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Eficiência bancária no Brasil (2010-2019): Uma análise de dois estágios

Author

Listed:
  • Fábio Lucas Takahashi

    (Universidade Estadual de Maringá (UEM))

  • Marcos Roberto Vasconcelos

    (Universidade Estadual de Maringá (UEM))

Abstract

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.

Suggested Citation

  • Fábio Lucas Takahashi & Marcos Roberto Vasconcelos, 2022. "Eficiência bancária no Brasil (2010-2019): Uma análise de dois estágios," Revista de Economia Mackenzie (REM), Mackenzie Presbyterian University, Social and Applied Sciences Center, vol. 19(2), pages 165-187, july-dece.
  • Handle: RePEc:aft:journl:v:19:2:2022:jul:dec:p:165-187
    DOI: 10.5935/1808-2785/rem.v19n2p.165-187
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    More about this item

    Keywords

    Data Envelopment Analysis; determinants; technical efficiency; financial institutions; banking sector.;
    All these keywords.

    JEL classification:

    • B23 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Econometrics; Quantitative and Mathematical Studies
    • B26 - Schools of Economic Thought and Methodology - - History of Economic Thought since 1925 - - - Financial Economics
    • C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
    • G20 - Financial Economics - - Financial Institutions and Services - - - General

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