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Eficiencia de los establecimientos bancarios (EB): una aproximaci�n mediante modelos DEA

Author

Listed:
  • Javier E. Pirateque
  • Jos� H. Pi�eros
  • Linda Mondrag�n

Abstract

Este documento analiza la eficiencia (t�cnica, de escala, de costos y asignativa) del sistema bancario colombiano entre 2000-2012, utilizando la metodolog�a DEA (Data Envelopment Analysis). �sta se basa en funciones de producci�n individuales de las entidades que componen el sistema, contraria a los m�todos param�tricos. Dicha metodolog�a tuvo en cuenta el enfoque de producci�n, el cual permite incorporar diversos tipos de productos y servicios financieros de car�cter heterog�neo, convirti�ndose en un enfoque alternativo al presentado en otros trabajos en Colombia. Los resultados de la eficiencia, despu�s de la crisis financiera de finales de los noventa, mostraban sus m�s bajos niveles del per�odo analizado; luego, para los a�os siguientes se observ� una mejora sistem�tica que se acentu� entre 2006 y 2008. Posteriormente, la eficiencia fue alterada por cambios en la din�mica de la producci�n de la industria bancaria, en donde variables externas pudieron haberla afectado. Tambi�n se encontr� que las entidades nacionales fueron m�s eficientes que las extranjeras durante el per�odo de estudio. Cuando se agrupan por tama�o, no se hall� evidencia clara de que las entidades grandes hayan tenido un mayor nivel de eficiencia que el de las peque�as. Finalmente, se demostr� que los determinantes de la eficiencia no solo est�n relacionados con la gesti�n de intermediaci�n propia de cada banco, sino tambi�n con variables ambientales que trascienden la gesti�n individual.

Suggested Citation

  • Javier E. Pirateque & Jos� H. Pi�eros & Linda Mondrag�n, 2013. "Eficiencia de los establecimientos bancarios (EB): una aproximaci�n mediante modelos DEA," Borradores de Economia 11103, Banco de la Republica.
  • Handle: RePEc:col:000094:011103
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    2. Bladimir Proaño‐Rivera & José Manuel Feria‐Dominguez, 2024. "Are Ecuadorian banks enough technically efficient for growth? A clinical study," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 2011-2029, April.

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    More about this item

    Keywords

    Eficiencia t�cnica y asignativa; econom�as de escala; frontera; modelos param�tricos y no param�tric;
    All these keywords.

    JEL classification:

    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • C67 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Input-Output Models
    • D24 - Microeconomics - - Production and Organizations - - - Production; Cost; Capital; Capital, Total Factor, and Multifactor Productivity; Capacity
    • D61 - Microeconomics - - Welfare Economics - - - Allocative Efficiency; Cost-Benefit Analysis
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • L25 - Industrial Organization - - Firm Objectives, Organization, and Behavior - - - Firm Performance

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