ANALYSIS OF RAIFFEISEN BANK'S CREDIT PORTFOLIO AND ITS ASSOCIATED RISKS

Daniela Haranguș, Ramona Racz

Abstract


This research aims to make a dynamic comparative analysis of Raiffeisen Bank's credit portfolio and its associated risks over the years 2017-2019. Diversifying the structure of Raiffeisen Bank's credit portfolio, depending on the lending currency, areas of activity and maturity, allows the bank to reduce its risk exposure and to manage the risks efficiently. All seven risk categories managed by Raiffeisen Bank were identified and analyzed. The paper also presents the main categories of credits in the bank's portfolio, as well as their particularities. Banks are constantly looking to diversify the structure of their credit portfolio and improve its quality, in order to avoid systemic risk and the risk of contagion.  


Keywords


credit portfolio; banking risks; fields of activity; maturity terms; commercial banks

Full Text:

PDF

References


CIMON D., GARRIOTT C., 2019, Banking regulation and market making, Journal of Banking & Finance, Volume 109, 105653

GORDON J. A., BAPTISTA A.M, SHU YAN, 2014, Bank regulation and international financial stability: A case against the 2006 Basel framework for controlling tail risk in trading books, Journal of International Money and Finance, No.43, pp. 107–130

HARANGUȘ DANIELA, 2019, The evolution of the bank credit structure by activity of borrower and risk categories, Lucrari Stiintifice Management Agricol, XXI(2), 161–165

IMBIEROWICZ B., RAUCH C., 2014, The relationship between liquidity risk and credit risk in banks, Journal of Banking & Finance, No. 40, pp. 242–256

MOCAN M. and other authors, 2015, Impact of corporate social responsibility practices on the banking industry in Romania, Procedia Economics and Finance No. 23, pp. 712 - 716

MOINESCU B., CODIRLAȘU A., 2009, Strategii şi instrumente de administrare a riscurilor bancare, Editura ASE, Bucureşti, pp. 29 - 48, (Strategies and tools for banking risk management, ASE Publishing House, București, pp. 29 - 48)

NEDELESCU M., BUNESCU P., 2017, Gestiune bancară, Editura Pro Universitaria, Bucureşti (Bank Management, Pro Universitaria Publishing House, Bucharest)

RĂDOI MĂDĂLINA ANTUANETA, 2015, Gestiune bancară (Banking Management), Economic Publishing House, Bucharest, pp. 52-54

ROSE P.S., HUDGINS S.C., 2004, Bank management and financial services, McGraw Hill Publishing House, 6th edition

SCHINASI G. J., 2004, Defining Financial Stability, International Monetary Fund

TRENCA I., MUTU S., 2012, Managementul riscurilor bancare – soluţii econometrice, Editura Casa Cărţii de Ştiinţă, Cluj-Napoca (Banking risk management - econometric solutions, Casa Cărţii de Ştiinţă Publishing House Cluj-Napoca)

TRENCA IOAN, 2010, Metode și tehnici bancare, (Methods and banking techniques), Casa Cărții de Știință Publishing House, Cluj Napoca, p. 57

www.bnr.ro

www.ecb.europa.eu

http://www.raiffeisen.ro/


Refbacks

  • There are currently no refbacks.


Copyright (c) 2020 Daniela Harangus

Creative Commons License
This work is licensed under a Creative Commons Attribution 4.0 International License.


LUCRĂRI ȘTIINȚIFICE MANAGEMENT AGRICOL

ISSN print 1453-1410
ISSN online 2069-2307
(former ISSN 1453-1410, E-ISSN 2069-2307)

PUBLISHER: AGROPRINT Timisoara, Romania
PAPER ACCESS: Full text articles available for free
FREQUENCY: Annual
PUBLICATION LANGUAGE: English

______________________________________________________________________________________________

Banat's University of Agricultural Sciences and Veterinary Medicine "King Michael I of Romania" from Timisoara
Faculty of Agricultural Management
300645, Timisoara, Calea Aradului 119, Romania

E-mail: tabitaadamov2003 [at] yahoo.com
Phone: +40-256-277439, Fax.: +40-256-277031