Browsing by Author "Bunescu, Gheorghe"

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ABORDAREA SIMPLIFICATĂ FAŢĂ DE ESTIMAREA RISCULUI DE CREDITARE ÎN ACTIVITATEA BANCARĂ
(CEP USM, 2008) Bunescu, Gheorghe
Credit risk modeling is one of the most important components of the modern risk-management system. It takes the central part in the International Convergence of Capital Measurement and Capital Standards (a revised framework) published by the Basel Committee on Banking Supervision in June 2004. In spite of the significant theoretical achievements in this field, aspects, related to the application of the risk -management models in the pract ical commercial banks activity, are still pressing nowadays. A simplified a pproach to the estimation of the credit risk assumed by a bank is described in this work. It is based on the internal credit statistics, can be realized in the condition of the transition economy and can be also used for the purpose of scenarios analysis.
MODELUL SCORING-ULUI LINEAR
(CEP USM, 2008) Bunescu, Gheorghe
Nowadays, different types of automatic systems are used for efficiency rising of a large number of mass decisions approvals (ex. granting of retail loans). Most of them are ba sed on difficult mathematic-statistical theories and instru- ments widely known as Data Mining. This paper describes the linear scoring model which is one of the simplest but often used in practice automatic decision approval model. The economic-mathematical meaning of linear scoring is demonstrated on the example of banking credit activity. This meaning helps practical economi sts to estimate precisely the given model’s applicability area and to take deliberate decisions.
PROCESUL DECIZIONAL ÎN ACTIVITATEA BĂNCII COMERCIALE
(CEP USM, 2009) Enicov, Igor; Bunescu, Gheorghe; Radomscaia, Oxana
Le processus décisionnel d’une entreprise représente l’ensemble des décisions adoptées et implémentées dans son activité et structurées selon les objectifs et l’hiérarchie manageriale. Dans le cadre de ce processus chaque étape de la prise d’une décision constitue elle-même un processus décisionnel compliqué. L’activité de prise de décision dans la banque commerciale est basée sur un algorithme rationnel de sélection qui implique quelques étapes. Lors de l’apparition d’une tâche nouvelle s’impose la nécessite de parcourir toutes les étapes du processus décisionnel. La totalité des documents normatifs et régulatoires internes crée le système de documentation interne. Les lacunes dans ce système de documentation soumettent la banque au risque opérationnel excessif, c’est pourquoi sa gestion et sa structuration correcte constituent des priorités décisives pour la banque commerciale.