Center for Advanced Research in Finance and Banking

Center for Advanced Research in Finance and Banking - CARFIB
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Alina-Nicoleta RADU

Research Interests

Alina is an associate professor within the Money and Banking Department at the Bucharest University of Economic Studies. She gives lectures on topics like: Money, Credit Institutions, Capital Markets and Banking intermediation. Her research interests are related to topics on Crises Management, Resolution Mechanisms, Financial Stability issues, Moral hazard and Deposit guarantee funds. The results of Alina’s research were published in different international research journals and as chapters in books. The most representative paper is entitled Quantifying Recapitalization Fund Premium using Option Pricing Techniques, published in 2012 in the journal Economics Letters. The paper develops a formula for quantifying the premium a bank is expected to pay for a fund that provides recapitalization in order to allow orderly failure if the bank is in financial distress.
At the same time, Alina is employed as an expert within the National Bank of Romania, International Relations Department. Her main duties are related to drafting specific documents on interdisciplinary issues regarding the relations of the central bank with international institutions and EU central banks, by liaising with similar departments of the Foreign Affairs and Public Finance ministries, developing of notes and internal procedures, and participation in and organization of different events on topics related to the responsibilities of the departments within the central bank.

Keywords

Risk management, Crises management, Resolution mechanisms, Financial Stability, Deposit guarantee funds

Selected publications

1. Necula C., A-N Radu, “Quantifying Recapitalization Fund Premium using Option Pricing Techniques”, Economics Letters, Vol. 114, Nr. 3, 2012, pg. 235-362, ISSN: 0165-1765

2. Necula C., A-N Radu, “Long Memory In Eastern European Financial Markets Returns”, Economic Research, Vol. 25, No. 2, 2012, ISSN: 1331-677X

3. Anghelache, G.- V., A.-N. Radu, Portfolio selection under downside risk constraints in Central and Eastern European emerging markets, in Socol C. (ed), Emerging Macroeconomics. Case Studies - Central and Eastern Europe, Nova Science, New York, pg. 57 – 80, 2012, pg. 216, ISBN 978-162-25-7354-7

4. Anghelache, G.- V., B.-O. Cozmânca, A.-N. Radu, “Operational Risk Modelling and Capital Adequacy – Are There any Rewards in Greater Complexity?”, Romanian Journal of Economic Forecasting, Volume 14 Issue 3 /2011, ISSN 1582-6163;

5. Anghelache, G.- V., A.-C. Olteanu, A.-N. Radu, “The Operational Risk Measurement”, European Research Studies Journal, Vol.XIII/Issue 1, 2010

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