تأثیر چرخه‌های تجاری بر شاخص‌های سلامت نظام بانکی (با تأکید بر کیفیت دارایی)

نوع مقاله : مقاله پژوهشی

نویسندگان

1 استاد گروه اقتصاد دانشگاه پیام نور، تهران، ایران

2 دانشیار گروه اقتصاد دانشگاه پیام نور، تهران، ایران

3 استاد مدعو مؤسسه عالی آموزش بانکداری ایران، تهران، ایران

4 دانشجوی دکتری اقتصاد دانشگاه پیام نور، تهران، ایران

چکیده

یک نظام بانکی سالم و سودآور، به‌صورت بهتری می‌تواند در مقابل شوک‌های اقتصادی مقاومت کرده و نقش پررنگ‌تری در پایداری و ثبات سیستم مالی ایفاء کند. این نظام بانکی، هنگامی محقق می‌شود که تک‌تک نهادهای مالی فعال در بازار پول آن کشور سالم باشند و از شاخص‌های مالی مناسب برخوردار باشند. تجربۀ وقوع بحران مالی اخیر و آثار مخرب ناشی از انتقال بحران از بخش پولی به بخش واقعی اقتصاد، اهمیت توجه هرچه بیشتر به موضوع سلامت بانکی را آشکار ساخته است؛ لذا در این مقاله، بررسی عوامل مؤثر بر نسبت‌ کیفیت دارایی نظام بانکی کشور، به‌عنوان یکی از شاخص‌های اصلی سلامت نظام بانکی، با تأکید بر چرخه‌های تجاری، متغیرهای کلان اقتصادی و متغیرهای بانکی، طی دورۀ زمانی 1380- 1397، به‌عنوان هدف اصلی مدنظر است. قلمرو تحقیق حاضر، 29 بانک شامل: اقتصاد نوین، انصار، پارسیان، پاسارگاد، پست بانک، آینده، تجارت، توسعه تعاون، توسعه صادرات، دی، رفاه، سامان، سپه، سرمایه، سینا، شهر، صادرات، صنعت و معدن، قرض‌الحسنه مهر ایران، کارآفرین، کشاورزی، مسکن، ملت، ملی، قرض‌الحسنه رسالت، حکمت ایرانیان، گردشگری، خاورمیانه و ایران زمین است. در این مطالعه، جهت رسیدن به اهداف مورد نظر، از الگوی پانل پویا (GMM) استفاده شده است. نتایج حاصل از بررسی‌های صورت گرفته نشان می‌دهد که چرخه‌های تجاری ارتباط منفی و معنی‌داری با کیفیت دارایی نظام بانکی دارد. هم‌چنین، تمامی متغیرهای کلان اقتصادی و بانکی، ارتباط معنی‌داری با نسبت‌ کیفیت دارایی نظام بانکی دارند.

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

The Impact of Business Cycles on Banking System Soundness (With emphasis on Asset Quality)

نویسندگان [English]

  • Yeganeh Mousavi Jahromi 1
  • Bita Shaygani 2
  • Peyman Noori Broujerdi 3
  • Mona Ashtiani 4
1 Professor, Department of Economics, Payame Noor University, Tehran, Iran
2 Associate Professor, Department of Economics, Payame Noor University, Tehran, Iran
3 Visiting Professor of Iran Banking Institute Central Bank of Iran, Tehran, Iran.
4 PhD student in Economics, Payame Noor University, Tehran, Iran
چکیده [English]

A healthy and profitable banking system can better withstand economic shocks and play a more effective role in the sustainability and stability of the financial system. The creation of this type of banking system is possible when all financial institutions operating in a country's money market are sound institutions and have appropriate financial indicators. The experience of the recent financial crisis and the devastating effects of transition the crisis from the monetary sector to the real sector of the economy have shown that it is necessary to pay more attention to the issue of banking health. Therefore, the main purpose of this article was to investigate the factors affecting the asset quality ratio of the country's banking system, as one of the main indicators of banking system soundness with the emphasis on business cycles, macroeconomic variables and banking variables in the time period between the years 2001 to 2018. The statistical population in the study was 29 banks operating in Iran. In this research, the dynamic panel model, system Generalized Method of Moments (GMM) has been used to achieve the desired goals. The results show that business cycles have a significant negative correlation with the quality of assets in the banking system. Also, all macroeconomic and banking variables have a significant correlation with the ratio of asset quality in the banking system.

کلیدواژه‌ها [English]

  • Iranian Banking System
  • Banking System Soundness Indicators
  • Asset Quality
  • Business Cycle
  • Dynamic Panel Model (GMM)

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فصلنامه مطالعات اقتصادی کاربردی ایران
دوره 10، شماره 38
مقالات انگلیسی
تیر 1400
صفحه 15-37

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