Capital requirements and risk weighted assets analysis of portuguese banks with comparable EU Banks

Detalhes bibliográficos
Autor(a) principal: Carvalho, Miguel Cabrita Santos Roque de
Data de Publicação: 2019
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/69935
Resumo: Departing from an extensive period of financial instability across the European banking industry, this work aims to study the capital adequacy of six major Portuguese Institutions. Portuguese Banks were divided in two different sets according to their size and 60 EU banks allocated according to their RWAs proximity. Despite complying with the minimal capital requirements and attaining in recent year an enhancement in the capital ratio higher than their peers, Portuguese Banks are still considerably undercapitalized. Contrarily to abroad, instead of a rise in own funds the catalyst was an expressive reduction of the RWAs from Credit Risk.
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spelling Capital requirements and risk weighted assets analysis of portuguese banks with comparable EU BanksBanksPortugalCapital requirementsRisk weighted assetsCredit riskDomínio/Área Científica::Ciências Sociais::Economia e GestãoDeparting from an extensive period of financial instability across the European banking industry, this work aims to study the capital adequacy of six major Portuguese Institutions. Portuguese Banks were divided in two different sets according to their size and 60 EU banks allocated according to their RWAs proximity. Despite complying with the minimal capital requirements and attaining in recent year an enhancement in the capital ratio higher than their peers, Portuguese Banks are still considerably undercapitalized. Contrarily to abroad, instead of a rise in own funds the catalyst was an expressive reduction of the RWAs from Credit Risk.Castro, FilipaRUNCarvalho, Miguel Cabrita Santos Roque de2019-05-17T15:46:25Z2019-01-222019-01-22T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/69935TID:202226182enginfo: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:RCAAP2024-03-11T04:33:12Zoai:run.unl.pt:10362/69935Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:35:03.070814Repositório 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 Capital requirements and risk weighted assets analysis of portuguese banks with comparable EU Banks
title Capital requirements and risk weighted assets analysis of portuguese banks with comparable EU Banks
spellingShingle Capital requirements and risk weighted assets analysis of portuguese banks with comparable EU Banks
Carvalho, Miguel Cabrita Santos Roque de
Banks
Portugal
Capital requirements
Risk weighted assets
Credit risk
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
title_short Capital requirements and risk weighted assets analysis of portuguese banks with comparable EU Banks
title_full Capital requirements and risk weighted assets analysis of portuguese banks with comparable EU Banks
title_fullStr Capital requirements and risk weighted assets analysis of portuguese banks with comparable EU Banks
title_full_unstemmed Capital requirements and risk weighted assets analysis of portuguese banks with comparable EU Banks
title_sort Capital requirements and risk weighted assets analysis of portuguese banks with comparable EU Banks
author Carvalho, Miguel Cabrita Santos Roque de
author_facet Carvalho, Miguel Cabrita Santos Roque de
author_role author
dc.contributor.none.fl_str_mv Castro, Filipa
RUN
dc.contributor.author.fl_str_mv Carvalho, Miguel Cabrita Santos Roque de
dc.subject.por.fl_str_mv Banks
Portugal
Capital requirements
Risk weighted assets
Credit risk
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
topic Banks
Portugal
Capital requirements
Risk weighted assets
Credit risk
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
description Departing from an extensive period of financial instability across the European banking industry, this work aims to study the capital adequacy of six major Portuguese Institutions. Portuguese Banks were divided in two different sets according to their size and 60 EU banks allocated according to their RWAs proximity. Despite complying with the minimal capital requirements and attaining in recent year an enhancement in the capital ratio higher than their peers, Portuguese Banks are still considerably undercapitalized. Contrarily to abroad, instead of a rise in own funds the catalyst was an expressive reduction of the RWAs from Credit Risk.
publishDate 2019
dc.date.none.fl_str_mv 2019-05-17T15:46:25Z
2019-01-22
2019-01-22T00:00:00Z
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/10362/69935
TID:202226182
url http://hdl.handle.net/10362/69935
identifier_str_mv TID:202226182
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.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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