Publication
The performance of Portuguese banks under Basel III : how have the new capital requirements impacted the profitability of Portuguese banks?
| datacite.subject.fos | Ciências Sociais::Economia e Gestão | pt_PT |
| dc.contributor.advisor | Bhimjee, Diptes Chandrakante Prabhudas | |
| dc.contributor.author | Santos, Filipe Ferreira dos | |
| dc.date.accessioned | 2018-12-11T11:39:58Z | |
| dc.date.available | 2018-12-11T11:39:58Z | |
| dc.date.issued | 2018-02-27 | |
| dc.description.abstract | 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. | pt_PT |
| dc.description.abstract | 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. | pt_PT |
| dc.identifier.tid | 201887800 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.14/26330 | |
| dc.language.iso | eng | pt_PT |
| dc.subject | Basel III | pt_PT |
| dc.subject | Capital requirements | pt_PT |
| dc.subject | Banking | pt_PT |
| dc.subject | Portuguese banks | pt_PT |
| dc.subject | Bank profitability | pt_PT |
| dc.subject | Finance | pt_PT |
| dc.title | The performance of Portuguese banks under Basel III : how have the new capital requirements impacted the profitability of Portuguese banks? | pt_PT |
| dc.type | master thesis | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess | pt_PT |
| rcaap.type | masterThesis | pt_PT |
| thesis.degree.name | Mestrado em Finanças | pt_PT |
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