Analysis of the factors that determine the efficiency of banks in Argentina. A two-stage DEA analysis Análisis de los factores que determinan la eficiencia de los bancos en Argentina. Un análisis DEA en dos etapas

PERETTO, CLAUDIA BEATRIZ

Contaduria y Administracion

Universidad Nacional Autonoma de Mexico

Lugar: Ciudad de Mexico; Año: 2023 vol. 67 p. 375 - 375

0186-1042

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, oriented output, 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 t