As witness to the most spectacular economic crisis since the 1930s, today we face unprecedented negative effects and implications of the current crisis in the world economy, especially in the global financial sector because of economic recession and the worsening financial situation of the borrowers but not least also due to a ineffective and inadequate management policy. In this context, appears the need for a prudential policy to minimize negative effects on financial stability and to prevent contamination of the interbank payment due to the inability of one or more credit institutions simultaneously. In order to determine financial vulnerabilities that have occurred in the interbank market during the last decades and the global economic crisis, at the present moment, the research subject of banking supervision is particularly important. The double role of banks, independent economic entities, which aim to maximize profits on the one hand, and elements of the banking system led by the monetary authority, with the objective of monetary policy implementation, on the other hand, implies a new risk approach in the sense that the policies pursued by banks in order to achieve its business objective may conflict with monetary policy measures imposed by the central bank at a time.