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Non-Performing Loans in Portugal during Crisis Periods: 2007 Financial Crisis and the COVID-19 Pandemic Crisis
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Orientador(es)
Resumo(s)
In recent years, Non-Performing Loans (NPLs) have been a topic of interest in the literature due to the negative effects they have on banking activity and on the economy. Considering this negative impact, banks should try to reduce as much as possible the value of this type of credit and prevent credits from reaching this status. The moments of financial crisis and the period that follows it, must be a period in which financial institutions should focus their attention on NPLs, since both companies and citizens holding credit may experience difficulties that prevent them from fulfilling their responsibilities. One of the objectives of this dissertation is to understand how the amounts of NPLs varied in Portugal, in the period before and during COVID-19 crisis. In addition, it will also be studied which macro-economic variables have the greatest impact on NPLs so that banks can pay special attention to these variables. The results of this dissertation will allow the completion of studies carried out previously for other periods of crisis, such as the case of the 2007 financial crisis, and may help both banking and regulatory entities to make more informed decisions. To the best of our knowledge, there are still no studies in the literature related to the analysis of NPLs in the COVID-19 context and this is one of the main novelties of this dissertation.
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
Non-Performing Loans Crisis COVID-19 2007 Financial Crisis Portugal SDG 8 - Decent work and economic growth