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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.
| Identifer | oai:union.ndltd.org:IBICT/oai:localhost:tede/956 |
| Date | 29 December 2006 |
| Creators | Souza, M?rcio Fl?vio Amaral de |
| Contributors | Macedo, Marcelo Alvaro da Silva |
| Publisher | Universidade Federal Rural do Rio de Janeiro, Curso de P?s-Gradua??o em Gest?o e Estrat?gia em Neg?cios, UFRRJ, Brasil, Ci?ncias Sociais Aplicadas |
| Source Sets | IBICT Brazilian ETDs |
| Language | Portuguese |
| Detected Language | English |
| Type | info:eu-repo/semantics/publishedVersion, info:eu-repo/semantics/masterThesis |
| Format | application/pdf |
| Source | reponame:Biblioteca Digital de Teses e Dissertações da UFRRJ, instname:Universidade Federal Rural do Rio de Janeiro, instacron:UFRRJ |
| Rights | info:eu-repo/semantics/openAccess |
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