Efficiency of banks and municipal funds in Perú, an application of data envelope analysis, for the period 2003 -2022.
A longitudinal study was carried out to evaluate the efficiency of Municipal Savings Banks and Savings Banks in the field of loans to microenterprises in the period 2003 to 2022, using the Data Envelopment Analysis (DEA). The sample was made up of 19 financial entities that operated in the analysis...
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Universidad Francisco de Paula Santander
2024
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| author | Ureña – López, Ficherd Fredy |
| author_browse | Ureña – López, Ficherd Fredy |
| author_facet | Ureña – López, Ficherd Fredy |
| author_sort | Ureña – López, Ficherd Fredy |
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| description | A longitudinal study was carried out to evaluate the efficiency of Municipal Savings Banks and Savings Banks in the field of loans to microenterprises in the period 2003 to 2022, using the Data Envelopment Analysis (DEA). The sample was made up of 19 financial entities that operated in the analysis interval. For the Data Envelopment Analysis, input variables are considered, which imitate the Coub Douglas Production Function, namely, number of offices and number of personnel of each institution. As a result, it was found that the Banks are more efficient than the Municipal Savings Banks, increasing their efficiency in recent years, while the Municipal Savings Banks showed a similar efficiency with a constant downward trend. Finally, a Multiple Linear Regression Model was estimated to determine the factors associated with Operating efficiency, finding a 5% significance, that the logarithm of the calculated efficiencies is influenced by the return on equity, intermediation ratio (credit per deposit ), type of entity and year of study. |
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| format | Online |
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| institution | IDEP |
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| last_indexed | 2026-06-19T15:28:39Z |
| publishDate | 2024 |
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| publisher | Universidad Francisco de Paula Santander |
| publisherStr | Universidad Francisco de Paula Santander |
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| spelling | oai:revistas.ufps.edu.co:article-43912024-04-25T16:47:36Z Efficiency of banks and municipal funds in Perú, an application of data envelope analysis, for the period 2003 -2022. Eficiencia de bancos y cajas municipales en el Perú, una aplicación del análisis envolvente de datos, para el periodo 2003 - 2022. Ureña – López, Ficherd Fredy Eficiencia bancos cajas municipales análisis envolvente de datos Efficiency banks municipal boxes data envelopment analysis A longitudinal study was carried out to evaluate the efficiency of Municipal Savings Banks and Savings Banks in the field of loans to microenterprises in the period 2003 to 2022, using the Data Envelopment Analysis (DEA). The sample was made up of 19 financial entities that operated in the analysis interval. For the Data Envelopment Analysis, input variables are considered, which imitate the Coub Douglas Production Function, namely, number of offices and number of personnel of each institution. As a result, it was found that the Banks are more efficient than the Municipal Savings Banks, increasing their efficiency in recent years, while the Municipal Savings Banks showed a similar efficiency with a constant downward trend. Finally, a Multiple Linear Regression Model was estimated to determine the factors associated with Operating efficiency, finding a 5% significance, that the logarithm of the calculated efficiencies is influenced by the return on equity, intermediation ratio (credit per deposit ), type of entity and year of study. Se realizó un estudio longitudinal para evaluar la eficiencia de los Bancos y Cajas Municipales de Ahorro y Crédito (en adelante CMAC´s) en el ámbito de créditos a microempresas en el periodo 2003 a 2022, empleando el Análisis Envolvente de Datos (en adelante “DEA”). La muestra la conformaron 19 entidades financieras del sistema financiero peruano (en adelante “SFP”) que operaron en el intervalo de análisis. Para la aplicación del DEA se consideraron variables de entrada (también denominadas “inputs”), que imitan la Función de Producción de Coub Douglas, a saber, cantidad de oficinas y número de personal de cada institución. Como resultado, se encontró que los Bancos son más eficientes que las CMAC´s incrementando su eficiencia en años recientes mientras que las CMAC´s presentaron una eficiencia similar con una constante tendencia decreciente. Por último, se realizó un modelo de Regresión Lineal a fin de determinar los factores asociados a la eficiencia Operativa, encontrándose a un 5% de significancia, que el logaritmo de las eficiencias calculadas es influenciado por la rentabilidad de