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Nueva Evidencia sobre la Eficiencia de la Banca

  • Miguel SARMIENTOÕ

    ()

  • Andrés CEPEDA

    ()

  • Hernando MUTIS

    ()

  • Juan F. PÉREZ

    ()

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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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
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Handle: RePEc:col:000118:010705
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