Bank

Network data envelopment analysis models assess efficiency of decision-making unit and its sections using historical data but fail to measure efficiency of its units and their internal stages in the future. In this paper we aim to measure efficiency of stages of bank branches and obtain efficiency trend of stages during the time, then to estimate their efficiency in the future therefore we can be aware of stages inefficiency before occurrence and prevent them. First, a two-stage structure including deposit collection and loan giving was designed for bank branches using literature review and comments of experts. Human forces and fixed assets were considered as input variables of the first stage, deposit as mediator variable, delayed claims as interim variable, and loan amount as output variable of the second stage. Then, a dynamic network data envelopment analysis model was formulated and stages efficiency were obtained for 16 consecutive periods. Therefore, efficiency trend of stages was obtained during the time. In the following, efficiency of various stages of branches were estimated using artificial neural network and some recommendations are provided according to obtained amounts in order to prevent inefficiency before occurrence.

Background: Instrumental ethical climate can affect human resources both physically and mentally in the workplace. This trauma may affect contextual performance or behavior of personnel. The purpose of this study is to investigate the effect of instrumental ethical climate on contextual performance of human resources in banks and financial institutions. Method: Research method was mixed. In qualitative section; Theme analysis and Delphi methods have been used. Statistical population was bank’s expert. The sample size included 11 people who were chosen purposefully and then interviewed by a semi-structured questionnaire. The correlational descriptive method was used for quantitative section. The statistical population consisted of bank’s staff and the sample was 384 people based on Morgan table, who were selected randomly. A researcher-made questionnaire was used. Results: According to library studies, 4 indicators for measuring ethical climate and 18 indicators for contextual performance of human resources were identified. Two additional indicators have also been added after interviewing the experts. In the quantitative section, the instrumental climate had the greatest impact on the bankchr('39')s working environment and its effect on the staffchr('39')s behavior was negative and significantly negative? Conclusion: Instrumental ethical climate has a direct and traumatic effect on human resource performance. In order to increase the level of mental health of employees and the development of the organization, it is necessary to prevent the growth of instrumental ethical climate through educational programs.

This paper investigates the effect of relationship-lending on loan contract terms, especially on the interest rate, loan value, and collateral requirements. For this purpose, data on 4850 loans granted by a bank in 2016 is employed. Our estimations show a negative and significant relationship between the interest rate and quality and quantity of borrower-lender relationship. Furthermore, there has been a positive and significant relationship between loan volumes granted to the borrower and the scope of his/her relation with the bank. Finally, there has been a positive and insignificant relationship between customer relationship with the bank and pledged collateral. The relationship-lending, as a solution for asymmetry information problems, is a winner-winner game such that the lender saves on screening expenses and the borrower is financed at lower costs. Thus, deliberate regulation in support of relationship lending increases the welfare of both sides of the credit market.

Despite the importance of the business model in implementing strategy, this issue is less addressed than strategy. This important issue regarding banks' business model has received less attention, and research in Iran and other countries has caused a deprivation of knowledge. In addition to the scientific pathology of the business model in Iranian commercial banks, the present article seeks to determine the weights of importance and prioritization of the main categories. It also prioritizes and determines the importance of each of the concepts of the main categories of the commercial banking business model. The research method is applied in terms of results and descriptive in terms of purpose and quantitative-qualitative from the data dimension. The research method's strategy in the qualitative part is the grounded theory, and in the quantitative part is the process of hierarchical analysis. The data analysis method in the qualitative part is the coding method, and the quantitative part is based on pairwise comparisons and incompatibility rate analysis. The research community is the experts of commercial banks, and its examples are Mellat, Tejarat, Melli, Sepah, Saderat, Shahr, Eghtesad-e-Novin, and Ayandeh banks. The sampling method is a purposeful judgment with the snowball method and data collection tools in the qualitative part of the interview and review of documents in the quantitative part of the questionnaire. The research findings led to identifying the pathology of Iranian commercial banks' business model in 7 categories and 36 concepts, which are prioritized and contributed based on the importance and role of each of them in the business model.

It is necessary for decision-makers to have a rating system in the banking industry in order to reflect the banks' status and performance. Although most institutions across the countries have rating banks and financial institutions, there is a lack of a comprehensive rating system across Iranian banks. Rating requires identifying the appropriate criteria according to the environmental and macroeconomic conditions. For this purpose, 35 components are determined through the opinion of 34 banking and academic experts using the Delphi method and rating is done by the TOPSIS method for 15 banks listed on the Tehran stock exchange over the period of 5 years from 2015 to 2019. The results show that in addition to the quantitative aspects, the qualitative aspects and aspects related to environmental and macro aspects are effective in the native model of banks ratings. Also, there is a positive and significant relationship between banks stock prices variation and the suggested ratings. The obtained results showed that there is a positive and significant correlation between the comprehensive model and early warning system so that the bank's position can be relatively described in the early warning system by identifying it within the model. This evidence addresses the need for a comprehensive consideration of proposed indicators to evaluate and rate banks.

