Eficiência bancária no Brasil (2010-2019): Uma análise de dois estágios
The objective of this work is to analyze the performance of the Brazilian banking sector and its determinants. The present research was divided into two parts, the first part seeks to determine the technical efficiency by the DEA-BCC model in the main Brazilian banks in the period from 2010 to 2019....
| Main Authors: | , |
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| Format: | Article |
| Language: | Portuguese |
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Universidade Presbiteriana Mackenzie
2022-07-01
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| Series: | Revista de Economia Mackenzie |
| Subjects: | |
| Online Access: | https://editorarevistas.mackenzie.br/index.php/rem/article/view/15342/11673 |
| _version_ | 1797871617547698176 |
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| author | Fábio Lucas Takahashi Marcos Roberto Vasconcelos |
| author_facet | Fábio Lucas Takahashi Marcos Roberto Vasconcelos |
| author_sort | Fábio Lucas Takahashi |
| collection | DOAJ |
| description | The objective of this work is to analyze the performance of the Brazilian banking sector and its determinants. The present research was divided into two parts, the first part seeks to determine the technical efficiency by the DEA-BCC model in the main Brazilian banks in the period from 2010 to 2019. In the second part, the determinants that can influence the performance of banks are evaluated. Esti-mates indicate that large banks are, on average, more efficient than small and medium-sized banks. In addition, when looking at the type of ownership, foreign banks tend to perform better compared to national banks. In addition, the deter-minants point out that the net interest margin and non-interest income are sig-nificant and contribute positively to the level of efficiency. In turn, the capital adequacy ratio, non-performing loans and inflation have a negative impact on technical efficiency. |
| first_indexed | 2024-04-10T00:45:35Z |
| format | Article |
| id | doaj.art-ef450147af8a42708399f7ce7ea69d69 |
| institution | Directory Open Access Journal |
| issn | 1678-5002 1808-2785 |
| language | Portuguese |
| last_indexed | 2024-04-10T00:45:35Z |
| publishDate | 2022-07-01 |
| publisher | Universidade Presbiteriana Mackenzie |
| record_format | Article |
| series | Revista de Economia Mackenzie |
| spelling | doaj.art-ef450147af8a42708399f7ce7ea69d692023-03-13T21:18:17ZporUniversidade Presbiteriana MackenzieRevista de Economia Mackenzie1678-50021808-27852022-07-01192165187doi:10.5935/1808-2785/rem.v19n2p.165-187Eficiência bancária no Brasil (2010-2019): Uma análise de dois estágiosFábio Lucas Takahashi0https://orcid.org/0000-0001-7132-3876Marcos Roberto Vasconcelos1https://orcid.org/0000-0003-1476-4899Universidade Estadual de Maringá (UEM)Universidade Estadual de Maringá (UEM)The objective of this work is to analyze the performance of the Brazilian banking sector and its determinants. The present research was divided into two parts, the first part seeks to determine the technical efficiency by the DEA-BCC model in the main Brazilian banks in the period from 2010 to 2019. In the second part, the determinants that can influence the performance of banks are evaluated. Esti-mates indicate that large banks are, on average, more efficient than small and medium-sized banks. In addition, when looking at the type of ownership, foreign banks tend to perform better compared to national banks. In addition, the deter-minants point out that the net interest margin and non-interest income are sig-nificant and contribute positively to the level of efficiency. In turn, the capital adequacy ratio, non-performing loans and inflation have a negative impact on technical efficiency.https://editorarevistas.mackenzie.br/index.php/rem/article/view/15342/11673data envelopment analysisdeterminantstechnical efficiencyfinancial institutionsbanking sector |
| spellingShingle | Fábio Lucas Takahashi Marcos Roberto Vasconcelos Eficiência bancária no Brasil (2010-2019): Uma análise de dois estágios Revista de Economia Mackenzie data envelopment analysis determinants technical efficiency financial institutions banking sector |
| title | Eficiência bancária no Brasil (2010-2019): Uma análise de dois estágios |
| title_full | Eficiência bancária no Brasil (2010-2019): Uma análise de dois estágios |
| title_fullStr | Eficiência bancária no Brasil (2010-2019): Uma análise de dois estágios |
| title_full_unstemmed | Eficiência bancária no Brasil (2010-2019): Uma análise de dois estágios |
| title_short | Eficiência bancária no Brasil (2010-2019): Uma análise de dois estágios |
| title_sort | eficiencia bancaria no brasil 2010 2019 uma analise de dois estagios |
| topic | data envelopment analysis determinants technical efficiency financial institutions banking sector |
| url | https://editorarevistas.mackenzie.br/index.php/rem/article/view/15342/11673 |
| work_keys_str_mv | AT fabiolucastakahashi eficienciabancarianobrasil20102019umaanalisededoisestagios AT marcosrobertovasconcelos eficienciabancarianobrasil20102019umaanalisededoisestagios |