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Aplicación de las técnicas multivariantes al sector bancario español: el caso de las entidades afectadas por la restructuración (2008-2009) || Application of Multivariate Techniques?to Spanish Banking Sector: The Case of Entities Affected by Restructuring (2008-2009)

Author

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  • Somoza López, Antonio

    (Departamento de Contabilidad. Facultad de Economía y Empresa. Universidad de Barcelona (España))

Abstract

El presente trabajo realiza un análisis sobre las entidades financieras que fueron objeto de rescate por la Unión Europea en la crisis actual con el objetivo principal de intentar discernir las características diferenciadoras entre ellas y encontrar las razones por las cuales en unos casos, unas acabaron siendo absorbidas por otras; en otros, fusionadas y en algunos, además, precisaron ayudas públicas. Aunque en su mayoría se ha tratado de cajas de ahorro, el trabajo no se limita a estas ya que el proceso también afectó a otras entidades bancarias. La hipótesis básica es que los datos facilitados en su información contable y prudencial deberían tener relevancia para determinar su situación final. Los resultados, sin embargo, parecen mostrar algo diferente; las diferentes técnicas estadísticas (ANOVA, análisis de componentes principales y el análisis clúster) demuestran que no es posible agrupar dichas entidades por características homogéneas coincidentes con el estado final y que, por consiguiente, podemos afirmar que la información allí contenida no ha sido decisiva para el devenir posterior de esas entidades. || This study aims to analyze the Spanish financial entities that were bailout by the European Union with the main objective to discern the different characteristics among them and find out the reasons why in some cases some of them were merged, in other were taken over and in the most problematic cases, needed public funds. Although most of them were saving banks, this paper is not limited to them as the process also affected some banks. The main question is if the financial and accounting information should have been relevant in order to determine the ending situation. However, the results lead to a different conclusion. Applying some statistical techniques (ANOVA, principal component analysis and cluster), the results show that it is not possible to group those entities by common characteristics and, therefore, the information used in this research has not been crucial for the subsequent development of these institutions.

Suggested Citation

  • Somoza López, Antonio, 2015. "Aplicación de las técnicas multivariantes al sector bancario español: el caso de las entidades afectadas por la restructuración (2008-2009) || Application of Multivariate Techniques?to Spanish Banking," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 19(1), pages 66-100, June.
    • Handle: RePEc:pab:rmcpee:v:19:y:2015:i:1:p:66-100
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    More about this item

    Keywords

    sector financiero; crisis; técnicas multivariantes; financial sector; crisis; multivariate techniques;
    All these keywords.

    JEL classification:

    • G01 - Financial Economics - - General - - - Financial Crises
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C16 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Econometric and Statistical Methods; Specific Distributions

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