Does bank supervision oversight impact economic activity? The case of the European Union

Detalhes bibliográficos
Autor(a) principal: Lima, Pedro Filipe Rodrigues
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/10362/66377
Resumo: The role of regulation in the banking industry undeniably becomes more prominent when its flaws endanger the homeostasis of the financial system. The goal of this work project is to analyse the effects of supervisory rating shocks in real activity for the European Union and analyse the difference in response between its Northern and Southern segments. Through the construction of a proxy of the CAMELS rating, and the selection of real GDP growth rate as the measure of real activity, I address the magnitude of the shocks through the use of a vector autoregressive (VAR) model and the local projections approach
id RCAP_9d0cc947f8bf6123006496bebdcbf5e5
oai_identifier_str oai:run.unl.pt:10362/66377
network_acronym_str RCAP
network_name_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository_id_str 7160
spelling Does bank supervision oversight impact economic activity? The case of the European UnionCAMELS ratingsVector autoregressiveLocal projectionsSupervisory rating shocksDomínio/Área Científica::Ciências Sociais::Economia e GestãoThe role of regulation in the banking industry undeniably becomes more prominent when its flaws endanger the homeostasis of the financial system. The goal of this work project is to analyse the effects of supervisory rating shocks in real activity for the European Union and analyse the difference in response between its Northern and Southern segments. Through the construction of a proxy of the CAMELS rating, and the selection of real GDP growth rate as the measure of real activity, I address the magnitude of the shocks through the use of a vector autoregressive (VAR) model and the local projections approachRodrigues, Paulo Manuel MarquesRUNLima, Pedro Filipe Rodrigues2019-04-12T14:13:51Z2019-01-162019-01-16T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/66377TID:202209083enginfo: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:RCAAP2024-03-11T04:31:37Zoai:run.unl.pt:10362/66377Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:34:31.231700Repositório 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 Does bank supervision oversight impact economic activity? The case of the European Union
title Does bank supervision oversight impact economic activity? The case of the European Union
spellingShingle Does bank supervision oversight impact economic activity? The case of the European Union
Lima, Pedro Filipe Rodrigues
CAMELS ratings
Vector autoregressive
Local projections
Supervisory rating shocks
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
title_short Does bank supervision oversight impact economic activity? The case of the European Union
title_full Does bank supervision oversight impact economic activity? The case of the European Union
title_fullStr Does bank supervision oversight impact economic activity? The case of the European Union
title_full_unstemmed Does bank supervision oversight impact economic activity? The case of the European Union
title_sort Does bank supervision oversight impact economic activity? The case of the European Union
author Lima, Pedro Filipe Rodrigues
author_facet Lima, Pedro Filipe Rodrigues
author_role author
dc.contributor.none.fl_str_mv Rodrigues, Paulo Manuel Marques
RUN
dc.contributor.author.fl_str_mv Lima, Pedro Filipe Rodrigues
dc.subject.por.fl_str_mv CAMELS ratings
Vector autoregressive
Local projections
Supervisory rating shocks
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
topic CAMELS ratings
Vector autoregressive
Local projections
Supervisory rating shocks
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
description The role of regulation in the banking industry undeniably becomes more prominent when its flaws endanger the homeostasis of the financial system. The goal of this work project is to analyse the effects of supervisory rating shocks in real activity for the European Union and analyse the difference in response between its Northern and Southern segments. Through the construction of a proxy of the CAMELS rating, and the selection of real GDP growth rate as the measure of real activity, I address the magnitude of the shocks through the use of a vector autoregressive (VAR) model and the local projections approach
publishDate 2019
dc.date.none.fl_str_mv 2019-04-12T14:13:51Z
2019-01-16
2019-01-16T00:00:00Z
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/10362/66377
TID:202209083
url http://hdl.handle.net/10362/66377
identifier_str_mv TID:202209083
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
_version_ 1799137967238807552

Registros relacionados