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International Journal of Scientific and Engineering Research
ISSN Online 2229-5518
ISSN Print: 2229-5518 7    
Website: http://www.ijser.org
scirp IJSER >> Volume 2, Issue 7, July 2011 Edition
Application Of Stress Index Model In The Albanian Banking System
Full Text(PDF, 3000)  PP.  
Author(s)
Dr. Doriana Matraku (Dervishi)
KEYWORDS
banking system, forecast, early warning system, stress index, variables
ABSTRACT
Central banks and supervisory authorities try to maintain a stable situation in the banking sector and in doing so; they ensure stability to the entire financial system. There are always raised two important questions: what is the present situation of the banking sector and how it will develop in the future? The core objective of this paper will be achieved through the establishment of a forecasting model for the situation of the banking system. We can not foresee the crisis, because even numerous developed countries can not do such a thing, but given the status of the current data t, we can predict the situation for a time period t +1. This article will focus on the calculation of a "stress index" on the current situation of the banking sector and, subsequently, will continue to build an econometric model to try to predict the situation for a certain period of time.
References
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