References
- 1. Ardelean D, (2013), Projects portofolio for ecological reconstruction of the Ier Valley and their funding, Studia Universitatis „Vasile Goldis“ Arad -Economics Series Vol 23 Issue 4/2013
- 2. Boss, M., A Macroeconomic Credit Risk Model for Stress Testing the Austrian Credit Portfolio, in: Financial Stability Report 4. OeNB. http://www.oenb.at/en/img/fsr_04_tcm16-8061.pdf
- 3. Castren , O., Fitzpatrick, T. and Sydow, M. (2009), Assessing Portfolio Credit Risk Changes in a Sample of EU Large and Complex Banking Groups in Reaction to Macroeconomic Shocks, ECB Working Paper Series no 1002 / February.
- 4. Fiori, R., Foglia, A., Iannotti, S. (2007), Estimating Macroeconomic Credit Risk and Sectoral Default Rate Correlations for the Italian Economy, 2nd Expert Forum on Advanced Techniques on Stress Testing, International Monetary Fund and De Nederlandsche Bank, Amsterdam, The Netherlands, October 23-24
- 5. Fridson, M., C. Garman, and S. Wu, (1997), Real interest rates and the default rates on high-yield bonds, Journal of Fixed Income, September, 27-34.
- 6. E. Frøyland and K. Larsen (2002), How vulnerable are financial institutions to macroeconomic changes? An analysis based on stress testing, Economic Bulletin, Norges Bank, October, 2002
- 7. Ipate, N., David, G., Ipate, I., Bogdan, A. (2015), The bioeconomy model in future sustainable development, Studia Universitatis „Vasile Goldis“ Arad -Economics Series DOI: 10.1515/sues-2015-0016
- 8. Kattai, R. (2010), Credit risk model for the Estonian Banking Sector, Bank of Estonia Working Papers, 1/2010
- 9. Koopamn S, Lucas A (2005), Business and Default Cycles for Credit Risk, Journal of Applied Econometrics, 20:311-323.
- 10. Lowe P (2002), Credit risk measurement and procyclicality, BIS Working Papers, September.
- 11. Pesaran M, Schuermann T (2003), Credit Risk and Macroeconomic Dynamics, Federal Reserve Bank of New York, March 2003
- 12. Pesola J. (2001), The role of macroeconomic shocks in banking crises. Unpublished Working Paper, Bank of Finland, 2001
- 13. Schuh, G. Edward (1974), The Exchange Rate and U.S. Agriculture, American Journal of Agricultural Economics. 56:1 (February). pp. 1-13.
- 14. Schmidt Bernd, (2012), Credit Risk Pricing Models: Theory and Practice, Springer
- 15. Vasquez F, Tabak B., Souto M, (2010), A Macro Stress Test Model of Credit Risk for the Brazilian Banking Sector, Working Series 226, Bank of Brazil.
- 16. Virolainen, K. (2004), Macro Stress Testing with a Macroeconomic Credit Risk Model for Finland, Bank of Finland, Discussion Papers, No.18.
- 17. Legea numarul 85/2014 privind procedurile de prevenire a insolventei si de insolventa
- 18. www.onrc.ro
- 19. http://statistici.insse.ro