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The cost-efficiency of Japanese banks : comparative analysis with the banks of some European countries
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Nos anos anteriores, o Japão era visto como o segundo país mais rico do mundo. O Japão, os Estados Unidos e a Área Euro foram considerados como uma tríade no mundo financeiro. No entanto, o crescimento econômico do Japão terminou abruptamente.
No presente trabalho são abordados os problemas relacionados a evolução da eficiência dos bancos japoneses, em comparação com a Alemanha e a Suíça. A análise é desenvolvida com base numa amostra constituída por cinco bancos de grande dimensão do Japão, Alemanha e Suíça, para o período entre 2000 e 2014. A fim de analisar a evolução de custo-eficiência dos bancos foi aplicado o método Data Envelopment Analysis (DEA). Para além da análise de eficiência, foi realizado um estudo sobre os rácios de desempenho financeiro.
Os principais resultados apontam para o facto que a evolução da eficiência dos bancos japoneses é, em grande parte, instável. Além disso, a análise realizada sugere que o sector bancário japonês é mais eficiente que o da Alemanha, mas menos eficiente que o da Suíça.
In previous years, Japan was seen as the second richest large economy in the world. Japan, the United States and the Euro area were considered as a triad in the financial world. However, its economic growth ended abruptly. This paper addresses the issues with the evolution of Japanese banks efficiency, compared to Germany and Switzerland. The analysis is developed by a panel of five of the biggest banks in Japan, Germany and Switzerland, for the time period between 2000 and 2014. In order to investigate the cost-efficiency evolution of banks, this paper employs the Data Envelopment Analysis (DEA) method. In addition to the efficiency analysis, a study on financial performance ratios was performed. The main findings point to the fact that the efficiency evolution of Japanese banks is mostly unstable. Furthermore, the realized analysis alludes that the Japanese banking sector is more efficient than Germany's, but less efficient than Switzerland's.
In previous years, Japan was seen as the second richest large economy in the world. Japan, the United States and the Euro area were considered as a triad in the financial world. However, its economic growth ended abruptly. This paper addresses the issues with the evolution of Japanese banks efficiency, compared to Germany and Switzerland. The analysis is developed by a panel of five of the biggest banks in Japan, Germany and Switzerland, for the time period between 2000 and 2014. In order to investigate the cost-efficiency evolution of banks, this paper employs the Data Envelopment Analysis (DEA) method. In addition to the efficiency analysis, a study on financial performance ratios was performed. The main findings point to the fact that the efficiency evolution of Japanese banks is mostly unstable. Furthermore, the realized analysis alludes that the Japanese banking sector is more efficient than Germany's, but less efficient than Switzerland's.
Descrição
Mestrado em Finanças
Palavras-chave
Eficiência Sistema bancário Data Envelopment Analysis Rácios financeiros Cost-efficiency Banking systems; Financial ratios
Contexto Educativo
Citação
Gutu, Alexandra (2016). "The cost-efficiency of Japanese banks : comparative analysis with the banks of some European countries". Dissertação de Mestrado, Universidade de Lisboa. Instituto Superior de Economia e Gestão.
Editora
Instituto Superior de Economia e Gestão