patrimonio, el ratio de intermediación (crédito por depósitos), el tipo de entidad y el año de estudio. Universidad Francisco de Paula Santander 2024-01-01 info:eu-repo/semantics/article info:eu-repo/semantics/publishedVersion application/pdf application/pdf text/html text/xml https://revistas.ufps.edu.co/index.php/profundidad/article/view/4391 10.22463/24221783.4391 Revista Científica Profundidad Construyendo Futuro; Vol. 20 No. 20 (2024): Enero-Junio; 95 -104 Revista Científica Profundidad Construyendo Futuro; Vol. 20 Núm. 20 (2024): Enero-Junio; 95 -104 2422-2518 eng spa https://revistas.ufps.edu.co/index.php/profundidad/article/view/4391/5967 https://revistas.ufps.edu.co/index.php/profundidad/article/view/4391/5489 https://revistas.ufps.edu.co/index.php/profundidad/article/view/4391/5867 https://revistas.ufps.edu.co/index.php/profundidad/article/view/4391/5852 /*ref*/Arias, J. (2009). Evaluación de la Eficiencia Bancaria en Venezuela desde el Análisis de Fronteras Deterministas (Periodo 2005-2008) /*ref*/Banco Central de Nicaragua (2010). El Margen de Intermediación Financiero de la Banca Comercial. Nicaragua: Banco Central de Nicaragua. https://www.secmca.org/recard/index.php/foro/article/view/149/143 /*ref*/Berger, A.N. and Humphrey, D.B. (1997) Efficiency of Financial Institutions: International Survey and Directions for Future Research. European Journal of Operational Research, 98, 175-212. /*ref*/Berrio, D., & Muñoz, S. (2005). Análisis de la eficiencia relativa del sistema bancario en Colombia en el período 1993-2003 y propuesta estratégica de fortalecimiento. Colombia: Universidad del Norte. https://www.redalyc.org/articulo.oa?id=64601802 Charnes, A., Cooper, W. W., & Rhodes, E. (1978). Measuring the efficiency of decision making units. European Journal of Operational Research, 2(6), 429–444. doi:10.1016/0377-2217(78)90138-8 /*ref*/Duguleană & Duguleană (2015), Data Envelopment Analysis for the efficiency of Academic Departments, Bulletin of the Transilvania University of Brasov, n°58 (2), 453 – 468 /*ref*/Fiorentino, E. (2006). The cost efficiency of German banks: a comparison of SFA and DEA. Alemania: Deutche Bundesbank. https://www.bundesbank.de/resource/blob/704224/a9ed641382b759a35837f71eee024398/mL/2006-11-14-dkp-10-data.pdf /*ref*/Farrel, J. (1957) The Measurement of Productive Efficiency. Journal of the Royal Statistical Society, n° 120, , 253 - 290. /*ref*/Gutiérrez-Nieto, B., Serrano-Cinca, C., & Mar Molinero, C. (2007). Microfinance institutions and efficiency. Omega, 35(2), 131–142. doi:10.1016/j.omega.2005.04.001 /*ref*/Jiménez, W. (2020). Competencia y eficiencia bancaria en el Perú mediante el índice de Boone. Lima: unmsm. https://revistasinvestigacion.unmsm.edu.pe/index.php/econo/article/view/18478 /*ref*/Johnes, J. (2006). Data envelopment analysis and its application to the measurement of efficiency in higher education. Economics of Education Review, 25(3), 273–288. doi:10.1016/j.econedurev.2005.02. /*ref*/Sanchis, J., y Melian, A. (2009). Rentabilidad y eficiencia de las entidades financieras de economía social en España. Revista Venezolana de Gerencia, 14(45), https://ve.scielo.org/scielo.php?pid=S1315-99842009000100003&script=sci_abstract Derechos de autor 2024 Universidad Francisco de Paula Santander https://creativecommons.org/licenses/by-nc/4.0 |
| spellingShingle | Eficiencia bancos cajas municipales análisis envolvente de datos Efficiency banks municipal boxes data envelopment analysis Ureña – López, Ficherd Fredy Efficiency of banks and municipal funds in Perú, an application of data envelope analysis, for the period 2003 -2022. |
| title | Efficiency of banks and municipal funds in Perú, an application of data envelope analysis, for the period 2003 -2022. |
| title_alt | Eficiencia de bancos y cajas municipales en el Perú, una aplicación del análisis envolvente de datos, para el periodo 2003 - 2022. |
| title_full | Efficiency of banks and municipal funds in Perú, an application of data envelope analysis, for the period 2003 -2022. |
| title_fullStr | Efficiency of banks and municipal funds in Perú, an application of data envelope analysis, for the period 2003 -2022. |
| title_full_unstemmed | Efficiency of banks and municipal funds in Perú, an application of data envelope analysis, for the period 2003 -2022. |
| title_short | Efficiency of banks and municipal funds in Perú, an application of data envelope analysis, for the period 2003 -2022. |
| title_sort | efficiency of banks and municipal funds in peru an application of data envelope analysis for the period 2003 2022 |
| topic | Eficiencia bancos cajas municipales análisis envolvente de datos Efficiency banks municipal boxes data envelopment analysis |
| topic_facet | Eficiencia bancos cajas municipales análisis envolvente de datos Efficiency banks municipal boxes data envelopment analysis |
| url | https://revistas.ufps.edu.co/index.php/profundidad/article/view/4391 |
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