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تأثیر سلامت بانکی بر سودآوری بانک‌های تجاری: رویکرد رگرسیون پانل آستانه | ||
| راهبرد مدیریت مالی | ||
| مقاله 2، دوره 5، شماره 1 - شماره پیاپی 16، خرداد 1396، صفحه 29-50 اصل مقاله (943.27 K) | ||
| نوع مقاله: مقاله پژوهشی | ||
| شناسه دیجیتال (DOI): 10.22051/jfm.2017.13943.1279 | ||
| نویسندگان | ||
| شهرام فتاحی* 1؛ مهدی رضایی2؛ طاهره جاهد3 | ||
| 1دانشیار دانشگاه رازی، گروه اقتصاد | ||
| 2کارشناس ارشد اقتصاد، دانشگاه رازی | ||
| 3کارشناس ارشد اقتصاد، دانشگاه آزاد اسلامی تهران مرکز | ||
| چکیده | ||
| سودآوری بانک‌ها امری تعیین‌کننده و ضروری برای ثبات اقتصادی است. بانک‌ها به‌عنوان مؤسسات مالی و خدماتی نقش تعیین‌کننده‌ای در گردش پول و ثروت جامعه دارند و ازاین‌رو از جایگاه ویژه‌ای در اقتصاد هر کشور برخوردارند. با توجه به تلاش‌های جهانی در زمینه ارتقاء کیفیت نظارت بر بانک‌ها و قرار گرفتن حرکت بانک‌ها در مسیر سلامت مالی پرداختن به موضوع شاخص‌های سلامت بانکی و تأثیرگذاری آن بر کارایی بانک‌های تجاری از اهمیت بالایی برخوردار است. در پژوهش حاضر سعی شده است تا بر مبنای ادبیات شاخص‌کملز ارزیابی دقیقی از عملکرد بانک‌های تجاری در ایران به عمل آورد. بر این اساس در این پژوهش تأثیر شاخص‌های سلامت بانکی بر سودآوری بانک‌های تجاری ایران در طی دوره 1384 تا 1393 موردبررسی و ارزیابی قرار گرفت. برای این منظور با استفاده از رهیافت رگرسیون پانل آستانه هانسن (1999) نتایج نشان می‌دهد که مقادیر کفایت سرمایه بیشتر از آستانه‌ی 23 10٫ درصد تأثیر مثبت و معنی‌داری بر سودآوری بانک‌های تجاری در ایران دارد، درحالی‌که مقادیر کفایت سرمایه کمتر از آستانه‌ی 10.23 درصد تأثیر منفی و معنی‌داری بر سودآوری بانک‌ها دارد. همچنین نتایج حاکی از تأثیر معنی‌دار سایر معیارهای سلامت بانکی؛ کیفیت دارایی‌های بانکی، کیفیت مدیریت، کیفیت نقدینگی و حساسیت به ریسک بازار بر سودآوری بانک‌های موردبررسی است. | ||
| کلیدواژه‌ها | ||
| سلامت بانکی؛ کفایت سرمایه؛ سودآوری؛ رگرسیون پانل؛ شاخص کمل | ||
| عنوان مقاله [English] | ||
| The Effect of Banking Soundness on Profitability of Commercial Banks: Threshold Panel Regression Approach | ||
| نویسندگان [English] | ||
| Shahram Fatahi1؛ Mehdi Rezaei2؛ Tahereh Jahed3 | ||
| 1razi university | ||
| 2razi university | ||
| 3M.A. Student of Islamic Azad University, Branch of Central Tehran | ||
| چکیده [English] | ||
| The profitability of banks is a crucial factor for economic stability. Banks, as financial and service institutions, have a determinant role in cash and wealth flow of society; hence, they have a considerable position in economy. Considering global attempts in promoting the quality of supervision on banks and banks’ direction within financial health, it is vital to study the indicators of banking soundness and their effects on the efficiency of commercial banks. This study aims to evaluate the performance of commercial banks in Iran through an accurate method based on literature of CAMELS indicators. Accordingly, the effect of banking soundness indexes on the profitability of commercial banks was assessed and evaluated during 2005-2014. For this purpose, Hansen threshold panel regression approach (1999) was used and the obtained results indicate that capital adequacy at appropriate threshold (above 10. 23%) has positive and significant effect on the profitability of commercial banks in Iran while lower capital adequacy than 10. 23% threshold has a negative and significant effect on the profitability of banks. Also, the results imply a significant effect of other banking soundness criteria such as the quality of banks assets, management quality, quality of liquidity and sensitivity to market risk on the profitability of studied banks. | ||
| کلیدواژه‌ها [English] | ||
| Banking Soundness, Capital Adequacy, Profitability, Panel Regression, CAMEL Index | ||
| مراجع | ||
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