Assessing productivity and efficiency in the mozambican banking sector

Detalhes bibliográficos
Autor(a) principal: Lemequezani, Gabriel Hilário
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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spelling 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
repository.mail.fl_str_mv
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