Abstract Background : Social responsibility is one of the important components in professional ethics and as to the role of banks in economic system; social responsibility of banks includes strategic results for companies. Therefore, in the current research, effective factors and causes on social responsibility in business banks of Iran are studied. Methodology. The current research was qualitative. The statistical society was two parts. The first part included marketing and financial experts of banks, professionals, managers and supervisors of districts and experts of governmental and nongovernmental business banks and the second part included bank stakeholders which among them, 18 persons were chosen as sample by snowball method and reaching to saturation. Data collection tool is deep interview. Finally, data were analyzed by method of content analysis and coding and using 2020 Max QDA software. Findings : Based on the obtained results in relation with effective factors on social responsibility of banks by method of content analysis, 3 categories, 12 concepts and 45 secondary codes were identified. Conclusion : As to the research findings, it is recommended to constitute special work groups to expand and develop social responsibility to investigate and impart favorable approaches. Abstract Background : Social responsibility is one of the important components in professional ethics and as to the role of banks in economic system; social responsibility of banks includes strategic results for companies. Therefore, in the current research, effective factors and causes on social responsibility in business banks of Iran are studied. Methodology. The current research was qualitative. The statistical society was two parts. The first part included marketing and financial experts of banks, professionals, managers and supervisors of districts and experts of governmental and nongovernmental business banks and the second part included bank stakeholders which among them, 18 persons were chosen as sample by snowball method and reaching to saturation. Data collection tool is deep interview. Finally, data were analyzed by method of content analysis and coding and using 2020 Max QDA software. Findings : Based on the obtained results in relation with effective factors on social responsibility of banks by method of content analysis, 3 categories, 12 concepts and 45 secondary codes were identified. Conclusion : As to the research findings, it is recommended to constitute special work groups to expand and develop social responsibility to investigate and impart favorable approaches. Article number: 2

The increase in non-performing loans considerably reduces profit in the banking systems. To solve these problems, factors influencing the collection of non-performing loans have to be examined in a hopeful attempt to reduce it to an ac-ceptable level. The present study is conducted to analyze and study factors influ-encing the collection of non-performing loans in Shahr Bank. This research is an applied study regarding its goal. It was conducted in two sections, namely the qualitative and quantitative sections. In the qualitative sections, the factors influ-encing the collection of receivables were identified using the theoretical literature and interviews with senior managers of Shahr Bank through the encoding process. In the quantitative section, data was collected by surveying the opinions of 12 experts, including senior managers of Shahr Bank in 2020 using a questionnaire. Thereafter, the factors were selected using the fuzzy Delphi technique and the relationships between them were determined using the fuzzy DEMATEL method. Finally, the factors were weighted and prioritized using the fuzzy ANP method. The research findings showed that non-performing loans can be collected through six types of factors including organizational, regulatory, customer, banking, envi-ronmental, and operational factors. The environmental factor is the most influential factor, while the operational factor is the most influenced and most important factor. In addition, behavioural, contextual, and structural sub-factors have the highest level of importance in the collection of non-performing loans in the order mentioned. These findings can help bank managers make decisions to improve the collection of receivables.

This paper examines the credit risk in the Iranian banks during 2008 to 2018 through the Z-score (Accounting based data) and the KMV-Merton (Market based information) models. In the Merton model, equity is equal to call option on underlying value of the bank’s asset. The market value of assets is estimated by share price. The value of assets is then compared to the value of liabilities. Therefore, default when occurs that the market value of assets is less than the book value of debts. so, value of equity becomes negative. In the Z-score model, Return on Assets and Equity to Assets as the numerator and standard deviation of ROA as the denominator are applied. If the mentioned ratios of numerator increase and the denominator decrease, the probability of default decline. As well as, Independent variables are divided into five groups: leverage, management efficiency, profitability quality, financial health, and liquidity. As a result, capital adequacy and profitability have a greater impact on both models. Also, the ANOVA table proves the validity of two models. The value of ROC test in both models is above average (0.5) which are efficient and their efficiency is 99.48% and 92.68%, respectively. Also, in terms of Voung’s test, the KMV is more efficient than the Z-score.