Análise da eficiência do setor bancário cabo-verdiano e os seus determinantes
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2022
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Esta dissertação tem como objetivo principal avaliar a evolução da eficiência do sector
bancário Cabo-verdiano e identificar seus determinantes.
A partir da questão de investigação: Qual o nível de eficiência técnica do setor bancário
de Cabo Verde e quais são os determinantes da eficiência dos bancos comerciais que operam
nesse setor?, desenvolveu-se 4 hipóteses, testadas, recorrendo a técnica não paramétrica Data
Envelopment Analysis, orientada para input utilizando os modelos CCR e BCC. Para estimar a
eficiência técnica, a eficiência técnica total foi dividida em eficiência técnica pura e escala,
numa segunda fase identificou-se os seus determinantes. A análise desenvolve-se em três
abordagens: intermediação, produção e rentabilidade, e cinco modelos com diferentes
combinações input/output.
A amostra inclui dados dos relatórios e contas anuais dos bancos no período 2007 -
2020.
Os resultados obtidos, sugerem que o nível de eficiência técnica do setor bancário
Cabo-Verdiano em geral, é médio, existindo margem para melhoria na otimização dos recursos
utilizados. Conclui-se também que os determinantes que influenciam a eficiência dos bancos
são a dimensão, a antiguidade e a estrutura de propriedade de capital. Com relação a
concorrência do setor os dados obtidos não evidenciam a existência de uma relação direta com
a eficiência.
The aim objective of this dissertation is to evaluate the evolution of the efficiency of the Cape Verdean banking sector and to identify its determinants. Based on the research question: What is the level of technical efficiency of the banking sector in Cape Verde and what are the determinants of the efficiency of commercial banks operating in this sector?, 4 hypotheses were developed, tested, using the non-parametric technique Data Envelopment Analysis, Input-oriented using CCR and BCC models. To estimate the technical efficiency, the total technical efficiency was divided into pure technical efficiency and scale, in a second phase its determinants were identified. The analysis is developed in three approaches: intermediation, production and profitability, and five models with different input/output combinations. The sample includes data from the bank’s annual reports and accounts for the period 2007 - 2020. The results obtained suggest that the level of technical efficiency of the Cape Verdean banking sector in general is medium, with scope for improvement in the optimization of the resources/inputs used. It is also concluded that the determinants that influence the efficiency of banks are size, age and capital ownership structure. With regard to competition in the sector, the data obtained don´t show the existence of a direct relationship with efficiency.
The aim objective of this dissertation is to evaluate the evolution of the efficiency of the Cape Verdean banking sector and to identify its determinants. Based on the research question: What is the level of technical efficiency of the banking sector in Cape Verde and what are the determinants of the efficiency of commercial banks operating in this sector?, 4 hypotheses were developed, tested, using the non-parametric technique Data Envelopment Analysis, Input-oriented using CCR and BCC models. To estimate the technical efficiency, the total technical efficiency was divided into pure technical efficiency and scale, in a second phase its determinants were identified. The analysis is developed in three approaches: intermediation, production and profitability, and five models with different input/output combinations. The sample includes data from the bank’s annual reports and accounts for the period 2007 - 2020. The results obtained suggest that the level of technical efficiency of the Cape Verdean banking sector in general is medium, with scope for improvement in the optimization of the resources/inputs used. It is also concluded that the determinants that influence the efficiency of banks are size, age and capital ownership structure. With regard to competition in the sector, the data obtained don´t show the existence of a direct relationship with efficiency.
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Orientação: Eduardo Luís de Campos Soares
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MESTRADO EM GESTÃO DE EMPRESAS, GESTÃO DE EMPRESAS, SETOR BANCÁRIO, ANÁLISE DE DADOS, CABO VERDE, BUSINESS MANAGEMENT, BANKING SECTOR, DATA ANALYSIS, CAPE VERDE