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

Fábio Lucas Takahashi () and Marcos Roberto Vasconcelos ()
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Fábio Lucas Takahashi: Universidade Estadual de Maringá (UEM)
Marcos Roberto Vasconcelos: Universidade Estadual de Maringá (UEM)

Revista de Economia Mackenzie (REM), 2022, vol. 19, issue 2, 165-187

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.

Keywords: Data Envelopment Analysis; determinants; technical efficiency; financial institutions; banking sector. (search for similar items in EconPapers)
JEL-codes: B23 B26 C24 G20 (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/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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