تأثیر متغیرهای کلان اقتصادی و کیفیت مدیریت بر سودآوری بانکهای خصوصی؛ رهیافت الگوی خودرگرسیون برداری ساختاری
Publish place: Journal of Economic Modeling Research، Vol: 9، Issue: 34
Publish Year: 1397
نوع سند: مقاله ژورنالی
زبان: Persian
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تاریخ نمایه سازی: 2 اسفند 1399
Abstract:
با توجه به اهمیت نظام بانکی در اقتصاد ایران و اهداف مرتبط با تنوع فعالیتی بانکها جهت بهبود شاخصهای عملکردی، هدف از این پژوهش بررسی عوامل بیرونی و درونی مؤثر بر سه مؤلفه سودآوری بانکها شامل بازدهی دارایی و بازدهی حقوق صاحبان سهام و حاشیه بهرهای خالص بهعنوان مؤلفههای سنجش عملکرد بانکها به کمک الگوی خودرگرسیون برداری ساختاری در دادههای تابلویی مشتمل بر 13 بانک خصوصی ایران و بر اساس دادههای فصلی سالهای 1385 تا 1395 است. برای این منظور، مؤلفههای اثرگذار به مؤلفههای بیرونی و درونی تقسیم شدهاند؛ بهطوریکه شاخصهای مربوط به کیفیت مدیریت، کیفیت داراییها، کفایت سرمایه و نقدینگی از جمله مؤلفههای درونی و شاخصهای نرخ تورم، نرخ سود سپرده، رشد تولید ناخالص داخلی حقیقی و توسعه بازار سرمایه از جمله مؤلفههای بیرونی اثرگذار بر سودآوری بانکها موردبررسی قرارگرفتند. نتایج برآورد مدل تحقیق حاکی از آن است که درصد پوشش نقدینگی و نسبت مطالبات غیرجاری به کل تسهیلات بهعنوان متغیرهای درون بانکی تأثیر منفی و رشد تولید ناخالص داخلی حقیقی بهعنوان متغیر بیرونی تأثیر مثبت بر مؤلفههای سودآوری دارند.
Keywords:
Return on Assets , Return on Equity , Net Interest Margin , بازدهی دارایی , بازدهی حقوق صاحبان سهام , حاشیه بهرهای خالص
Authors
مهدی پورمهر
Bu-Ali-Sina University
حمید سپهر دوست
Bu-Ali-Sina University
محمدکاظم نظیری
Bu-Ali-Sina University
نادر مهرگان
Bu-Ali-Sina University
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- Pedroni, P. (2013). Structural Panel VARs. econometrics. Econometrics. 2. 180-206. ...
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- Rekik, M. & Kalai, M. (2018). Determinants of banks' profitability ...
- Romer, C. D. & Romer, D. H. (2004). A new ...
- Samuelson, P. A. (1945). The effect of interest rate increases ...
- Sayari, K. & Shamki, D. (2016). Commercial Banks Profitability and ...
- Shahchera, M. and Abul-Fatheh, F. (2016). Investigating factors affecting the ...
- Shaihakitash, M., Mahmodpour, K. & Nyayini, M. (2015). Investigating the ...
- Sims, C. (1986). Are Forecasting Models Usable for Policy Analysis? ...
- Sophie, C. & Vander Vennet, R. (2008). Determinants of Bank ...
- Tan, Y. A. & Floros, C. (2012). Bank profitability and ...
- Titko, J., Skvarciany, V. & cien, D. J. (2016). Drivers ...
- Tomuleasa, I. & Cocrish, V. (2014). Measuring the financial performance ...
- Torbira, L. L. & Zaagha, A.S. (2016). Capital Adequacy Measures ...
- Udom, I. S. & Onyekachi, E. R. (2018). Effect of ...
- Vong, P.I.A. & Chan, S.H. (2009). Determinants of Bank Profitability ...
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- Yüksel, S., Mukhtarov, S., Mammadov, E. & Özsarı, M. (2018). ...
- Zimmermann, K. (2017). Breaking Banks? Monetary Policy and Bank Profitability.https://www.bde.es/f/webbde/.../171005_15.30-17.00_1_ZIMMERMANN_paper.pdf. ... نمایش کامل مراجع