تاثیر شاخص کفایت سرمایه بر میزان کارایی و ریسک پذیری بانک ها (مقاله علمی وزارت علوم)
درجه علمی: نشریه علمی (وزارت علوم)
آرشیو
چکیده
تأکید بر اجرای الزامات سرمایه ای هم با استفاده از فشارهای قانونی و هم نیروی بازار به منظور افزایش توان بانک ها در مواقع بحران و نیز ابزاری برای کاهش ریسک بانک ها، هدف اصلی قانون گذاران حوزه بانکی است. از سویی نقش بانک ها به عنوان واسطه های پولی، در فعالیت های اقتصادی بر کسی پوشیده نیست. طی دو دهه گذشته صنعت بانکداری در سرتاسر جهان دستخوش تغییرات گسترده ای گردیده است و نیز عوامل داخلی و خارجی بر ساختار، کارایی و عملکرد تمامی بانک ها تاثیرات زیادی داشته است. در این تحقیق تلاش می شود تا تاثیر شاخص کفایت سرمایه بر میزان کارایی و ریسک پذیری بانک های اسلامی و متعارف با استفاده از روش کوانتایل برای 51 بانک اسلامی و متعارف در دوره زمانی 2012-2017 مورد بررسی قرار گیرد. نتایج این بررسی نشان می دهد که در گروه بانک های متعارف، با افزایش کفایت سرمایه، کارایی نیز افزایش می یابد. همچنین نتایج چندک های مورد بررسی نشان می دهد که در چندک های بالای کارایی، تاثیر کفایت سرمایه بر کارایی افزایش می یابد. به عبارتی با افزایش سطح کارایی، تاثیر کفایت سرمایه بر کارایی نیز افزایش می یابد. همچنین نتایج برآورد برای گروه بانکی اسلامی نیز نشان می دهد که شاخص کفایت سرمایه تاثیر منفی و معناداری بر کارایی بانکی داشته است، اما در نرخ های بالای کارایی، تاثیر منفی شاخص کفایت سرمایه بر کارایی بانکی کاهش یافته است. به عبارتی با افزایش کارایی بانک های اسلامی، تاثیرات منفی کفایت سرمایه نیز کاهش یافته است. همچنین نتایج حاصل از برآورد مدل ریسک برای بانک های اسلامی نشان می دهد که مدل دارای عرض از مبدا با علامت مثبت است؛ متغیرهای بانکی شامل نسبت خالص وام به دارایی کل، کفایت سرمایه و دارایی کل، رابطه منفی و معناداری با ریسک بانک های اسلامی دارند و نیز نتایج حاصل از برآورد مدل ریسک برای بانک های متعارف نشان می دهد که مدل دارای عرض از مبدا با علامت مثبت است؛ متغیرهای بانکی شامل نسبت خالص وام به دارایی کل، کفایت سرمایه و دارایی کل، رابطه منفی و معناداری با ریسک بانک های اسلامی دارند.Impact of Capital Adequate Index on Banks' efficiency and risk
Aim and Introduction: Islamic banking is an emerging research in the field of banking studies. Studies can be further expanded due to the lack of extensive research in this area. A major part of this literature includes a comparative study of Islamic banking and its conventional counterparts based on their performance and the subject matter of their legislation. Islamic banking and finance have emerged as an attractive field in academic research over the past decade. Islamic countries are among the developing and less developed countries of the global economic community. With financial assets valued at approximately $ 1.8 trillion worldwide, Islamic banking and finance have led to friction between Islamic and non-Islamic financial markets over the past decade. The growing severity of the recurring financial crises seen in the recent financial crises of 2008-2007 has put a lot of pressure on the conventional financial system and put it back under the microscope. While some have turned their attention to methods and tools for resolving instability in an interest-based system, others are looking for alternative financial systems. In this regard, the Islamic financial system seems to offer a promising path to future financial resilience and stability. So far, however, this view has largely been published mainly in professional circles and has recently become the subject of academic research. Islamic financial institutions act as major hubs in about 75 countries, mainly in the Middle East, Southeast Asia, Bahrain and Malaysia. Islamic financial products have grown rapidly in recent decades in competition with the conventional financial industry in both Muslim and Muslim minority countries. As a non-competitive industry, the Islamic financial industry is becoming a market that can compete in many countries. The growth of Islamic financial services has attracted a great deal of attention from around the world, with nearly 25 percent of Islamic financial institutions operating in non-Muslim countries; At the same time, the conventional banking system has begun to open the windows of Islamic banking around the world, primarily in Europe and North America. In this study, an attempt is made to investigate the effect of capital adequacy index on the efficiency and risk-taking of Islamic and conventional banks for 51 Islamic and conventional banks in the period 2012-2017. Methodology: The present article intends to evaluate the effect of capital adequacy on the efficiency and risk-taking of Islamic and conventional banks with an analytical-descriptive approach and examines the role of various indicators in this analysis. The method used in this The research is to provide a model of the quantum method and the software used by Eviews. This study also examined data related to 51 Islamic and conventional banks in 8 countries in the period 2012-2017. Findings: The results of this study showed that in the conventional banking group, the capital adequacy index had a positive and significant effect on efficiency. According to other results, in the Islamic banking group, the capital adequacy index has a negative and significant effect on banking efficiency. Discussion and Conclusion : The results of this study show that in the group of conventional banks, efficiency also increases with increasing capital adequacy. The results of the studied quantiles also show that in high quantities (rates) of efficiency, the effect of capital adequacy on efficiency increases. In other words, with increasing the level of efficiency, the effect of capital adequacy on efficiency also increases. Also, the estimation results for the Islamic banking group show that the capital adequacy index has a negative and significant effect on banking efficiency, but at high efficiency rates, the negative impact of the capital adequacy index on banking efficiency has decreased. In other words, with the increase in the efficiency of Islamic banks, the negative effects of capital adequacy have decreased. Also, the results of estimating the risk model for Islamic banks show that the model has a width of origin with a positive sign; Banking variables including net loan to total assets ratio, capital adequacy and total assets, have a negative and significant relationship with the risk of Islamic banks and also the results of risk model estimation for conventional banks show that the model has a width of origin. With a positive sign; Banking variables including net loan to total assets ratio, capital adequacy and total assets, have a negative and significant relationship with the risk of Islamic banks.
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