تأثیر سلامت بانکی بر سودآوری بانک‌های تجاری: رویکرد رگرسیون پانل آستانه

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشیار دانشگاه رازی، گروه اقتصاد

2 کارشناس ارشد اقتصاد، دانشگاه رازی

3 کارشناس 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

عنوان مقاله [English]

The Effect of Banking Soundness on Profitability of Commercial Banks: Threshold Panel Regression Approach

نویسندگان [English]

  • Shahram Fatahi 1
  • Mehdi Rezaei 2
  • Tahereh Jahed 3
1 razi university
2 razi university
3 M.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

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سابقه مقاله

  • تاریخ دریافت: 12 بهمن 1395
  • تاریخ بازنگری: 04 اردیبهشت 1396
  • تاریخ پذیرش: 03 خرداد 1396

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