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Abstract(s)
Este estudo pretende testar a performance bancária em Portugal, verificando quais os riscos a que estão expostos os bancos e a resistência financeira face aos choques. Este estudo usa, conforme referimos um "painel data" do período de 2005 a 2009 de forma a captar a crise de liquidez internacional sentida em Portugal despoletada nos finais de 2008. Para o efeito
usaram-se estatísticas do foro contabilístico – Relatórios Anuais de Contabilidade – de todos os bancos a operar em Portugal com depósitos bancários, de forma a analisar a sustentabilidade
dos bancos portugueses ao atravessar esta enorme turbulência financeira internacional. Em termos metodológicos usou-se modelos com dados em painel, sejam de efeitos fixos, sejam de efeitos aleatórios, uma metodologia em voga nos dias de hoje. A análise permitiu concluir, entre outros elementos, que há bancos mais expostos à crise que outros e identificar quais são os factores ou indicadores que se relacionam quer positivamente quer negativamente com
a performance ou sustentabilidade do sistema bancário deste país da U.E..
This study aims to test the bank performance in Portugal, determining the risks faced by banks and their financial resistance to adverse shocks. This study uses data from the period 2005 to 2009 in order to capture the effect of the international liquidity crisis that began in late 2008 in Portugal. In methodological terms a panel data model was used, either of fixed or of random effects, a methodology in vogue today. For this purpose are used the Annual Accounting Reports of all banks operating in Portugal with bank deposits, in order to analyze the sustainability of Portuguese banks to go through this huge international financial disturbance. The research concluded, among other things, that some banks are more exposed to the crisis’ turbulence than others and helped to identify what factors or indicators that relate either negatively or positively with the performance and sustainability of the banking system in this country of the E.U.
This study aims to test the bank performance in Portugal, determining the risks faced by banks and their financial resistance to adverse shocks. This study uses data from the period 2005 to 2009 in order to capture the effect of the international liquidity crisis that began in late 2008 in Portugal. In methodological terms a panel data model was used, either of fixed or of random effects, a methodology in vogue today. For this purpose are used the Annual Accounting Reports of all banks operating in Portugal with bank deposits, in order to analyze the sustainability of Portuguese banks to go through this huge international financial disturbance. The research concluded, among other things, that some banks are more exposed to the crisis’ turbulence than others and helped to identify what factors or indicators that relate either negatively or positively with the performance and sustainability of the banking system in this country of the E.U.
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Keywords
Actividade bancária - Gestão do risco Bancos - Liquidez internacional