Assessing productivity and efficiency in the mozambican banking sector
Autor(a) principal: | |
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Data de Publicação: | 2020 |
Tipo de documento: | Dissertação |
Idioma: | eng |
Título da fonte: | Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
Texto Completo: | http://hdl.handle.net/10362/103222 |
Resumo: | Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Information Analysis and Management |
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Assessing productivity and efficiency in the mozambican banking sectorData Envelopment Analysis (DEA)EfficiencyMalmquist Productivity Index (MPI)Total Factor Productivity (TFP)Mozambican Banking SectorAnálise Envoltória de Dados (DEA)EficiênciaÍndice de Produtividade Malmquist (MPI)Produtividade Total dos Fatores (TFP)Sector Bancário de MoçambiqueDissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Information Analysis and ManagementWith the new trends on the Information Systems (IS) and consequently, the new approaches on Enterprise Resource Planning (ERP) and Business Intelligence (BI) , the world became a small place, where the knowledge can flow spirally, allowing the champions to introduce new business processes to advance firm’s performance (Robles-Flores, Kulkarni & Popovič, 2017). The present research, tries to assess the productivity of the Mozambican banking sector, considering their traditional core business of transformation of deposits into credits efficiently, and then to find which variables contribute for it. For that, the directional distance function (DDF), and the metafrontier-Luenberger productivity indicator (Kevork, Pange, Tzeremes & Tzeremes, 2017; Zhu, Wang & Wu, 2015), were used, through Data Envelopment Analysis (DEA), to assess the efficiency and the total factor productivity (Maudos, Pastor & Serrano, 1999). The OLS model was used to evaluate the determinants of the Total Factor Productivity Change (TFPCh), in the 16 Mozambican commercial banks over the period between 2008 and 2018. Considering the intermediation approach and index numbers, the results revealed that Mozambican banks do not operate efficiently in terms of loans allocation. For instance, in this period, the TFPCh observed an average negative growth of 1.02%, suggesting that the Mozambican banking sector does not survive from intermediation business process. The OLS model confirmed that eight out of the eleven elected explanatory variables, had significant influence on the performance of the banking system.With the new trends on the Information Systems (IS) and consequently, the new approaches on Enterprise Resource Planning (ERP) and Business Intelligence (BI) , the world became a small place, where the knowledge can flow spirally, allowing the champions to introduce new business processes to advance firm’s performance (Robles-Flores, Kulkarni & Popovič, 2017). The present research, tries to assess the productivity of the Mozambican banking sector, considering their traditional core business of transformation of deposits into credits efficiently, and then to find which variables contribute for it. For that, the directional distance function (DDF), and the metafrontier-Luenberger productivity indicator (Kevork, Pange, Tzeremes & Tzeremes, 2017; Zhu, Wang & Wu, 2015), were used, through Data Envelopment Analysis (DEA), to assess the efficiency and the total factor productivity (Maudos, Pastor & Serrano, 1999). The OLS model was used to evaluate the determinants of the Total Factor Productivity Change (TFPCh), in the 16 Mozambican commercial banks over the period between 2008 and 2018. Considering the intermediation approach and index numbers, the results revealed that Mozambican banks do not operate efficiently in terms of loans allocation. For instance, in this period, the TFPCh observed an average negative growth of 1.02%, suggesting that the Mozambican banking sector does not survive from intermediation business process. The OLS model confirmed that eight out of the eleven elected explanatory variables, had significant influence on the performance of the banking system.Bravo, Jorge Miguel VenturaRUNLemequezani, Gabriel Hilário2020-09-02T16:33:54Z2020-07-212020-07-21T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/103222TID:202512274enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T04:48:41Zoai:run.unl.pt:10362/103222Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:39:49.889644Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse |
dc.title.none.fl_str_mv |
Assessing productivity and efficiency in the mozambican banking sector |
title |
Assessing productivity and efficiency in the mozambican banking sector |
spellingShingle |
Assessing productivity and efficiency in the mozambican banking sector Lemequezani, Gabriel Hilário Data Envelopment Analysis (DEA) Efficiency Malmquist Productivity Index (MPI) Total Factor Productivity (TFP) Mozambican Banking Sector Análise Envoltória de Dados (DEA) Eficiência Índice de Produtividade Malmquist (MPI) Produtividade Total dos Fatores (TFP) Sector Bancário de Moçambique |
title_short |
Assessing productivity and efficiency in the mozambican banking sector |
title_full |
Assessing productivity and efficiency in the mozambican banking sector |
title_fullStr |
Assessing productivity and efficiency in the mozambican banking sector |
title_full_unstemmed |
Assessing productivity and efficiency in the mozambican banking sector |
title_sort |
Assessing productivity and efficiency in the mozambican banking sector |
author |
Lemequezani, Gabriel Hilário |
author_facet |
Lemequezani, Gabriel Hilário |
author_role |
author |
dc.contributor.none.fl_str_mv |
Bravo, Jorge Miguel Ventura RUN |
dc.contributor.author.fl_str_mv |
Lemequezani, Gabriel Hilário |
dc.subject.por.fl_str_mv |
Data Envelopment Analysis (DEA) Efficiency Malmquist Productivity Index (MPI) Total Factor Productivity (TFP) Mozambican Banking Sector Análise Envoltória de Dados (DEA) Eficiência Índice de Produtividade Malmquist (MPI) Produtividade Total dos Fatores (TFP) Sector Bancário de Moçambique |
topic |
Data Envelopment Analysis (DEA) Efficiency Malmquist Productivity Index (MPI) Total Factor Productivity (TFP) Mozambican Banking Sector Análise Envoltória de Dados (DEA) Eficiência Índice de Produtividade Malmquist (MPI) Produtividade Total dos Fatores (TFP) Sector Bancário de Moçambique |
description |
Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Information Analysis and Management |
publishDate |
2020 |
dc.date.none.fl_str_mv |
2020-09-02T16:33:54Z 2020-07-21 2020-07-21T00:00:00Z |
dc.type.status.fl_str_mv |
info:eu-repo/semantics/publishedVersion |
dc.type.driver.fl_str_mv |
info:eu-repo/semantics/masterThesis |
format |
masterThesis |
status_str |
publishedVersion |
dc.identifier.uri.fl_str_mv |
http://hdl.handle.net/10362/103222 TID:202512274 |
url |
http://hdl.handle.net/10362/103222 |
identifier_str_mv |
TID:202512274 |
dc.language.iso.fl_str_mv |
eng |
language |
eng |
dc.rights.driver.fl_str_mv |
info:eu-repo/semantics/openAccess |
eu_rights_str_mv |
openAccess |
dc.format.none.fl_str_mv |
application/pdf |
dc.source.none.fl_str_mv |
reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação instacron:RCAAP |
instname_str |
Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
instacron_str |
RCAAP |
institution |
RCAAP |
reponame_str |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
collection |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) |
repository.name.fl_str_mv |
Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação |
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