Impairment in the mortagage loan portfolio: The example of Banco Popular portugal

Detalhes bibliográficos
Autor(a) principal: Brand, Rosa
Data de Publicação: 2011
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/10057
Resumo: A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
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spelling Impairment in the mortagage loan portfolio: The example of Banco Popular portugalA Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and EconomicsThe recent financial crisis has highlighted the significant impact of external factors such as housing prices and GDP on banks. results. In the light of these events, the aim of this paper is to support Banco Popular Portugal in analyzing the influence of general economic indicators, specifically real estate prices, on credit impairment in the mortgage loan portfolio and developing methods to forecast impairment using these indicators. Based on secondary research in scientific journals and data from the bank, it can be shown that, while housing prices significantly influence both loss given default and probability of default, forecasting impairment purely on the basis of external indicators does not yield meaningful results in the specific case of this bank. A combination of external and internal indicators should therefore be drawn upon to assess future impairment.NSBE - UNLFerreira, MiguelRUNBrand, Rosa2013-07-08T14:29:55Z2011-062011-06-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/10057enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T03:43:31Zoai:run.unl.pt:10362/10057Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:19:12.226382Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Impairment in the mortagage loan portfolio: The example of Banco Popular portugal
title Impairment in the mortagage loan portfolio: The example of Banco Popular portugal
spellingShingle Impairment in the mortagage loan portfolio: The example of Banco Popular portugal
Brand, Rosa
title_short Impairment in the mortagage loan portfolio: The example of Banco Popular portugal
title_full Impairment in the mortagage loan portfolio: The example of Banco Popular portugal
title_fullStr Impairment in the mortagage loan portfolio: The example of Banco Popular portugal
title_full_unstemmed Impairment in the mortagage loan portfolio: The example of Banco Popular portugal
title_sort Impairment in the mortagage loan portfolio: The example of Banco Popular portugal
author Brand, Rosa
author_facet Brand, Rosa
author_role author
dc.contributor.none.fl_str_mv Ferreira, Miguel
RUN
dc.contributor.author.fl_str_mv Brand, Rosa
description A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics
publishDate 2011
dc.date.none.fl_str_mv 2011-06
2011-06-01T00:00:00Z
2013-07-08T14:29:55Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/10057
url http://hdl.handle.net/10362/10057
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv NSBE - UNL
publisher.none.fl_str_mv NSBE - UNL
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
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instacron:RCAAP
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