نوع مقاله: مقاله پژوهشی

نویسندگان

1 فارغ التحصیل کارشناسی ارشد دانشگاه بجنورد، بجنورد، ایران

2 استادیار اقتصاد دانشگاه بجنورد، بجنورد، ایران

3 استاد گروه آمار دانشگاه بجنورد، بجنورد، ایران

چکیده

عملیات بانکی ممکن است متنوع و پیچیده باشد، اما تعریفی عملیاتی و ساده از یک بانک بدین گونه است که یک بانک موسسه­ای است که عملیات جاری آن شامل اعطای وام و دریافت سپرده از مردم است. بانک­ها همچنین نقش مهمی در تخصیص سرمایه در اقتصاد بازی می­کنند. یک سیستم مالی سازگار با عملکرد به خوبی توسعه­یافته، تخصیص منابع مصرف خانوار را به میزان قابل توجهی تسهیل می­کند و تخصیص مناسب سرمایه فیزیکی را به تولیدی­ترین بخش آن در بخش کسب و کار می­بخشد. از این رو منطقی است که انتظار داشته باشیم بخش بانکی کارآمد و سودآور منجر به داشتن یک سیستم مالی مؤثر شود. در این راستا کارایی بانک­ها رشد و توسعه اقتصادی یک کشور را نتیجه می‌دهد. توانایی بانک­های کشور برای برآورده ساختن چالش کارایی و عملکرد، پایداری آنها را تعیین
 می­کند. صنعت بانکداری در اقتصاد ایران نقش اصلی را در ارائه منابع مالی به علت کمبود بازار سرمایه دارد. از این رو، کمبود احتمالی در ساختار و عملکرد این بخش، ممکن است باعث اختلالات احتمالی در سایر بخش­ها شود. این بدان معناست که درک دقیق این بخش در حال سیاست­گذاری، ضروری است. همچنین پس از رفع تحریم­ها و پسا برجام بانک­های ایران باید کارایی لازم را جهت حضور در عرصه جهانی داشته باشند. بنابراین ارتقای کارایی بخش بانکی ایران می­تواند نقش بسزایی در توسعه سیستم مالی و رشد اقتصادی کشور داشته باشد.

از آنجایی که تامین مالی در اقتصاد ایران به شدت به بانک وابسته است و هرگونه ناکارائی بانک­ها ممکن است.تأثیری منفی و مضاعف بر شرایط اقتصادی کشور بگذارد، بنابراین لازم است مدیریت بانک­ها و سیاست­گذاران توجه کافی را در جهت بهبود کارایی این صنعت داشته باشند. مزایای بین­المللی نیز تحت تاثیر شرایطبازار و سیاست­های کشور قرار دارد. برای رسیدن به هدف مذکور نیاز است عوامل موثر بر کارایی بخش بانکیایران بررسی شود. با توجه به اهمیت موضوع در ایران مطالعات زیادی در حوزه کارایی بانکها صورت گرفتهاست که در اکثر آنها روش اندازه­گیری کارایی، به اندازه نمونه حساس است که به منظور رهایی از این مشکل در این مطالعه از روش دو مرحله­ای سیمار و ویلسون (2007) برای شناسایی عوامل مؤثر بر کارایی بخش بانکیایران استفاده شده است. در مرحله اول با استفاده از روش بوت­استرپ تحلیل پوششی داده­ها کارایی بخشبانکی ایران طی دوره 1394-1384برآورد شد و در مرحله دوم نیز با استفاده از رگرسیون بوت­استرپ، عواملمؤثر بر کارایی بانکها مورد بررسی قرار گرفت. نتایج حاصل از مرحله اول، منجر به شناسایی بانکهای کارا وناکارا از یکدیگر شد و همچنین افزایش کارایی بخش بانکی ایران در دوره مورد نظر را نشان داد. در مرحلهدوم متغیرهایی از قبیل سرمایه­گذاری، اندازه بانک، ریسک اعتباری، نرخ تورم، هزینه­های عملیاتی و متغیرمجازی (نشاندهنده خصوصی یا دولتی بودن بانکها) از میان کلیه متغیرها بر کارایی مؤثر بودند.

کلیدواژه‌ها

عنوان مقاله [English]

Investigating effective factors on the Efficiency of Iranian Banking Industry (Simar and Wilson’s two-stage method)

نویسندگان [English]

  • ATIE TARKHANI 1
  • Azim Nazari 2
  • parisa niloofar 3

1 Master of Economics at University of Bojnord, Bojnord, Iran

2 Department of Economic

3 Assistant Professor of Statistics, University of Bojnord, Bojnord, Iran

چکیده [English]

While bank functions can be complex and various, a bank is operationally defined as an institute whose current actions are mainly limited to giving loans to and taking deposits from people. It also plays an important role in the allocation of economic capital. A financial system with a developed level of efficiency can considerably facilitate allocation of appropriate sources to household consumptions as well as appropriate physical capital to productive sections in society. Thus, it is highly expected that efficient and profitable banks pave the way for the construction of an influencing financial system. In other words, the efficiency of the banks can lead to economic growth and development in their home country. The potential of banks to hold a highly efficient function determines their sustainability. 
In Iran, the banking industry plays a pivotal role in providing financial resources due to the lack of a capital market. That is why any shortage in the structure and function of banks might have an adverse effect on other sections. Thus, gaining deep insights into the policies of the banks in Iran seems essential. Also, with the removal of imposed sanctions after the adoption of JCPOA, the Iranian banks are supposed to have the required level of efficiency compatible with a global level. Since providing financial resources in Iran significantly depends on banks and any malfunctions in banks lead to negative impacts on the economic conditions of the country, bank managers and policy makers should pay adequate attention to the efficiency of the banking industry. The high efficiency in the banking system in Iran can also bring them international benefits. To reach this aim, the determining factors influencing the efficiency of the banking system in Iran need to be explored.
Many studies have already investigated the decisive factors in the efficiency of banks in Iran. However, the interpretation of the findings of these studies is sensitive to their sample. To control this sample-dependence interpretation, in this study we have taken advantage of two-stage efficiency analysis of Simar and Wilson (2007). To do so, in the first stage, we examined the efficiency of banks via bootstrap method in the period between 1384 and 1394. In the second stage, via bootstrapping regression, we examined the weight of the influencing factors in the efficiency of the banks. The findings of the first-stage analysis helped us to distinguish between efficient and inefficient banks. They also showed that the efficiency of the banks significantly increased in the given period of time. Furthermore, the second-stage analysis indicated that some factors such as investment, size of banks, credit risk, interest rate, operating costs, and the virtual variable influence the efficiency of banks in Iran.

کلیدواژه‌ها [English]

  • Efficiency
  • Bootstrap DEA
  • Bootstrap Regression
  • Simar & Wilson

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