پیوندهای مفید
اخبار و اعلانات
آمار
| تعداد نشریات | 25 |
| تعداد شماره‌ها | 939 |
| تعداد مقالات | 7,735 |
| تعداد مشاهده مقاله | 12,747,650 |
| تعداد دریافت فایل اصل مقاله | 9,070,569 |
توسعه مدل پویای استراتژی بانک در شرایط عدم قطعیت با رویکرد پویایی شناسی سیستم (SD) | ||
| راهبرد مدیریت مالی | ||
| مقاله 9، دوره 11، شماره 2 - شماره پیاپی 41، تیر 1402، صفحه 203-226 اصل مقاله (1.36 M) | ||
| نوع مقاله: مقاله پژوهشی | ||
| شناسه دیجیتال (DOI): 10.22051/jfm.2023.33852.2457 | ||
| نویسندگان | ||
| سهیلا آزاده1؛ احمد اصلی زاده* 2؛ مرتضی خاکزار بفروئی3؛ احمدرضا اعتمادی4 | ||
| 1گروه مدیریت صنعتی گرایش سیستم ها، واحد تهران مرکزی، دانشگاه آزاد اسلامی، تهران، ایران | ||
| 2گروه مدیریت، دانشکده مدیریت و حسابداری واحد یادگار امام خمینی(ره) شهرری، دانشگاه آزاد اسلامی، تهران، ایران | ||
| 3گروه پژوهشی مهندسی صنایع، پژوهشکده توسعه تکنولوژی جهاد دانشگاهی و دانشگاه علم و فرهنگ،تهران، ایران | ||
| 4گروه مدیریت صنعتی، واحد تهران مرکزی، دانشگاه آزاد اسلامی، تهران، ایران | ||
| چکیده | ||
| پژوهش حاضر به توسعه مدل پویای استراتژی بانکی در شرایط عدم‌قطعیت با رویکرد پویایی شناسی سیستم پرداخته است. با بررسی نظام بانکی کشور و تشخیص عدم‌قطعیتهای آینده آن با مشارکت سیاستگذاران بانک صادرات، نمودار علّی عملکرد نظام بانکی در شرایط عدم‌قطعیت ترسیم گردید. مدل پویای انباشت و جریان بر اساس دادههای بانکی طراحی و در افق بیست ساله شبیهسازی گردید. پس از اعتباربخشی مدل، مبتنی بر نتایج تحلیل حساسیت، استراتژی و سیاستهای بانک در شرایط عدم‌قطعیت استخراج و مورد تجزیه و تحلیل قرار گرفت. مطابق با یافتههای پژوهش چهار استراتژی مدیریت دارایی و مصارف بانک، جذب منابع مالی و سودآورسازی، توانمندسازی مدیریت بانک و توسعه زیرساختهای بانکداری و نیز منتخب ترکیبی شناسایی و شبیهسازی گردید. در نتیجه شبیهسازی استراتژی منتخب، ترکیبی از سیاستها بهترین عملکرد را نشان داد: 1-افزایش 3 برابری سرمایه‌گذاری در زیرساختهای بانکی؛ 2- ایجاد سازو کارهای ویژه برای وصول مطالبات؛ 3-مدیریت کاهش 5 درصدی هزینههای بانک از طریق چابک سازی فرآیندها و توانمندسازی منابع انسانی، نظارت بر مصارف و هزینههای بانک؛ 4-افزایش 4 برابری کارآمدی فرآیند اعتبارسنجی مشتریان؛ 5-افزایش 2 برابری اعتماد و امنیت سپردهگذاران با ارائه گزارشهای شفافیت مالی و ارتباط موثر با ذینفعان کلیدی. | ||
| کلیدواژه‌ها | ||
| استراتژی بانک؛ پویایی سیستم (SD)؛ شرایط عدم قطعیت؛ عملکرد بانک | ||
| عنوان مقاله [English] | ||
| Development of a Dynamic Model of Bank Strategy in Uncertainty using the SD Approach | ||
| نویسندگان [English] | ||
| Soheila Azadeh1؛ Ahmad Aslizadeh2؛ Morteza Khakzar Bafruei3؛ Ahmadreza Etemadi4 | ||
| 1Department of Management, Islamic Azad University, Tehran. Iran | ||
| 2Department of Management, School of Management and Accounting, Imam Khomeini Memorial Branch, Shahryari, Islamic Azad University, Tehran. Iran | ||
| 3Department of Industrial Engineering, Research Institute for Technology Development, University Jihad and University of Science and Culture, Tehran. Iran | ||
| 4Department of Management, Assistant Professor, Islamic Azad University, tehran. Iran: Aresoie@yahoo.com | ||
| چکیده [English] | ||
| The present study has developed a dynamic model of bank strategy in uncertainty using the system dynamics approach. After examining the Iran's banking system and Detection of future uncertainties with the participation of policymakers of Saderat bank, a causal diagram of the banking system's performance in conditions of uncertainty was designed. The Dynamic accumulation and flow model was designed based on banking data and simulated over a 20-year horizon. After validation of the model, based on the results of sensitivity analysis, bank strategies and policies were extracted and