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Assessing productivity and efficiency in the mozambican banking sector
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Resumo(s)
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.
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.
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.
Descrição
Dissertation presented as the partial requirement for obtaining a Master's degree in Statistics and Information Management, specialization in Information Analysis and Management
Palavras-chave
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