Avaliação de desempenho no setor bancário: uma comparação entre bancos digitais e tradicionais via Análise de Fronteira de Eficiência e Índice de Malmquist

• Autor(a) principal: Xavier, Giovanni Barboza
• Data de Publicação: 2023
• Outros Autores: [e-mail]
• Tipo de documento: Dissertação
• Idioma: por
• Título da fonte: Biblioteca Digital de Teses e Dissertações da UERJ
• Texto Completo: http://www.bdtd.uerj.br/handle/1/20242
• topic: Data envelopment analysis; Digital banks; Financial intermediation; Análise envoltória de dados; Bancos digitais; Intermediação financeira; CIENCIAS SOCIAIS APLICADAS::ECONOMIA

The banking sector is of fundamental importance for the economic development of a country. Through financial intermediation, the primary function of banks, resources reach the deficit agents, allowing the desired investments to be carried out. With technological advances and their incorporation into the financial industry, a new type of banking has emerged, digital banks. This work aims to carry out a comparative analysis of the efficiency of digital banks and traditional retail banks in the Brazilian credit market. For this purpose, the DEA non-parametric technique corrected by the Bootstrap method, with input orientation, was used to measure the technical efficiency of banks, based on the financial intermediation approach. The sample consisted of 73 commercial banks, in which, through adequate statistical tests, the defined combination of inputs and outputs proved to be convex and with variable returns to scale, which justified the application of the DEA-BCC model. The results suggest, in general, that Brazilian commercial banks showed a high level of inefficiency in financial intermediation activities. It was observed that the group of digital banks performs poorly when compared to the group of all traditional retail banks. However, it was seen that when compared only with retail banks of the same size, the performance observed was similar. Finally, with the application of the Malmquist Index for the triennium 2019-2021, an increase in the productivity of Brazilian commercial banks was noticed, attributed to an improvement in the management of inputs by digital and traditional banks. On the other hand, it was not possible to observe signs of technological progress during the period.