Impact of the COVID-19 crisis on the Portuguese banking system. Linear ordering method

Zbigniew Korzeb; Paweł Niedziółka; Armando Silva

doi:10.18046/j.estger.2021.159.4414

Autores

Zbigniew Korzeb Head, Department of Management, Economy and Finance, Bialystok University of Technology, Kleosin, Poland. https://orcid.org/0000-0001-9690-3842
Paweł Niedziółka Head, Financial Risk Management Unit at Banking Institute, Warsaw School of Economics, Warsaw, Poland. https://orcid.org/0000-0002-1659-7310
Armando Silva Head, Corporate Finance Master, Instituto Superior de Contabilidade e Administração do Porto, Instituto Politécnico do Porto and CEFUP, Porto, Portugal. https://orcid.org/0000-0002-4791-0680

DOI:

https://doi.org/10.18046/j.estger.2021.159.4414

Palavras-chave:

setor bancário, COVID-19, crise pandêmica, análise comparativa multidimensional

Resumo

O objetivo deste trabalho é avaliar a resistência dos bancos portugueses ao potencial impacto da pandemia COVID-19. Para isso, variáveis de diagnóstico de 19 bancos foram selecionadas e priorizadas por meio de métodos de ordenação linear. Essa metodologia permitiu classificar os bancos usando seis métodos de ordenação linear e levando em consideração dois procedimentos de ponderação e duas variantes da característica diagnóstica. O estudo também foi complementado com uma análise de sensibilidade e um procedimento de otimização, com o objetivo de identificar o método de ordenação linear ideal. Os principais resultados obtidos mostram que a resistência dos bancos portugueses não se encontra uniformemente distribuída entre os bancos individuais. Os reguladores poderiam usar esses resultados para planear medidas de apoio aos bancos mais frágeis.

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