ارزیابی کارایی بانک های منتخب در ایران و ارتباط آن با متغیرهای درون بانکی و کلان اقتصادی (مقاله علمی وزارت علوم)
درجه علمی: نشریه علمی (وزارت علوم)
آرشیو
چکیده
پژوهش حاضر به اندازه گیری کارایی 15 بانک منتخب ایران به تفکیک بانک های خصوصی، دولتی و دولتی خصوصی شده طی دوره زمانی 1394-1385 با روش تحلیل پوششی داده ها (DEA) که روشی پویا و پیشرو در اندازه گیری کارایی و بهره وری است، می پردازد. برای این منظور از متغیرهای دارایی های ثابت، هزینه های عملیاتی، سپرده ها و حقوق صاحبان سهام به عنوان متغیر ورودی و متغیرهای سود خالص، جمع درآمدها و تسهیلات به عنوان متغیر خروجی استفاده شده است. در مرحله بعد با استفاده از مدل های پانل تأثیر متغیرهای درون بانکی (نسبت سرمایه گذاری به کل دارایی، نسبت بدهی به کل دارایی و اندازه بانک) و کلان اقتصادی (رشد اقتصادی، نرخ تورم، تغییر نرخ ارز، نوسانات نرخ تورم، نوسانات تغییر نرخ ارز و نرخ رشد نقدینگی) بر روی کارایی بررسی شده است. نتایج پژوهش نشان می دهد که به طور میانگین، کارایی بانک های دولتی 87%، کارایی بانک های خصوصی 94% و کارایی بانک های دولتی خصوصی شده 98% است. براساس نتایج پژوهش، نااطمینانی نوسانات تغییر نرخ ارز و تورم، تأثیر منفی بر کارایی بانک های ایران دارند. همچنین نرخ تورم و تغییرات نرخ ارز نیز با کارایی بانک های ایران رابطه منفی و معناداری دارد. به منظور افزایش کارایی بانک ها پیشنهاد می شود که بانک ها به سمت خصوصی شدن حرکت کنند و موجبات کاهش دارایی های ثابت و هزینه های عملیاتی خود را فرآهم کنند.Evaluation the Effectiveness of Selected Banks in Iran and its Relationship with Banking Internal and Macroeconomic Variables
In economy based on the market, the banking system has a very high responsibility, and one of the most important economic components of the country is the banking system. Banks can provide good conditions for investment and increase employment and national production by providing financial capital for the sectors of the economy. Banks can create new job opportunities and better income distribution at the community level. In addition, banks are owners of personal and public property and domestic and foreign exchanges by keeping cash and facilitating its transfer. Also banks as agents of monetary policy, play an important role in economic stability. Considering the role and importance of the banking system in the economy, the fundamental question arises whether the banking system can meet the needs of monetary and banking affairs in the economy or not. In general, factors such as differences in equipping and allocating resources optimally, different constraints in laws and regulations (the ceiling of short-term and long-term facilities, etc.) and the cost of contracting between banks and the people (payroll) causes differences in efficiency and efficiency of various banks. Hence, evaluation of banks and financial institutions efficiency is of particular importance; Because, with the help of process of evaluating efficiency, we will be able to obtain useful and beneficial information on how to effectively manage affairs in order to achieve the goals set. Iran economy in current situation, passes one of the most sensitive and breathtaking times of its life. In such a situation, there is a double burden and heavy duty on financial system, especially the banking industry of the country and making this industry more effective will help the country's economy. This research is an approach that can be used to evaluate Iran's banks dynamically on the basis of several real variables, considering the economic and environmental conditions of Iran, so that the scarce resources of the community would be desirable to be a step towards improving the efficiency of the Iranian banks. In this research, the efficiency of Iranian banks is measured by using data envelopment analysis method and by selecting the input and output variables of the bank. For this purpose, fixed asset variables, operating costs, deposits and equity are used as input variable and net income variables, total income and facilities as output variable. Also, in the next stage, the effect of macroeconomic variables and internal banking variables on efficiency in two models is reviewed. In first model, the interbank variables include the ratio of investment to total assets, the ratio of debt to total assets and bank size, and macroeconomic variables including economic growth, inflation rate, exchange rate and liquidity growth rate. In second model, fluctuations are used instead of exchange rate and inflation variables. Regarding the results of government banks during the years of research has always been inefficient (87%). Among the government banks, Maskan bank was more efficient than other banks, and the bank's efficiency was 97%. Also, private banks during the 10-year period have an efficiency of 94%, whose efficiency is relatively good. Among the