The performance of Portuguese banks under Basel III : how have the new capital requirements impacted the profitability of Portuguese banks?
Autor(a) principal: | |
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Data de Publicação: | 2018 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10400.14/26330 |
Resumo: | This Dissertation analyzes how the new capital requirements imposed by Basel III framework affected the profitability of Portuguese banks, during and after the Global Financial Crisis (GFC). The present Dissertation employs the Multiple Regression analysis to study how Common Equity Tier 1, Tier 1 and Total Capital movements, could affect the Return on Equity and Return on Assets of Portuguese banks. This research collected some relevant empirical findings from the estimated regressions. This research’s findings suggest that there is a negative relationship between Common Equity Tier 1 and Return on Equity, and that Tier 1 and Total Capital contributes positively to the increase of profitability. Moreover, Common Equity Tier 1 presents coefficients with higher magnitude comparing with the other capital ratios, having a greater impact on Portuguese banks’ profitability. Finally, higher capital ratios affect the credit channel in the Portuguese banking sector and could impact the profitability of Portuguese banks. |
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The performance of Portuguese banks under Basel III : how have the new capital requirements impacted the profitability of Portuguese banks?Basel IIICapital requirementsBankingPortuguese banksBank profitabilityFinanceDomínio/Área Científica::Ciências Sociais::Economia e GestãoThis Dissertation analyzes how the new capital requirements imposed by Basel III framework affected the profitability of Portuguese banks, during and after the Global Financial Crisis (GFC). The present Dissertation employs the Multiple Regression analysis to study how Common Equity Tier 1, Tier 1 and Total Capital movements, could affect the Return on Equity and Return on Assets of Portuguese banks. This research collected some relevant empirical findings from the estimated regressions. This research’s findings suggest that there is a negative relationship between Common Equity Tier 1 and Return on Equity, and that Tier 1 and Total Capital contributes positively to the increase of profitability. Moreover, Common Equity Tier 1 presents coefficients with higher magnitude comparing with the other capital ratios, having a greater impact on Portuguese banks’ profitability. Finally, higher capital ratios affect the credit channel in the Portuguese banking sector and could impact the profitability of Portuguese banks.Esta Dissertação analisa a forma como os novos requisitos de capital impostos pelo acordo de Basileia III afetaram a rentabilidade dos bancos portugueses, durante e após a Crise Financeira Global. A presente Dissertação desenvolve uma análise de Regressão Múltipla para averiguar como os movimentos no Common Equity Tier 1, Tier 1 e Total Capital puderam afetar o retorno sobre o patrimonio líquido e o retorno sobre os ativos dos bancos Portugueses. Esta Dissertação alcançou vários resultados empíricos relevantes, com base nas regressões estimadas. Esta Dissertação conclui que existe uma relação negativa entre o Common Equity Tier 1 e o retorno sobre o patrimonio líquido, bem como que o Tier 1 e o Total Capital contribuem positivamente para o aumento da rentabilidade. Além disso, o Common Equity Tier 1 apresenta coeficientes com maior magnitude em comparação com os outros rácios de capital, tendo maior impacto sobre a rentabilidade. Finalmente, o aumento dos rácios de capital afetam o canal de crédito no setor bancário nacional e podem afetar a rentabilidade dos bancos portugueses.Bhimjee, Diptes Chandrakante PrabhudasVeritati - Repositório Institucional da Universidade Católica PortuguesaSantos, Filipe Ferreira dos2018-12-11T11:39:58Z2018-02-272018-02-27T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10400.14/26330TID:201887800enginfo: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:RCAAP2023-07-12T17:31:48Zoai:repositorio.ucp.pt:10400.14/26330Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T18:21:00.699464Repositório 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 |
The performance of Portuguese banks under Basel III : how have the new capital requirements impacted the profitability of Portuguese banks? |
title |
The performance of Portuguese banks under Basel III : how have the new capital requirements impacted the profitability of Portuguese banks? |
spellingShingle |
The performance of Portuguese banks under Basel III : how have the new capital requirements impacted the profitability of Portuguese banks? Santos, Filipe Ferreira dos Basel III Capital requirements Banking Portuguese banks Bank profitability Finance Domínio/Área Científica::Ciências Sociais::Economia e Gestão |
title_short |
The performance of Portuguese banks under Basel III : how have the new capital requirements impacted the profitability of Portuguese banks? |
title_full |
The performance of Portuguese banks under Basel III : how have the new capital requirements impacted the profitability of Portuguese banks? |
title_fullStr |
The performance of Portuguese banks under Basel III : how have the new capital requirements impacted the profitability of Portuguese banks? |
title_full_unstemmed |
The performance of Portuguese banks under Basel III : how have the new capital requirements impacted the profitability of Portuguese banks? |
title_sort |
The performance of Portuguese banks under Basel III : how have the new capital requirements impacted the profitability of Portuguese banks? |
author |
Santos, Filipe Ferreira dos |
author_facet |
Santos, Filipe Ferreira dos |
author_role |
author |
dc.contributor.none.fl_str_mv |
Bhimjee, Diptes Chandrakante Prabhudas Veritati - Repositório Institucional da Universidade Católica Portuguesa |
dc.contributor.author.fl_str_mv |
Santos, Filipe Ferreira dos |
dc.subject.por.fl_str_mv |
Basel III Capital requirements Banking Portuguese banks Bank profitability Finance Domínio/Área Científica::Ciências Sociais::Economia e Gestão |
topic |
Basel III Capital requirements Banking Portuguese banks Bank profitability Finance Domínio/Área Científica::Ciências Sociais::Economia e Gestão |
description |
This Dissertation analyzes how the new capital requirements imposed by Basel III framework affected the profitability of Portuguese banks, during and after the Global Financial Crisis (GFC). The present Dissertation employs the Multiple Regression analysis to study how Common Equity Tier 1, Tier 1 and Total Capital movements, could affect the Return on Equity and Return on Assets of Portuguese banks. This research collected some relevant empirical findings from the estimated regressions. This research’s findings suggest that there is a negative relationship between Common Equity Tier 1 and Return on Equity, and that Tier 1 and Total Capital contributes positively to the increase of profitability. Moreover, Common Equity Tier 1 presents coefficients with higher magnitude comparing with the other capital ratios, having a greater impact on Portuguese banks’ profitability. Finally, higher capital ratios affect the credit channel in the Portuguese banking sector and could impact the profitability of Portuguese banks. |
publishDate |
2018 |
dc.date.none.fl_str_mv |
2018-12-11T11:39:58Z 2018-02-27 2018-02-27T00:00:00Z |
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/10400.14/26330 TID:201887800 |
url |
http://hdl.handle.net/10400.14/26330 |
identifier_str_mv |
TID:201887800 |
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 |
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1799131909388763136 |