Impacto de la crisis del COVID-19 en el sistema bancario portugués. Enfoque de ordenamiento lineal

Autores/as

  • 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

Palabras clave:

sector bancario, COVID-19, crisis pandémicas, análisis comparativo multidimensional

Resumen

El objetivo de este trabajo es evaluar la resistencia de los bancos portugueses al impacto potencial de la pandemia por COVID-19. Para ello, se seleccionaron y priorizaron variables de diagnóstico de 19 bancos mediante métodos de ordenamiento lineal; esta metodología permitió realizar rankings de bancos utilizando seis métodos de ordenamiento lineal teniendo en cuenta dos procedimientos de ponderación y dos variantes de la característica de diagnóstico. El estudio también se complementó con un análisis de sensibilidad y un procedimiento de optimización destinado a identificar el método ideal de ordenación lineal. Los principales resultados obtenidos muestran que la resistencia de los bancos portugueses no se distribuye uniformemente entre los bancos individuales. Los reguladores podrían utilizar estos resultados para planificar medidas de apoyo a los bancos más frágiles.

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Publicado

2021-04-08

Cómo citar

Impacto de la crisis del COVID-19 en el sistema bancario portugués. Enfoque de ordenamiento lineal . (2021). Estudios Gerenciales, 37(159), 226-241. https://doi.org/10.18046/j.estger.2021.159.4414