Custo x-eficiência e eficiência de escala no sector bancário angolano

Manuel Maria  Dias

Autores

Manuel Maria Dias Faculdade de Economia da Universidade José Eduardo dos Santos https://orcid.org/0000-0001-8470-4272

Palavras-chave:

Custo X-eficiente, Eficiente em Escala, Abordagem de Fronteira Estocástica, Bancos Angolanos

Resumo

O objectivo deste documento é analisar o custo X-eficiência e eficiência de escala no sector bancário angolano durante o período 2007-2017. Para este efeito, foi aplicado o método da abordagem de Fronteira Estocástica (SFA), com a distribuição da ineficiência sob duas formas, nomeadamente Distribuições seminormal e Truncado-Normal. A amostra é composta por 22 bancos comerciais, que compreende 184 observações. Os resultados mostram que os modelos Semi-Normal e Truncado-Normal têm um custo X-eficiente de 83%, respectivamente. Os resultados revelam também que os bancos privados estrangeiros são os mais eficientes e os menos eficientes são os bancos estatais. Na segunda fase, foi analisado o efeito das variáveis de controlo e de mercado sobre o Custo X-eficiência e os resultados mostram que os empréstimos sem desempenho, o risco de liquidez, as exportações de petróleo, o GDPpc e a nacionalização dos bancos influenciam o Custo X-eficiência. Os resultados mostram que, numa análise global, os bancos angolanos operam à escala óptima, representando uma Escala Global Eficiente de um (1). Quando a amostra é dividida em grupos, observou-se que os pequenos bancos operam numa Escala Eficiente de um (1). Quanto à banca accionista, os bancos domésticos privados operam a uma escala de retorno constante.

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