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Nueva Evidencia sobre la Eficiencia de la Banca

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Author Info

  • Miguel SARMIENTOÕ

    ()

  • Andrés CEPEDA

    ()

  • Hernando MUTIS

    ()

  • Juan F. PÉREZ

    ()

Abstract

En este documento se evalúa la eficiencia de la banca colombiana durante elperíodo 2000-2009 utilizando el método no-paramétrico de análisis envolvente dedatos (DEA). Bajo el enfoque de intermediación financiera, se estimaron medidasde eficiencia técnica, de escala, y en costos empleando una aproximación global yotra por ventanas de tiempo. Se realizó un análisis inter-temporal del cambio enproductividad mediante el cálculo del índice de Malmquist. Los resultadosmuestran que durante el periodo de estudio la industria bancaria presentó unincremento gradual en su eficiencia ubicándose en niveles cercanos al 80% enpromedio, aunque con una elevada dispersión entre las entidades. En 2008 sepresentó una caída generalizada en las medidas de eficiencia asociada al impactosistémico de la crisis financiera internacional. Sin embargo, a partir de 2009 seobservó una rápida recuperación en las medidas de eficiencia a excepción de laeficiencia en costos, lo que se explica en parte por la inflexibilidad en los costoslaborales. Asimismo, se encontró evidencia a favor del incremento en la eficienciatécnica de las entidades que efectuaron fusiones y adquisiciones durante el periodo.

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Bibliographic Info

Paper provided by DEPARTAMENTO NACIONAL DE PLANEACIÓN in its series ARCHIVOS DE ECONOMÍA with number 010705.

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Length: 49
Date of creation: 17 Mar 2013
Date of revision:
Handle: RePEc:col:000118:010705

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Keywords: Frontera de Eficiencia; Sistema Financiero; Métodos noparamétricos; Fusiones y Adquisiciones.;

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References

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  1. Igor Jemric & Boris Vujcic, 2002. "Efficiency of Banks in Croatia: A DEA Approach*," Comparative Economic Studies, Palgrave Macmillan, vol. 44(2-3), pages 169-193, September.
  2. Berger, Allen N. & Humphrey, David B., 1997. "Efficiency of financial institutions: International survey and directions for future research," European Journal of Operational Research, Elsevier, vol. 98(2), pages 175-212, April.
  3. Staub, Roberta B. & da Silva e Souza, Geraldo & Tabak, Benjamin M., 2010. "Evolution of bank efficiency in Brazil: A DEA approach," European Journal of Operational Research, Elsevier, vol. 202(1), pages 204-213, April.
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  10. Alejandro BADEL FLOREZ, 2002. "Sistema Bancario Colombiano: ¿Somos eficientes a nivel internacional?," ARCHIVOS DE ECONOMÍA 003500, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
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  15. Iris Claus & Veronica Jacobsen & Brock Jera, 2004. "Financial Systems and Economic Growth: An Evaluation Framework for Policy," Treasury Working Paper Series 04/17, New Zealand Treasury.
  16. Koetter, Michael & Karmann, Alexander & Fiorentino, Elisabetta, 2006. "The cost efficiency of German banks: a comparison of SFA and DEA," Discussion Paper Series 2: Banking and Financial Studies 2006,10, Deutsche Bundesbank, Research Centre.
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Cited by:
  1. Javier E. Pirateque & José H. Piñeros & Linda Mondragón, 2013. "Eficiencia de los establecimientos bancarios (EB): una aproximación mediante modelos DEA," BORRADORES DE ECONOMIA 011103, BANCO DE LA REPÚBLICA.
  2. Javier E. Pirateque & José H. Piñeros & Linda Mondragón, 2013. "Eficiencia de los establecimientos bancarios (EB): una aproximación mediante modelos DEA," Borradores de Economia 798, Banco de la Republica de Colombia.

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