Impact of the COVID-19 crisis on the Portuguese banking system. Linear ordering method

Armando Silva (), Zbigniew Korzeb () and Pawe? Niedzió?ka ()

Estudios Gerenciales, 2021, vol. 37, issue 159, 226-241

Abstract: The goal of this paper is to assess the resilience of Portuguese banks to the potential impact of the COVID-19 pandemic. For this purpose, diagnostic variables of 19 banks were selected and prioritized using linear ordering methods. This methodology allowed us to perform rankings of banks using six linear ordering methods and taking into account two weighting procedures and two variants of the diagnostic feature. The study was also supplemented by a sensitivity analysis and an optimization procedure aimed at identifying the optimal linear ordering method. The main results obtained show that the resilience of Portuguese banks is not evenly distributed among individual banks. These findings could be used by regulators to plan support measures for the most fragile banks.

Keywords: banking sector; COVID-19; pandemic crises; multidimensional comparative analysis (search for similar items in EconPapers)
JEL-codes: G01 G21 (search for similar items in EconPapers)
Date: 2021
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
https://doi.org/10.18046/j.estger.2021.159.4414

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:col:000129:019328

Access Statistics for this article

More articles in Estudios Gerenciales from Universidad Icesi Contact information at EDIRC.
Bibliographic data for series maintained by Coordinador ICESI ().