Made available in DSpace on 2016-04-28T20:19:13Z (GMT). No. of bitstreams: 1 2006-Marcio Flavio Amarla de Souza.pdf: 940715 bytes, checksum: 03764d32db745078b745f453e5d2ff66 (MD5) Previous issue date: 2006-12-29 / The objective of this study is to analyze the multicriterial performance of financial institutions in operation in Brazil during the period from 2001 to 2005. The research results searched to show a new perception about the financial performance of the banks which is not available to managers and the market in general, through the financial statements and traditional financial indexes analyses. That is, from information which would not be available for the conventional techniques, Data Envelopment Analysis (DEA) results, which is the methodology used for this analysis, can provide a better overview of market competitiveness conditions, as much for the top managers as for the others stakeholders. For that was conducted an analysis using leverage indicators, operational costs, immobilization, immediate liquidity, deposits levels, credit operations and yield. From the identification of the 100’s biggest banks showed in the list published by Valor Financeiro Magazine between years 2002 and 2006, the study analyzed the indicators under two aspects, plus the discussion about the modeling presented. First of all made an analysis about the institutions efficiency distributed in four segments: wholesale, middle market, financing and retail. Secondly searched to demonstrate the relative performance of the 100’s biggest all along five years, with the aim to making a competitiveness sector analysis panel. Related to the general analysis, was pointed that immobilization was the variable with biggest need of reduction to increase the efficiency of the sector, occurring a change of level in the period 2001 to the 2003 in comparison to last the two years of the research. It was also noticed that efficiency was related to low operational costs and high level yields. On the segments analysis, the wholesale banking was the most efficient and, in a general, in each segment the performance leaders were not the institutions with the highest assets. At end, it was noticed that, although the increase in banking concentration of the country, the competition degree on the pointed items of this research appear to be sufficiently high. / O objetivo deste estudo ? analisar o desempenho multicriterial de institui??es financeiras em opera??o no Brasil durante o per?odo de 2001 a 2005. Os resultados desta pesquisa buscaram mostrar uma nova percep??o sobre a performance financeira de bancos que n?o se encontram dispon?veis aos gestores e ao mercado em geral atrav?s dos balan?os e tradicionais an?lises de ?ndices financeiros. Ou seja, a partir de informa??es que n?o estariam dispon?veis pelas t?cnicas convencionais, os resultados da an?lise envolt?ria de dados, que ? a metodologia utilizada para an?lise, podem proporcionar melhor vis?o das condi??es de competitividade do mercado, tanto para a alta administra??o quanto para as demais partes interessadas. Para tanto se conduziu uma an?lise utilizando indicadores de alavancagem, custo operacional, imobiliza??o, liquidez imediata, n?veis de dep?sitos e de opera??es de cr?dito e rentabilidade. A partir da identifica??o dos 100 maiores bancos que constavam da listagem publicada na Revista Valor Financeiro entre os anos 2002 e 2006, o estudo analisou os indicadores sob dois enfoques, al?m de discutir a modelagem apresentada. O primeiro fez uma an?lise sobre a efici?ncia de institui??es distribu?das em quatro segmentos: atacado, middle market, financiamento e varejo. O segundo buscou demonstrar a performance relativa dos 100 maiores ao longo de cinco anos, com a finalidade de formar um painel de an?lise da competitividade do setor. Quanto a an?lise geral, observou-se que a imobiliza??o foi a vari?vel com maior necessidade de redu??o para melhoria na efici?ncia do setor, ocorrendo uma mudan?a de patamar no per?odo 2001 ? 2003 em compara??o aos ?ltimos dois anos da pesquisa. Notou-se tamb?m que a efici?ncia estava relacionada a baixos custos operacionais e altas rentabilidades. Na an?lise por segmentos, o atacado foi o mais eficiente e, de uma forma geral, em cada segmento os l?deres de desempenho n?o eram as institui??es com os maiores ativos. Por fim, observou-se que, apesar do aumento na concentra??o banc?ria do pa?s, o grau de competi??o nos itens apontados por esta pesquisa parece bastante elevado.