| Name: | Description: | Size: | Format: | |
|---|---|---|---|---|
| 1.43 MB | Adobe PDF |
Authors
Abstract(s)
Sob o pretexto de forte globalização da economia, ano após ano, todos os agentes
econĂłmicos se veem obrigados a cumprir com as exigĂȘncias acrescidas, fruto do
crescimento tecnológico e de informação, o qual o setor bancårio também não foi
excluĂdo. O risco Ă© algo que todos os agentes econĂłmicos enfretam no seu quotidiano,
largamente impactado pelo contexto sĂłcio-econĂłmico no qual estĂŁo inseridos e como tal,
estĂŁo expostos a inĂșmeros riscos e desafios.
Dada a pertinĂȘncia do setor bancĂĄrio para a economia mundial, Ă© fulcral manter a
estabilidade financeira e mitigar, o mais possĂvel, os riscos inerentes Ă sua atividade. Os
episĂłdios de insolvĂȘncia bancĂĄria tĂȘm aumentado nos Ășltimos anos, por diversas razĂ”es,
e poucas são as regiÔes do mundo que não conseguiram escapar a perdas significativas.
Este tema, do risco que as instituiçÔes financeiras abarcam e o desenlaçar de instituiçÔes
de crĂ©dito com insuficiĂȘncia de capital, vem demonstrando especial relevĂąncia na nossa
sociedade, na sequĂȘncia de vĂĄrias crises e escandĂąlos financeiros ocorridos em Portugal,
mas também, no resto do mundo, afetando todos os agentes económicos.
Esta dissertação vem assim aprofundar o contexto do risco bancårio e de como uma
instituição financeira pode entrar em insolvĂȘncia pelas diversas razĂ”es. No seu
seguimento Ă© feita uma pequena abordagem pela supervisĂŁo realizada pelas autoridades
competentes, bem como imposiçÔes regulamentares impostas ao longo do tempo. Através
da metodologia utilizada - o método quantitativo - os resultados são obtidos através dos
relatĂłrios e contas dos bancos de forma a perceber a aplicabilidade de modelos de
previsĂŁo de falĂȘncia bancĂĄria. ApĂłs a anĂĄlise da eficĂĄcia de previsĂŁo do modelo
selecionado, foram aplicadas cinco variĂĄveis, sendo indicadores pertinentes na esfera
bancåria atual, para verificação da relação entre o modelo e as respetivas variåveis.
Under the pretext of strong globalization of the economy, year after year, every economical agent has seen themselves forced into complying with increased obligations, because of technological and information growth, in which the banking sector hasnât been left apart. Risk is something that every economical agent must confront in his day-to-day basis, largely impacted due to the social-economic context in which they are inserted in as so, they are exposed to numerous risks and challenges. Given the relevance of the banking system to the world economy, its central to maintain the financial stability and mitigate, as much as possible, the risks inherent to itsâ activity. The scenarios of bank insolvency have been on the rise for the past few years, for plentiful reasons, and few are the regions in the world that were able to escape significant loses. This topic, of the risk that financial institutions encompass and the untie of credit institutions with insufficient capital, has been on display with relevance in our society due to the sequence of many crisis and financial scandals occurred in Portugal, but as well, in the rest of the world, affecting all economical agents. This thesis delves deeper into the context of the banking risk and how a financial institution can enter solvency for numerous reasons. A small approach is conducted on the supervision by competent authorities as well as reglementary impositions carried out over time. Through the methodology used â the quantitative method â the results obtained through the annual reports of the banks analyzed and, as so, predict the applicability of bank failure prediction models. After the analysis of the efficiency of predictability of the model chosen, five variables were applied, being that these indicators are relevant to the current banking sphere, to check the relationship between the model and the respective variables.
Under the pretext of strong globalization of the economy, year after year, every economical agent has seen themselves forced into complying with increased obligations, because of technological and information growth, in which the banking sector hasnât been left apart. Risk is something that every economical agent must confront in his day-to-day basis, largely impacted due to the social-economic context in which they are inserted in as so, they are exposed to numerous risks and challenges. Given the relevance of the banking system to the world economy, its central to maintain the financial stability and mitigate, as much as possible, the risks inherent to itsâ activity. The scenarios of bank insolvency have been on the rise for the past few years, for plentiful reasons, and few are the regions in the world that were able to escape significant loses. This topic, of the risk that financial institutions encompass and the untie of credit institutions with insufficient capital, has been on display with relevance in our society due to the sequence of many crisis and financial scandals occurred in Portugal, but as well, in the rest of the world, affecting all economical agents. This thesis delves deeper into the context of the banking risk and how a financial institution can enter solvency for numerous reasons. A small approach is conducted on the supervision by competent authorities as well as reglementary impositions carried out over time. Through the methodology used â the quantitative method â the results obtained through the annual reports of the banks analyzed and, as so, predict the applicability of bank failure prediction models. After the analysis of the efficiency of predictability of the model chosen, five variables were applied, being that these indicators are relevant to the current banking sphere, to check the relationship between the model and the respective variables.
Description
Keywords
Banca Risco InsolvĂȘncia SupervisĂŁo Banks Risk Insolvency Supervision