Identification, Analysis, Modeling and Prediction of Time Series Characterizing the Indicators of Asset Structure in the Credit Institutions Operating in Romania

Abstract

This paper aims to accurately characterize the dynamics of the structural indicators of the assets in the credit institutions operating in Romania through an empirical mathematical model of dual function: regulation and control. The model can be used to predict the future evolution of the economic processes involved, or to study how to act upon them (management) in case of changes in the environment around them (e.g. the impact of reducing the minimum compulsory reserve requirements on credit, etc.).