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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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  15. R. D. Banker & A. Charnes & W. W. Cooper, 1984. "Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis," Management Science, INFORMS, vol. 30(9), pages 1078-1092, September.
  16. Seiford, Lawrence M. & Thrall, Robert M., 1990. "Recent developments in DEA : The mathematical programming approach to frontier analysis," Journal of Econometrics, Elsevier, vol. 46(1-2), pages 7-38.
  17. 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.
  18. Veronika Dolar & Césaire Meh, 2002. "Financial Structure and Economic Growth: A Non-Technical Survey," Working Papers 02-24, Bank of Canada.
  19. Santiago Herrera & Gaobo Pang, 2006. "How Efficient is Public Spending in Education?," ENSAYOS SOBRE POLÍTICA ECONÓMICA, BANCO DE LA REPÚBLICA - ESPE.
  20. Aigner, Dennis & Lovell, C. A. Knox & Schmidt, Peter, 1977. "Formulation and estimation of stochastic frontier production function models," Journal of Econometrics, Elsevier, vol. 6(1), pages 21-37, July.
  21. Alejandro BADEL FLOREZ, 2002. "Sistema Bancario Colombiano: ¿Somos eficientes a nivel internacional?," ARCHIVOS DE ECONOMÍA 003500, DEPARTAMENTO NACIONAL DE PLANEACIÓN.
  22. Charnes, A. & Cooper, W. W. & Rhodes, E., 1978. "Measuring the efficiency of decision making units," European Journal of Operational Research, Elsevier, vol. 2(6), pages 429-444, November.
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