نوع مقاله: مقاله پژوهشی

نویسندگان

1 کارشناسی ارشد مهندسی مالی، دانشگاه علوم اقتصادی

2 استادیار دانشگاه خوارزمی

چکیده

نظر به اهمیت بانک­‌ها در اقتصاد کشور، لازم است که عوامل داخلی و خارجی تاثیرگذار بر عملکرد بانک‌ها مورد بررسی قرار گیرد. در این راستا، این مقاله به بررسی تاثیر نرخ سود عقود مبادله‌­ای بانکی، بر عملکرد بانک‌ها در طول سال­های 87-92 می‌پردازد. برای این منظور، از تحلیل‌های اقتصادسنجی و برآوردهای پانل دیتا استفاده شده است. نتایج نشان می­‌دهد که بین نرخ سود و سایر متغیرهای انتخابی با سودآوری بانک رابطه معناداری وجود دارد. این مطالعه نشان داد که نرخ سود تسهیلات عقود مبادله‌‌ای، رابطه مثبتی با معیار نسبت بازده دارایی بانک­ها دارد. از این­رو، برخی از بانک‌های منتخب و مورد بحث در این مطالعه که به دلیل شرایط تورمی، در افزایش دارایی‌ها سرمایه‌گذاری کرده و دارایی‌های خود را به روش­های مختلف افزایش داده‌اند، از کاهش نرخ سود عقود مبادله‌ای استقبال نمی‌کنند. این بحث، به ویژه با توجه به بنگاه‌داری بانک‌ها، در مورد عموم بانک‌های کشور قابل طرح است. بر این اساس، عدم چاره­جویی برای بنگاه‌داری بانک‌ها، شرایط را برای نرخ‌های بالای تسهیلات در کشور هموار کرده است. همچنین، نتایج نشان می‌دهد که متغیرهای بانکی دیگر، از جمله نسبت درآمد بدون بهره به دارایی و نسبت وام به دارایی، با سودآوری بانک‌ها رابطه مثبت و معنی­‌داری دارند.

کلیدواژه‌ها

عنوان مقاله [English]

The Impact of Profit Rate of the Exchange Contracts on the Bank Performance

نویسندگان [English]

  • Marziaye Karimi 1
  • Tohid Firozan 2

1 MA in Financial Engineering, University of Economical Science

2 Assistant Professor, Kharazmi University

چکیده [English]

Considering the important role of banks in the economy, it is necessary to study the effect of internal and external factors on the performance of banks. In this regard, this paper examines the impact of bank profit rates of the exchange contracts on the performance of banks during the time period of 2008-2013. For this purpose, econometrics analysis and estimation of panel data is used. The results show that there is a significant relationship between profit rate and other selected variables with the bank’s profitability. This study showed that the profit rate of the exchange contracts has a positive relationship with the return on assets ratio of banks. Hence, while selected banks considered in this study have increased their assets using different methods due to the inflationary conditions, they do not welcome the reduction in profit rates of the exchange contracts. This issue may be true in all other banks due to their role in corporates ownership. Accordingly, finding no solution to leave corporate ownership by the banks, the conditions for high rates of loans in the country is paved. Also, the results show that the other banking variables such as, interest-free income to assets ratio and loan to asset ratio, has a significant and positive correlation with the profitability of banks.

کلیدواژه‌ها [English]

  • banking industry
  • Bank Profit Rate
  • Exchange Contracts
  • Panel Data Model

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