بررسی اثرات نامتقارن متغیر‌های اقتصادی بر سودآوری بانک ها بر اساس الگوی بانکداری جامع (مورد مطالعه: بانک ملی ایران)

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشجو دکترا علوم اقتصادی، دانشگاه آزاد اسلامی (واحد میانه)

2 استادیار گروه اقتصاد، دانشگاه پیام نور تهران

3 استادیار پژوهشی ـ رئیس بخش تحقیقات اقتصادی، اجتماعی و ترویجی مرکز تحقیقات و آموزش کشاورزی و منابع طبیعی استان آذربایجان غربی

چکیده

مدل بانکداری جامع که تمرکز اصلی آن رفع انواع نیازهای مالی مشتریان است، از ترکیب بانکداری تجاری با بانکداری سرمایه‌گذاری به وجود می‌آید. بانکداری جامع نوعی نگرش مشتری محور به بانکداری است که از دو دهه گذشته در صنعت بانکداری کشورهای غربی مورد توجه ویژه قرار گرفته است و اصطلاحاً به بانک‌هایی گفته می‌شود که دامنه وسیعی از خدمات مالی اعم از خدمات تجاری، سرمایه‏گذاری، بیمه‌ای، مشاوره‌ای و غیره را به مشتریان خود ارائه می‏دهند. هدف این مقاله بررسی اثرات نامتقارن توسعه بخش بانکداری بر سودآوری بانک های کشور و به طور خاص بانک ملی بر اساس الگوی بانکداری جامع با رویکرد مدل غیرخطی تغییر رژیم مارکوف است. برای این منظور از اطلاعات سری زمانی 1396-1388 استفاده شد. بر اساس نتایج بدست آمده مشاهده شد که متغیرهای نرخ بهره اوراق مشارکت، شاخص تمرکز صنعت، نسبت هزینه به درآمد، نسبت وام های معوق به کل وام‌ها، حقوق صاحبان سهام به کل دارایی ها، اثر منفی و معنی داری بر سودآوری داشته و متغیرهای نسبت وام به کل دارایی‌ها، جمع دارایی ها، سپرده مشتریان به کل بدهی ها، تنوع درآمدی، نرخ تورم، نرخ رشد اقتصادی اثر مثبت و معنی داری بر سودآوری بانک ملی داشته است. واریانس متغیرها در رژیم یک، یعنی رژیم نوسانات کم کمتر از رژیم دو است.

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

The Study of the Asymmetric Effects of Banking Sector Development on the Profitability of the Melli Bank Based on the Comprehensive Banking Model with the Non-linear Model of Markov Regime Change (MS)

نویسندگان [English]

  • Davod Abdi 1
  • Mehdi Moradi 2
  • Lorence Anvie 3
1 Ph.D. Candidate in Economics, University of Miyaneh
2 Assistant Professor of Economics, Payamenoor University
3 Assistant Professor of Economics, Agricultural and Resource Research and Education Center of Azarbayjan Gharbi
چکیده [English]

Comprehensive banking model, with its main focus on addressing all kinds of customer financial needs, comes from combining commercial banking with investment banking. Comprehensive banking is a kind of customer-centric approach to banking, which has been considered in the Western banking industry for the past two decades, and is referred to as banks, which have a wide range of financial services, including commercial, investment, insurance, advisory and Others offer their customers. The purpose of this paper is to investigate the asymmetric effects of banking sector development on the profitability of banks in the country and in particular the National Bank based on a comprehensive banking model with the approach of the non-linear model of Markov regime change. For this purpose, the time series information of 1396-1388 was used. Based on the results, it was observed that the interest rate variables of the participation bonds, the industry concentration index, the ratio of cost to income, the ratio of loans to total loans, equity holdings to total assets had a negative and significant effect on profitability and The variables of the ratio of loans to total assets, total assets, customer deposits to total debt, income variation, inflation rate, and economic growth rate have had a positive and significant effect on the profitability of the National Bank. The variance of variables in regimen one, the regime of low volatility, is less than the two regimes. This is consistent with the theory, since it falls in the time of low volatility in the market, and macroeconomic variables and indicators such as prices are stabilizing.

کلیدواژه‌ها [English]

  • Comprehensive Banking
  • Profitability
  • Bank Deposits
  • Asymmetric Effects

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