Open AccessImpact of the COVID-19 crisis on the Portuguese banking system. Linear ordering method
Author(s) -
Zbigniew Korzeb,
Paweł Niedziółka,
Armando Silva
Publication year - 2021
Publication title -
estudios gerenciales
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.144
H-Index - 12
eISSN - 2665-6744
pISSN - 0123-5923
DOI - 10.18046/j.estger.2021.159.4414
Subject(s) - portuguese , weighting , resilience (materials science) , covid-19 , linear relationship , sensitivity (control systems) , econometrics , business , computer science , statistics , economics , mathematics , engineering , medicine , philosophy , linguistics , physics , disease , electronic engineering , infectious disease (medical specialty) , radiology , thermodynamics
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.