Aplicação de análise envoltória de dados na medição da eficiência dos bancos em Moçambique em 2022

Abstract

This study delved deeper into “Data envelopment analysis to measure the efficiency of Mozambican banks in 2022”. The study population consists of 20 banks or financial institutions that operated in Mozambique in 2022. To achieve these DEA objectives, the selection of variables and data is crucial. One of the difficulties in using the DEA technique concerns the selection of the input and output variables that will feed the model. Some banks, such as BNI, FCB, LETSHEGO, UBA and BAYPORT, reached the efficiency frontier in all models, while others, especially the largest, such as BIM, BCI and Standard Bank, showed inefficiencies, despite being leaders in the Mozambican market. Inefficient banks must mainly reduce their operating costs, without sacrificing the resources they capture from customers, such as deposits, or their total assets. To improve efficiency, banks must reduce operating costs, identified as a relevant goal in several banks without compromising the volume of deposits and assets. The SBM model, with an average efficiency of 82%, reinforces these results, showing that there is an average inefficiency of 18% in the sector, representing a significant opportunity for improvement, especially for banks such as FNB and ACCESS, which obtained values well below 100%. DEA models, such as BCC and SBM, made it possible to identify efficient banks that serve as a reference for others, indicating good management practices that can be adopted. For each inefficient bank, the weights of the reference efficient banks were calculated, and, based on these weights, target values for inputs and outputs were projected, so that inefficient banks can improve their performance.