private banks, Parsian Bank is the best-performing bank. Finally, three of Maskan, Tejarat and Saderat Banks, which were formerly state-owned banks and now are private banks, have the best efficiency levels, and the average efficiency of these three banks is 98%. Be Among these three banks, Mellat Bank is more efficient than the rest of the banks. In next step, in the form of panel models, the internal and external variables on the banking system efficiency during the period of 1394-1385 are considered in the form of two models. Regarding the results, it can be seen that the economic growth rate in both models has a positive and significant effect on efficiency of banks. Therefore, the conditions of the economic downturn and boom are effective on banks' efficiency, so that increase in the economic growth rate leads to increase the efficiency of the banks and vice versa. Also, the growth rate of liquidity does not have a significant relationship with the efficiency of banks. Inflation and exchange rate variables and their fluctuations have a negative and significant relationship with the efficiency of banks; so that the inflation rate and its fluctuations as well as the exchange rate and its fluctuations will reduce the efficiency of banks. Considering the interbank variables, the ratio of investment to total assets has a positive relationship with efficiency. The reason for the positive relationship is that banks, by increasing the debt ratio, accumulate more deposits, can increase their efficiency by increasing facilities or service and production activities. In relation to the variables of the ratio of deposits to total assets and the ratio of debt to total assets, both models are considered to have a negative and significant effect on efficiency. In the case of the variables above, it can be said that increase of these variables increases the ability of the bank when it is subject to bankruptcy or when it has to pay non-financial debt. The size of the bank also has a positive and significant relationship with the efficiency of banks. According to the proposal results, in order to increase the efficiency of banks, it is suggested as follows: -Independence of Central Bank: The results of the research show that the uncertainty of inflation and exchange rate caused the ineffectiveness of Iranian banks; therefore, the central bank's independence to control more liquidity and reduce inflation will make banks more efficient. Also, by controlling the shocks affecting the real sector of the economy (import, exchange rate, ...) and in terms of appropriate economic policies, it can create a margin for economic enterprises, so that its impact by Some policies, such as uncertainty in the exchange rate and inflation, etc., do not lead to bankruptcy. -Privatization and Specialization of Banks: The results of the research show that the efficiency of private and private banks is more than government banks. Therefore, it can be said that one of the factors influencing the efficiency of Iranian banks is their type of ownership (public, private). The implementation of general privatization policies, including Article 44 of the Constitution, in the banking system of the country, can be effective in making Iranian banks more efficient. The review of research literature also shows that the efficiency of private banks is higher than that of government banks. -Banking firms: Due to the large amount of fixed assets in Iranian banks, the issue of banking is raised. The assessment of the banks financial statements indicates that their shareholder combination has many complexities and ambiguities. This complexity has even led banks to devote part of their resources to buying shares in other banks to reduce the risk of their investment. Although not legally prohibited it does in practice, make other firms and economic operators more vulnerable to open-minded facilities and healthy competition. Accordingly, Central bank should increase its oversight and stop banks from taking over. - Ranking System of Iranian Banks: Although ranking has ambiguities and problems, it serves a large service to the financial markets. The ranking of banks and financial institutions is also important, with the difference that the ranking of banks and financial institutions is much more complicated than non-financial institutions and institutions in the manufacturing and service sector. It is recommended that the central bank announce bank ratings based on health of the bank and then link the legal reserve rate to the banks' ratings. As dysfunctional banks should pay more money to the central bank and should be integrated into efficient banks.
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