Análise do desempenho dos maiores bancos brasileiros: um estudo com a análise envoltória de dados (DEA) aplicada a um conjunto de indicadores econômico-financeiros

Abstract

This paper aims to analyze the performance of the six largest banks operating in Brazil in the period 2012-2014, through the application of Data Envelopment Analysis (DEA) to a group of economic and financial indicators, taking as base the “50 Maiores Bancos do Banco Central” reported information. Two input variables and two output variables were selected: the Efficiency Ratio and the Operating Cost Index; the Return Median of Credit Operations and the Return on Equity. The results show that Itaú and Caixa have achieved maximum efficiency in each year of analysis. Overall, it was identified that the Efficiency Ratio and the Return on Equity were problematic indexes on performance evaluation of these banks in this period. The study contribute to the measurement of the banking efficiency and to identify the causes of inefficiency.