analyzed in conditions of uncertainty. According to the research findings, four strategies of managing the bank's assets and expenses, attracting financial resources and profitability, empowering the bank's management and developing the banking infrastructure, as well as selected combinations were identified and simulated. As a result, the selected Strategy simulation is a combination of policies, show the best perfomance including: 1-three times increase in investment in banking infrastructure; 2- Creating special mechanisms for collection of receivables; 3- Managing a 5% reduction in bank costs through streamlining processes and empowering human resources, as well as monitoring the bank's costs and expenses. 4- Increasing 4 times the efficiency of the appropriate accreditation process for customers. Financial transparency reports and effective communication with key stakeholders were provided. 5- Twice the increase of depositors' trust and security by presenting financial transparency reports and effective communication with key stakeholders, which as a result of applying these strategies, improves the bank's profitability, increases receivables and reduces costs. We will be. | ||
| کلیدواژه‌ها [English] | ||
| Bank Strategy, System Dynamics (SD), Uncertainty | ||
|
سایر فایل های مرتبط با مقاله
|
||
| مراجع | ||
|
Alihosseini, S., Keshavarz Turk, E., Goudarzi, G., Fazli, S., Bayat, R. (2019). Identifying Future Trends and Scenarios of Iran's Banking-System. Public Policy, 5(1), 33-58. Doi: 10.22059/ppolicy.2019.71574, (In Persian)
Arifovic, J., & Jiang, J. H. (2019). Strategic uncertainty and the power of extrinsic signals–evidence from an experimental study of bank runs. Journal of Economic Behavior & Organization, 167, 1-17.
Bastan, M., Bagheri Mazrae, M., & Ahmadvand, A. (2016), Dynamics of banking soundness based on CAMELS rating system. Paper presented at the the 34th International Conference of the System Dynamics Society. Delft, Netherlands.
Bastan, M., Akbarpour, S., & AhmadvandA. (2019). Profitability Paradox in Iranian Commercial Banks Business Model: A Study Based on System Dynamics Methodology. FINANCIAL MONETARY ECONOMICS, 26(17), 197-242. https://doi.org/10.22067/pm.v26i17.65314(In Persian)
Berglund, T., & Mäkinen, M. (2018), Do banks learn from financial crisis? The experience of Nordic banks. Research in International Business and Finance.
Bairamzadeh, S., Rajabi Nohouji, M. (2019), Exploring Future Scenarios of Electronic Banking in Iran. Public Policy, 5(2), 9-24. Doi: 10.22059/ppolicy.2019.72270, (In Persian)
Daher Bashatweh, A., ProfEmad Yousif AhmedFaculty of Business & Finance, (2020), Financial Performance Evaluation of the commercial banks in Jordan: Based on the CAMELS Framework, International Journal of Advanced Science and TechnologyVol. 29, No. 05, (2020), pp. 985-994.
Dincer, H., Gulsah Gencer, Nazife Orhan, Kevser Sahinbas, (2011), A Performance Evaluation of the Turkish Banking Sector after the Global Crisis via CAMELS Ratios, Procedia - Social and BehavioralSciences, (2011), Volume 24, Pages 1530-1545, https://doi.org/10.1016/j.sbspro.2011.09.051 .
Divandari, A. (2016), Exploring a Model for Selecting Marketing Strategies in Commercial Banking Based on Customer Equity. Journal of Business Management, 8(1), 25.
Economic Statistics Office of the Central Bank of the Islamic Republic of Iran www.tsd.cbi.ir, (In Persian)
Fatone, L., & Mariani, F. (2019). An assets-liabilities dynamical model of banking system and systemic risk governance. arXiv preprint arXiv:1905.12431.
