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Abstract(s)
O setor bancário desempenha um papel vital na intermediação financeira, através da facilitação dos fluxos de capital entre diversos intervenientes económicos e alocação eficaz das poupanças depositadas. A gestão de risco é um elemento essencial para garantir a estabilidade e a continuidade das operações bancárias, bem como para proteger o sistema financeiro contra potenciais colapsos. Esta gestão abrange a identificação, monitorização e mitigação de riscos, sendo realizada internamente pelas instituições bancárias e regulada
pelas autoridades monetárias. O objetivo primordial da gestão de risco é otimizar o retorno financeiro, tendo em consideração os níveis de risco, mantendo a exposição dentro de limites predefinidos e devidamente supervisionados. Para isso, os reguladores implementam medidas prudenciais para garantir a solidez e eficiência do sistema bancário, conhecidas como medidas de risco (Gaspar,2014).
Esta dissertação propõe-se analisar o sistema financeiro moçambicano, com um foco específico nas instituições bancárias, para avaliar o cumprimento dos requisitos regulatórios estabelecidos pelo Banco de Moçambique. Tal foi efetuado através de uma avaliação aos indicadores macroeconómicos do país e financeiros das instituições de crédito selecionadas para a análise no período temporal compreendido entre 2012 e 2022. Da análise feita, constatou-se que o sistema financeiro enfrentou dois períodos críticos em 2016 e 2020 desencadeados pela crise causada pelas “dívidas ocultas” e também pelo COVID-19. Ficou evidente que esses dois períodos exerceram uma influência significativa sobre o desempenho das instituições de crédito. Consequentemente, em resposta a esses eventos, o banco central viu-se forçado a criar medidas regulatórias com o propósito de conter e mitigar os efeitos causados. A investigação visa contribuir para uma compreensão mais profunda do risco que as instituições financeiras moçambicanas incorrem.
The banking sector plays a vital role in financial intermediation, facilitating the flow of capital between many economic agents and effectively allocating deposited savings. Risk management is an essential element to ensure the stability and continuity of banking operations, as well as to protect the financial system against potential collapses. This management encompasses the identification, monitoring, and mitigation of risks, conducted internally by banking institutions, and regulated by monetary authorities. The primary´s risk management goal is to optimize financial returns while considering risk levels, maintaining exposure within predefined and properly supervised limits. To achieve this, regulators implement prudential measures to ensure the solidity and efficiency of the banking system, known as risk measures (Gaspar, 2014). This dissertation aims to analyze the mozambican financial system, with a specific focus on banking institutions, to assess compliance with regulatory requirements established by the Bank of Mozambique. This was done through an evaluation of the country's macroeconomic and financial indicators of selected credit institutions for the period between 2012 and 2022. From the analysis conducted, it was observed that the financial system faced two critical periods in 2016 and 2020, triggered by the crisis caused by "hidden debts" and by COVID-19. It became evident that these two periods had a significant influence on the performance of credit institutions . Consequently, in response to these events, the central bank was forced to create regulatory measures with the purpose of containing and mitigating the effects caused. The research aims to contribute to a deeper understanding of the risk that financial institutions incur in Mozambique.
The banking sector plays a vital role in financial intermediation, facilitating the flow of capital between many economic agents and effectively allocating deposited savings. Risk management is an essential element to ensure the stability and continuity of banking operations, as well as to protect the financial system against potential collapses. This management encompasses the identification, monitoring, and mitigation of risks, conducted internally by banking institutions, and regulated by monetary authorities. The primary´s risk management goal is to optimize financial returns while considering risk levels, maintaining exposure within predefined and properly supervised limits. To achieve this, regulators implement prudential measures to ensure the solidity and efficiency of the banking system, known as risk measures (Gaspar, 2014). This dissertation aims to analyze the mozambican financial system, with a specific focus on banking institutions, to assess compliance with regulatory requirements established by the Bank of Mozambique. This was done through an evaluation of the country's macroeconomic and financial indicators of selected credit institutions for the period between 2012 and 2022. From the analysis conducted, it was observed that the financial system faced two critical periods in 2016 and 2020, triggered by the crisis caused by "hidden debts" and by COVID-19. It became evident that these two periods had a significant influence on the performance of credit institutions . Consequently, in response to these events, the central bank was forced to create regulatory measures with the purpose of containing and mitigating the effects caused. The research aims to contribute to a deeper understanding of the risk that financial institutions incur in Mozambique.
Description
Mestrado em Análise Financeira
Keywords
Risco Sistema financeiro moçambicano Medidas de risco COVID-19 Dívidas ocultas Risk Mozambican financial system Risk measures COVID-19 Hidden debts
Citation
Macuiane, J. M. (2023) Análise ao Risco Financeiro nas Instituições de Crédito Moçambicanas. [Dissertação de mestrado, Instituto Superior de Contabilidade e Administração de Lisboa]. Repositório Científico do Instituto Politécnico de Lisboa. http://hdl.handle.net/10400.21/17435