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ارزیابی عملکرد بانکهای تجاری و تخصصی در ایران با تمرکز بر اثر نرخ بهره بینبانکی | ||
پژوهشنامه اقتصاد کلان Macroeconomics Research Letter | ||
مقاله 6، دوره 18، شماره 39، بهمن 1402، صفحه 135-164 اصل مقاله (778.17 K) | ||
نوع مقاله: علمی | ||
شناسه دیجیتال (DOI): 10.22080/iejm.2024.26363.2021 | ||
نویسندگان | ||
مینو امینی میلانی1؛ سید محمدرضا سید نورانی2؛ اصغر ابوالحسنیهستیانی3؛ حسین سفری شرفشاده* 4 | ||
1دانشکده اقتصاد دانشگاه پیام نور واحد تحصیلات تکمیلی | ||
2دانشکده اقتصاد دانشگاه علامه طباطبایی | ||
3استاد، گروه اقتصاد، دانشگاه پیام نور واحد تحصیلات تکمیلی، تهران، ایران | ||
4کاندیدای دکتری رشته اقتصاد اسلامی دانشگاه پیام نور | ||
تاریخ دریافت: 20 آذر 1402، تاریخ بازنگری: 26 دی 1402، تاریخ پذیرش: 27 دی 1402 | ||
چکیده | ||
هدف اصلی از انجام این مقاله تجزیهوتحلیل وضعیت نظام بانکی از حیث عوامل اصلی اثرگذار و بهطور مشخص نرخ بهره بینبانکی بر سودآوری بانکهای تجاری و تخصصی بودهاست. بهمنظور انجام این مهم از روش تحلیلی توصیفی استفاده میشود. همچنین از روشهای کتابخانهای و از پایگاه دادههای سازمان بورس و اوراق بهادار و بانک سریهای زمانی بانک مرکزی ج.ا.ا به منظور جمعآوری دادههای مورد نیاز استفاده شدهاست. نمونه آماری این تحقیق متشکل از 17 بانک تجاری و تخصصی دولتی و خصوصی است. بهعلاوه در این مقاله بهمنظور تجزیهوتحلیل تحلیل دادهها از روش شناسی اقتصاد سنجی برآورد الگوی معادلات همزمان استفادهشدهاست. نظر به یافتههای تحقیق نرخ بهره بینبانکی اثر مستقیم و منفی بر سودآوری بانکهای نمونه داشته و ضرایب حاصل از برآورد الگو معنیدار هستند. شایان ذکر است عواملی همچون اندازه بانک، شاخص تمرکز بانک و نسبت مالکانه نیز اثری معنادار بر سودآوری بانکهای تجاری و تخصصی مورد مطالعه دارند. همچنین نتایج نشانمیدهد متغیرهای کلان اقتصادی همچون نرخ تورم سالانه و نرخ رشد اقتصادی تأثیر ناچیزی بر متغیرها برونزای الگو دارند. | ||
کلیدواژهها | ||
نرخ بهرهی بینبانکی؛ بانک تجاری؛ سودآوری بانک؛ معادلات همزمان | ||
عنوان مقاله [English] | ||
Assessing the Performance of Commercial and Specialized Banks in Iran, Focusing on the Effect of Interbank Interest Rates | ||
نویسندگان [English] | ||
minoo amini milani1؛ seyedmohammadreza seyednourani2؛ Asghar Abolhasani Hastiani3؛ Hossein safari sharafshdeh4 | ||
1faculty of Economics. Payame Noor University | ||
2Faculty of Economics, Allameh Tabatabai University | ||
3Professor, Department of Economy, Payame Noor University, Tehran, Iran, | ||
4Ph.D. Candidate in Islamic Economics, Payame Noor University | ||
چکیده [English] | ||
The main purpose of this study was to analyze the state of the banking system in terms of the main influencing factors, specifically the interbank interest rate on the profitability of commercial and specialized banks. To do this, the research followed the descriptive-analytical method and used library methods and the databases of the Securities and Exchange Organization and the Time Series Bank of the Central Bank of the Islamic Republic of Iran to collect the required data. The statistical sample of this research consisted of 17 commercial and specialized public and private banks. The econometric methodology of estimating the model of simultaneous equations was used to analyze the data. According to the research findings, the interbank interest rate has a direct and negative effect, and the coefficients obtained from the model estimation are significant. It is worth mentioning that factors such as bank size, bank concentration index, and ownership ratio also significantly affect the profitability of commercial and specialized banks under study. Moreover, the results showed that macroeconomic variables such as annual inflation rate and economic growth rate have a negligible effect on the exogenous variables of the model. | ||
کلیدواژهها [English] | ||
inter bank interest rates, profitability of bank, simultaneous equation | ||
مراجع | ||
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