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Publicação
Risco de crédito – o impacto da variação do preço de petróleo nas instituições financeiras bancárias. Caso de estudo: Angola
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Orientador(es)
Resumo(s)
Com o final da guerra civil, Angola experimentou um crescimento económico acelerado, sendo o papel bancário ao nível da captação de recursos para tecido económico de especial importância, torna-se crucial a existência de um sistema financeiro robusto, resiliente e transparente capaz de cumprir o papel de intermediário, originando ganhos para a economia em geral. O presente trabalho de investigação resultou de um diagnóstico sobre impacto da variação do preço petróleo no risco de crédito e consequente risco contagio nos FSI´s da banca angolana, os resultados do estudo demonstraram que devido a falta de diversificação da economia e dependência do preço do petróleo, a economia angolana apresenta vulnerabilidades as variações do preço do petróleo, a descida do preço desta commodity tem impacto no aumento da inflação, da taxa de referencia, da taxa de câmbio, da Dívida publica nos balanços dos bancos, deterioração dos indicadores de qualidade dos activos, diminuição do crédito ao sector privado e diminuição da intermediação financeira. Entretanto, as variações do preço do petróleo e o risco de crédito não têm efeitos imediatos na inflação, taxa de câmbio, taxa de referencia, adequação de capital, rentabilidade, liquidez e sensibilidade ao risco de mercado.
With the end of the civil war, Angola experienced accelerated economic growth, with its role of fundraising for the economic fabric of particular importance, so a robust, resilient and transparent financial system capable of fulfilling the role of intermediary, resulting in gains for the economy in general. The present research work resulted from a diagnosis about the impact of oil price variation on credit risk and consequent contagion risk on Angolan banks' ISPs, the results of the study showed that due to the lack of economy diversification and price dependence on oil. oil, the Angolan economy has profitability due to changes in the price of oil, the drop in the price of this commodity has an impact on rising inflation, the reference rate, the exchange rate, the public debt in bank balance sheets, deterioration of quality indicators. reduction of credit to the private sector and decrease of financial intermediation. However, oil price changes and credit risk have no immediate effect on inflation, exchange rate, reference rate, capital adequacy, profitability, liquidity and sensitivity to market risk.
With the end of the civil war, Angola experienced accelerated economic growth, with its role of fundraising for the economic fabric of particular importance, so a robust, resilient and transparent financial system capable of fulfilling the role of intermediary, resulting in gains for the economy in general. The present research work resulted from a diagnosis about the impact of oil price variation on credit risk and consequent contagion risk on Angolan banks' ISPs, the results of the study showed that due to the lack of economy diversification and price dependence on oil. oil, the Angolan economy has profitability due to changes in the price of oil, the drop in the price of this commodity has an impact on rising inflation, the reference rate, the exchange rate, the public debt in bank balance sheets, deterioration of quality indicators. reduction of credit to the private sector and decrease of financial intermediation. However, oil price changes and credit risk have no immediate effect on inflation, exchange rate, reference rate, capital adequacy, profitability, liquidity and sensitivity to market risk.
Descrição
Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Risk Analysis and Management
Palavras-chave
Sistema Bancário Angolano Risco de Crédito Indicador de Solidez Financeira Preço do Petróleo Fragilidades da Economia Angolana Banking System Angolan Credit risk Financial Soundness Indicators Price of Oil Fragilities of the Angolan Economy