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Abstract(s)
Esta dissertação tem como objetivo identificar e examinar os determinantes do crédito malparado responsáveis pela deterioração dos ativos bancários cabo-verdiano. Para análise foi utilizada uma amostra de 41 observações dos Bancos de Cabo Verde de forma agregada no período de 2010 a 2020. Para atingir os objetivos, recorreu-se a método estatístico Mínimos Quadrados Ordinários (MQO), tendo a variável dependente o Non-performing loans (NPL) com o suporte do software Eviews. Os resultados mostram que o NPL é afetado tanto pelas variáveis macroeconómicas como também pelas variáveis específicas dos bancos.
Através da estimação dos resultados, constatou-se que as variáveis Inflação, Diversificação e o Crédito bancário contribuíram para a ascensão do NPL nos bancos e, com isso, colaboram na deterioração do ativo durante o período. Contrariamente, a melhoria nas variáveis Remessas de Emigrante, PIB, ROA e o Spread (Taxas de Juros) contribuíram para a ascensão e solidez do ativo por via de redução do NPL nos bancos.
This dissertation aims to identify and examine the determinants of non-performing loans responsible for the deterioration of Cape Verdean bank assets. A sample of 41 observations of Cape Verdean banks was used for the analysis, aggregated over the period from 2010 to 2020. To achieve the objectives, the Ordinary Least Square (OLS) statistical method was used, with non-performing loans (NPL) as the dependent variable with the support of Eviews software. The results show that NPL is affected by both macroeconomic variables and bank-specific variables. By estimating the results, it was found that the inflation, Diversification and Bank Credit variables contributed to the decrease in NPLs at banks and thus contributed to the deterioration of assets over the period. On the over hand, improvement in the Emigrant Remittances, PIB, ROA and Spread (Interest Rates) variables contributed to the rise and solidity of assets by reducing NPLs at banks.
This dissertation aims to identify and examine the determinants of non-performing loans responsible for the deterioration of Cape Verdean bank assets. A sample of 41 observations of Cape Verdean banks was used for the analysis, aggregated over the period from 2010 to 2020. To achieve the objectives, the Ordinary Least Square (OLS) statistical method was used, with non-performing loans (NPL) as the dependent variable with the support of Eviews software. The results show that NPL is affected by both macroeconomic variables and bank-specific variables. By estimating the results, it was found that the inflation, Diversification and Bank Credit variables contributed to the decrease in NPLs at banks and thus contributed to the deterioration of assets over the period. On the over hand, improvement in the Emigrant Remittances, PIB, ROA and Spread (Interest Rates) variables contributed to the rise and solidity of assets by reducing NPLs at banks.
Description
Mestrado em Análise Financeira
Keywords
Setor bancário cabo-verdiano Variáveis macroeconómicas Variáveis específicas Crédito malparado e o modelo estatístico (Mínimos Quadrados Ordinários) Cape Verdean banking setor Macroeconomic variables Specific variables Non-performing loans and the (Ordinary Least Square) statistical model
Citation
Sanches, O. H. (2024) Determinantes do crédito malparado como fatores centrais da deterioração dos ativos bancários: uma evidência empírica dos bancos comerciais em Cabo Verde. [Dissertação de mestrado, Instituto Superior de Contabilidade e Administração de Lisboa]. Repositório Científico do Instituto Politécnico de Lisboa. http://hdl.handle.net/10400.21/17655