نوع مقاله: مقاله پژوهشی

نویسندگان

1 عضو هیات علمی گروه اقتصاد دانشگاه مازندران

2 عضو هیئت علمی گروه اقتصاد دانشگاه مازندران

چکیده

با توجه به اهمیت بازار پول در اقتصاد ایران، این مطالعه می‌کوشد عوامل موثر بر حاشیه سود بانکی را با تاکید بر ساختار بازار و ریسک اعتباری مورد بررسی قرار دهد. روش پژوهش مبتنی بر اقتصادسنجی داده‌های تابلویی است که مشتمل بر 13 بانک تجاری در سال‌های 1385-1392 می‌باشد. یافته‌های برآمده از تحلیل داده‌ها نشان می‌دهد که متوسط حاشیه سود در بانک تجاری ایران برابر با 1/4 درصد است. همچنین شاخص تمرکز، وجود ساختار رقابتی را در بازار پول تایید می‌کند. ریسک اعتباری محاسباتی نیز نشان می‌دهد که در بانک‌های تجاری ایران، بطور متوسط 1/15 درصد از تسهیلات اعطایی و مطالبات به مطالبات سررسید گذشته، معوق و مشکوک‌الوصول تبدیل شده است. منطبق با نتیجه حاصله از تحلیل داده‌ها، یافته‌های ناشی از برآورد الگوی پژوهش نیز وجود رقابت ناقص را در بازار پول ایران تایید می‌کند. یافته‌ دیگر حاکی از اثرپذیری مثبت حاشیه سود از ریسک اعتباری و هزینه‌های اداری و عمومی بانک‌ها است. این در حالی است که تسهیلات بانکی علی‌رغم داشتن علامت مورد انتظار، به دلیل بدنه سنگین دولت و به تبع آن وابستگی بالای سیاست‌های پولی به سیاست‌های مالی که عموماً بطور مستقیم یا غیرمستقیم به ارائه تسهیلات تکلیفی می‌انجامد؛ اثر معناداری بر حاشیه سود بانکی ندارد.

کلیدواژه‌ها

عنوان مقاله [English]

Analysis of Net Interest Margin (spread) of Commercial Banks with Emphasis on Competitiveness and Credit Risk

چکیده [English]

Given the importance of the money market in Iran, this study tries to examine effective factors on net interest margin with an emphasis on market structure and credit risk. Research methodology is based on econometric panel data from 13 commercial banks in the years of 2006-2013. The findings emerged from data analysis show that the average of net interest margin is 4.1 percent at commercial banks. Also market concentration index confirms competitive structure at money market. Credit risk calculations also show that 1.15 percent of bank facilities and receivables has become to past due receivables, Deferred and doubtful. In accordance with the results of the data analysis, the findings of estimation model also confirms the existence of imperfect competition in the money market. Other finding indicates a positive influence of credit risk and administrative costs on net interest margin. However, the bank facilities do not have a significant effect on net interest margin. Because of the large size of government and consequently the dependence of monetary policy to fiscal policy, bank facilities are binding directly or indirectly.

کلیدواژه‌ها [English]

  • "Net Interest Margin"
  • "Credit Risk"
  • "Competitiveness"
  • "Commercial Banks"
  • "IRAN"

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