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Publication
Gestão de riscos no setor bancário
| Name: | Description: | Size: | Format: | |
|---|---|---|---|---|
| 3.71 MB | Adobe PDF |
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Abstract(s)
A presente dissertação aborda a gestão de riscos no setor bancário, destacando sua importância para a estabilidade do sistema financeiro. O estudo é motivado por eventos
como a crise financeira de 2008 que expôs a vulnerabilidade das instituições financeiras a riscos sistémicos. Para além disso, com a crescente digitalização e
automação, o setor bancário enfrenta novos desafios, como os riscos cibernéticos, que exigem estratégias de mitigação eficazes para proteger os interesses dos clientes e a
integridade do sistema financeiro. Neste contexto, a parte inicial do trabalho contempla uma revisão de literatura que aborda a gestão de riscos, abrangendo desde riscos
tradicionais, como crédito e mercado, até riscos emergentes, decorrentes de inovações tecnológicas. O estudo destaca a evolução das práticas de gestão de riscos, desde
abordagens tradicionais, focadas na limitação de riscos, até metodologias modernas que utilizam métricas económicas para uma gestão mais ajustada ao risco. Também são
discutidas as tendências, desafios e oportunidades na gestão de riscos, como o uso de tecnologias avançadas, incluindo inteligência artificial e aprendizado de máquina, para
aprimorar a análise e gestão de riscos . O trabalho avalia também as regulamentações e normas que orientam a gestão de riscos no setor bancário, incluindo os Acordos de
Basileia. A metodologia contemplou a aplicação de questionários a vários gestores de risco do setor bancário por um período de duas semanas. Os gestores indicaram que a
metodologia de análise de risco mais utilizada é a Credit Scoring, seguida da Value at Risk e a Credit Metrics. Em relação aos riscos emergentes, as entrevistas apontaram
que a cibersegurança é o fator de risco emergente mais identificado. Por fim, constatouse ainda que, a categoria de risco que a atividade bancária se encontra mais exposta é o
risco de crédito.
This dissertation addresses risk management in the banking sector, highlighting its importance for the stability of the financial system. The study is motivated by events such as the 2008 financial crisis that exposed the vulnerability of financial institutions to systemic risks. Furthermore, with increasing digitalization and automation, the banking sector faces new challenges such as cyber risks, which require effective mitigation strategies to protect customers' interests and the integrity of the financial system. In this context, the initial part of the work includes a literature review that addresses risk management, ranging from traditional risks, such as credit and market, to emerging risks, resulting from technological innovations. The study highlights the evolution of risk management practices, from traditional approaches, focused on limiting risk, to modern methodologies that use economic metrics for more risk-adjusted management. Trends, challenges and opportunities in risk management are also discussed, such as the use of advanced technologies, including artificial intelligence and machine learning, to improve risk analysis and management. The work also evaluates the regulations and standards that guide risk management in the banking sector, including the Basel Accords. The methodology included the application of questionnaires with several risk managers in the banking sector over a period of two weeks. Managers indicated that the most used risk analysis methodology is Credit Scoring, followed by Value at Risk and Credit Metrics. Regarding emerging risks, the interviews indicated that cybersecurity is the most identified emerging risk factor. Finally, it was also found that the risk category to which banking activity is most exposed is credit risk.
This dissertation addresses risk management in the banking sector, highlighting its importance for the stability of the financial system. The study is motivated by events such as the 2008 financial crisis that exposed the vulnerability of financial institutions to systemic risks. Furthermore, with increasing digitalization and automation, the banking sector faces new challenges such as cyber risks, which require effective mitigation strategies to protect customers' interests and the integrity of the financial system. In this context, the initial part of the work includes a literature review that addresses risk management, ranging from traditional risks, such as credit and market, to emerging risks, resulting from technological innovations. The study highlights the evolution of risk management practices, from traditional approaches, focused on limiting risk, to modern methodologies that use economic metrics for more risk-adjusted management. Trends, challenges and opportunities in risk management are also discussed, such as the use of advanced technologies, including artificial intelligence and machine learning, to improve risk analysis and management. The work also evaluates the regulations and standards that guide risk management in the banking sector, including the Basel Accords. The methodology included the application of questionnaires with several risk managers in the banking sector over a period of two weeks. Managers indicated that the most used risk analysis methodology is Credit Scoring, followed by Value at Risk and Credit Metrics. Regarding emerging risks, the interviews indicated that cybersecurity is the most identified emerging risk factor. Finally, it was also found that the risk category to which banking activity is most exposed is credit risk.
Description
Keywords
Metodologias de análise de riscos Setor bancário Riscos Acordos de Basileia Mitigação Risk analysis methodologies Banking sector Risks Basel accords Mitigation IPL/IDI&CA2024/CRYPTORISK_ISCAL