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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Main Authors: Zbigniew Korzeb, Paweł Niedziółka, Armando Silva
Format: Article
Language:Spanish
Published: Universidad ICESI 2021-06-01
Series:Estudios Gerenciales
Subjects:
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.
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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
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AT armandosilva impactofthecovid19crisisontheportuguesebankingsystemlinearorderingmethod