Impact of the COVID-19 crisis on the Portuguese banking system. Linear ordering method
The goal of this paper is to assess the resilience of Portuguese banks to the potential impact of the COVID-19 pandemic. For this purpose, diagnostic variables of 19 banks were selected and prioritized using linear ordering methods. This methodology allowed us to perform rankings of banks using...
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Format: | Article |
Language: | Spanish |
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Universidad ICESI
2021-06-01
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Series: | Estudios Gerenciales |
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Online Access: | https://www.icesi.edu.co/revistas/index.php/estudios_gerenciales/article/view/4414 |
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author | Zbigniew Korzeb Paweł Niedziółka Armando Silva |
author_facet | Zbigniew Korzeb Paweł Niedziółka Armando Silva |
author_sort | Zbigniew Korzeb |
collection | DOAJ |
description | The goal of this paper is to assess the resilience of Portuguese banks to the potential impact of the COVID-19 pandemic. For this
purpose, diagnostic variables of 19 banks were selected and prioritized using linear ordering methods. This methodology allowed us
to perform rankings of banks using six linear ordering methods and taking into account two weighting procedures and two variants of
the diagnostic feature. The study was also supplemented by a sensitivity analysis and an optimization procedure aimed at identifying
the optimal linear ordering method. The main results obtained show that the resilience of Portuguese banks is not evenly distributed
among individual banks. These findings could be used by regulators to plan support measures for the most fragile banks. |
first_indexed | 2024-12-17T00:49:47Z |
format | Article |
id | doaj.art-0b72d5f63d674b9698b6346bfd24e187 |
institution | Directory Open Access Journal |
issn | 0123-5923 |
language | Spanish |
last_indexed | 2024-12-17T00:49:47Z |
publishDate | 2021-06-01 |
publisher | Universidad ICESI |
record_format | Article |
series | Estudios Gerenciales |
spelling | doaj.art-0b72d5f63d674b9698b6346bfd24e1872022-12-21T22:09:47ZspaUniversidad ICESIEstudios Gerenciales0123-59232021-06-013715922624110.18046/j.estger.2021.159.4414Impact of the COVID-19 crisis on the Portuguese banking system. Linear ordering methodZbigniew Korzeb 0https://orcid.org/0000-0001-9690-3842Paweł Niedziółka1https://orcid.org/0000-0002-1659-7310Armando Silva2https://orcid.org/0000-0002-4791-0680Head, Department of Management, Economy and Finance, Bialystok University of Technology, Kleosin, Poland.Head, Financial Risk Management Unit at Banking Institute, Warsaw School of Economics, Warsaw, Poland.Head, Corporate Finance Master, Instituto Superior de Contabilidade e Administração do Porto, Instituto Politécnico do Porto and CEFUP, Porto, Portugal.The goal of this paper is to assess the resilience of Portuguese banks to the potential impact of the COVID-19 pandemic. For this purpose, diagnostic variables of 19 banks were selected and prioritized using linear ordering methods. This methodology allowed us to perform rankings of banks using six linear ordering methods and taking into account two weighting procedures and two variants of the diagnostic feature. The study was also supplemented by a sensitivity analysis and an optimization procedure aimed at identifying the optimal linear ordering method. The main results obtained show that the resilience of Portuguese banks is not evenly distributed among individual banks. These findings could be used by regulators to plan support measures for the most fragile banks.https://www.icesi.edu.co/revistas/index.php/estudios_gerenciales/article/view/4414banking sectorcovid-19pandemic crisesmultidimensional comparative analysis |
spellingShingle | Zbigniew Korzeb Paweł Niedziółka Armando Silva Impact of the COVID-19 crisis on the Portuguese banking system. Linear ordering method Estudios Gerenciales banking sector covid-19 pandemic crises multidimensional comparative analysis |
title | Impact of the COVID-19 crisis on the Portuguese banking system. Linear ordering method |
title_full | Impact of the COVID-19 crisis on the Portuguese banking system. Linear ordering method |
title_fullStr | Impact of the COVID-19 crisis on the Portuguese banking system. Linear ordering method |
title_full_unstemmed | Impact of the COVID-19 crisis on the Portuguese banking system. Linear ordering method |
title_short | Impact of the COVID-19 crisis on the Portuguese banking system. Linear ordering method |
title_sort | impact of the covid 19 crisis on the portuguese banking system linear ordering method |
topic | banking sector covid-19 pandemic crises multidimensional comparative analysis |
url | https://www.icesi.edu.co/revistas/index.php/estudios_gerenciales/article/view/4414 |
work_keys_str_mv | AT zbigniewkorzeb impactofthecovid19crisisontheportuguesebankingsystemlinearorderingmethod AT pawełniedziołka impactofthecovid19crisisontheportuguesebankingsystemlinearorderingmethod AT armandosilva impactofthecovid19crisisontheportuguesebankingsystemlinearorderingmethod |