability ofthe entire financial system. Thus, the central banks developed methods and processes for thecontinual supervising and evaluation of the banks – premises of the prevention of theapparition of a great variety of bank crisis or other unpleasant surprises regarding theentities of the bank system.model, systemic risk, warning in time system.

MANAGEMENT OF BANKING RISKS: ROMANIAN BANKS VERSUS EUROPEAN BANKS

The role of the banking system as essential link the savinginvestment process makes of its stability a priority on the agenda of the public authorities. One of the major objectives of a central bank is to prevent the risk by promoting an efficient bank monitoring, which should contribute to the achievement of the stability and viability of the entire financial system. Thus, the central banks developed methods and processes for the continual supervising and evaluation of the banks – premises of the prevention of the apparition of a great variety of bank crisis or other unpleasant surprises regarding the entities of the banking system.model, banking risk, trend analysis, rating system

Management models of the systemic risk in the bank activity

The role of the bank system as essential link the saving-investment process makes of its stability a priority on the agenda of the public authorities. One of the major objectives of a central bank is to prevent the systemic risk by promoting an efficient bank monitoring, which should contribute to the achievement of the stability and viability of the entire financial system. Thus, the central banks developed methods and processes for the continual supervising and evaluation of the banks – premises of the prevention of the apparition of a great variety of bank crisis or other unpleasant surprises regarding the entities of the bank system.model, systemic risk, warning in time system

Case – study Concerning the Effects of the Macroeconomic Variables on the Loan Portfolios Quality of the Romanian Banking Sector Using the VAR Model and Least Squares Method

The purpose of this article is to analyze the effects of Romania's macroeconomic variables of the loan portfolio quality of the banking sector. Specifically, the study seeks to emphasize the interdependent macroeconomic elements that influence the evolution of credit portfolio quality for commercial banks. To achieve these correlations we use both the VAR model and the method of least squares. Monetary and structural influences are highlighted by using cumulative impulse – answer functions. The results show that monetary factors have contributed greatly to the intensity of financial crises. Beyond these results, it can be concluded that the interest rate and real exchange rate play an important role in sizing the loan portfolio quality at the banking system level

Linking financial development to environmental performance index—the case of Romania

To make steps in society towards a more sustainable future, countries must meet the targets established by the United Nations’ Sustainable Development Goals. Thus, factors that could impact the environmental indicators should be analysed. Therefore, this study aims to identify the correlations between financial development and environmental performance in Romania, during the period 1995–2018. Using composite indexes to assess financial development and the Environmental Performance Index (EPI) to express environmental performance, important results are obtained through the Canonical Cointegrating Regression (CCR) method. The explanatory variables used in the study are specific to the evaluation of the financial development of a country: access, depth and efficiency. The results show that, in the case of financial institutions, the access index and the depth index have a negative influence on the environmental performance index, while in the case of financial markets, the negative impact of the access index of financial markets can be observed. The efficiency index, both in the case of financial institutions and financial markets, generates a positive influence on environmental performance in Romania. Financial markets also address positive influences on the evolution of the environmental performance index

Online education management: a multivariate analysis of students' perspectives and challenges during online classes

The aim of the present study is to find solutions for better management of online education, starting from students’ perspectives regarding the challenges they encountered in the last two years when online courses were imposed during the COVID-19 pandemic. The research methodology we used was partial least squares structural equation modelling based on data collected by applying a survey among students in Romanian universities. The novelty of our study consists in the proposed model, which has five variables: communication problems specific to online education, professors’ skill in conducting online classes, the quality of online education, the stress felt by students during online education, and the technical requirements of online education. The results revealed that despite challenges during online classes students benefited from a high-quality education because they had the support of their professors, all the educational resources that they needed, a device to connect from, and a very good internet connection. These findings are helpful for managers in the higher education system to create better educational strategies meant to satisfy the educational needs of students in the digital age