Econometric Models for Quantifying the Impact of Macroeconomic Variables on the Configuration of Banking Assets and Liabilities

• Main Authors: Eleodor-Alin MIHAI, Corina-Florentina SCARLAT (MIHAI)
• Format: Article
• Language: English
• Published: Universitaria Publishing House 2020-11-01
• Series: Finanţe: Provocările viitorului
• Subjects: banking assets; banking liabilities; econometric model
• Online Access: http://www.financejournal.ro/fisiere/revista/130651680607_MihaiE2_en.pdf
• ISSN: 1583-3712; 1583-3712

The management of banking assets and liabilities is one of the most important processes in a banking system, and this shows that everything must be done very clearly and very efficiently, being very large amounts and underlying this process that would not must be wrong and not allowed to lead to errors, as they could translate into significant losses for banks in the system and sometimes into insolvency, which could even lead to destabilizing the banking system in a country. Thus, it is necessary for the process of managing banking assets and liabilities to be carried out efficiently, and for the back models to be rigorously constructed. Taking into account these aspects, I tried to build several econometric models that could be used to manage assets and liabilities in the Romanian banking system. Thus, for the management of banking assets or liabilities, I consider it necessary to know which are the variables that can influence their dynamics and which are the elements that must be taken into account. I mention that the analysis will be performed at the level of the entire banking system in Romania to form an overview, the built models can be used even by decision makers in commercial banks to substantiate decisions on the management of banking assets.