Analysis of the determinants of bank efficiency in Argentina: A two-stage DEA analysis

CLAUDIA PERETTO, FACUNDO QUIROGA MARTÍNEZ Y CATALINA ALBERTO

CONTADURÍA Y ADMINISTRACIÓN

Universidad Nacional Autónoma de México

Lugar: DF; Año: 2023 vol. 67 p. 1 - 1

he paper explains the causes of the efficiency of the Argentine Banking System, combining the method of data envelopment analysis (DEA) in a first stage, with the estimation of a regression in a second stage.The study is carried out on 57 entities. For the calculation of efficiency, a DEA VRS model, output oriented, is applied. In the second stage, the parameters of a linear regression are estimated, considering the DEA efficiency measure as the response variable and other factors not considered to calculate the efficiency as independent variables. This methodological strategy allows to exploit the main advantages of both approaches: to construct a function that considers multiple inputs and outputs that are not directly associated, and to include new explanatory variables of efficiency and determine their relative importance.The results allow us to conclude that the nationality of capital is one of the most relevant factors that negatively affects the efficiency of banks and that the