Fattahi, Sh.; Rezaei, M. and Jahed, T. (2017), The Impact of Banking Health on the Profitability of Commercial Banks: Threshold Panel Regression Approach. Financial Management Strategy 5 (1), 29-50 Doi: 10.22051/jfm.2017.13943.1279, (In Persian)
Gross, M., & Población, J. (2019). Implications of model uncertainty for bank stress testing. Journal of Financial Services Research, 55(1), 31-58.
Hussien, M. I., & Aziz, R. A. E. (2017). System Dynamics Modeling and Simulation for E-Banking: The Egyptian Context. IBIMA Business Review, 2017.
Masood, O., Khan, G., Shahid, M., Aktan, B. (2016), Predicting Islamic Banks performance Through CAMELS Rating Model, Banks and bank systems. 12-24.
Mazrae, M. B., Ghezelbash, A., & Ahmadvand, 2018. A. Banking Soundness System: A System Dynamics Model.
McDermott, C. J. (2017). Policy uncertainty from a central bank perspective. Australian Economic Review, 50(1), 103-106.
Moradi, S., & Rafiei, F. M. (2019). A dynamic credit risk assessment model with data mining techniques: evidence from Iranian banks. Financial Innovation, 5(1), 15.
Morecroft, J. D. (2015). Strategic modelling and business dynamics: A feedback systems approach. John Wiley & Sons.
Morecroft, John D.W. (2016). Strategic modeling and business dynamics, A feedback systems approach. John Wiley & Sons, Translated by Ramin Molanapour, Hamrahelm Publication (In Persian)
Nakazato, N., & Kohda, Y. (2019, July). Analysis of Management Behavior in the Japanese Banking Industry Using System Dynamics. In 2019 16th International Conference on Service Systems and Service Management (ICSSSM) (pp. 1-6). IEEE.
Naqvi, B., Rizvi, S. K. A., Uqaili, H. A., & Chaudhry, S. M. (2018), What enables Islamic banks to contribute in global financial reintermediation? Pacific-Basin Finance Journal.
Paiva, B. M., Ferreira, F. A., Carayannis, E. G., Zopounidis, C., Ferreira, J. J., Pereira, L. F., & Dias, P. J. (2020). Strategizing sustainability in the banking industry using fuzzy cognitive maps and system dynamics. International Journal of Sustainable Development & World Ecology, 1-16.
Peterson, D. W., & Blanc, M. (2012). Money Multiplier Dynamics and Banking Liquidity Cycles. Paper presented at the 30th International Conference of the System Dynamics Society Switzerland.
Pruyt, E., & Hamarat, C. (2010, March). The concerted run on the DSB bank: An exploratory system dynamics approach. In Proceedings of the 28th International Conference of the System Dynamics Society (pp. 1-27).
Radic, I., Jakobovic, M., Vincer, R., & Ostrun, R. (2015). Smart Specialization–Industrial Hemp. Economy of eastern Croatia yesterday, today, tommorow, 4, 463-471.
Khazaei S, Rashid Ardeh H. Identification of strategic factors affecting the future of banking industry. JMDP. 2016; 29 (3):71-104 URL: http://jmdp.ir/article-1-2395-fa.html, (In Persian) Roman, A., Alina Camelia Şargu, (2013), Analysing the Financial Soundness of the Commercial Banks in Romania: An Approach based on the Camels Framework, Procedia Economics and Finance, Volume 6, Pages 703-712, https://doi.org/10.1016/S2212-5671(13)00192-5.
Ramezani, S M; Khroshadizadeh, M. and Mohammadi Yusho, A. (2017), Presenting a model to evaluate and predict the health of selected Iranian banks using CAMELS indicators. Economic Researches and Policies. No. 82. Volume 25. https://www.sid.ir/fa/Journal/ViewPaper.aspx?id=298751 (In Persian)
Sarker¸A. A. (2006), CAMELS Rating System in the Context of Islamic Banking: A Proposed s"for Shariah Framwork. Journal of Islamic Economic, Bnking and finance. July-December, 250-259
Sterman, J. (2000). Business Dynamics: systems thinking and modeling for a complex world, McGraw-Hill, Boston.
Sterman, John D., (2013). Business Dynamics, Vol. 1: Systems Thinking and Modeling for a Complex World. Translated by Barapour, K., Mousavi Ahranjati, P., Behzad, B., Emami, M., Rezaei Adl, L., and Faghani, H., Tehran: Organization for the Study and Compilation of University Humanities Books. Samt Publication, Center for Human Research and Development, First Edition 2009, Fourth Edition (In Persian).
Sudani, A. (2017), Ranking the Banks and Financial Institutions Based on CAMELS International Indicators, Quarterly Journal of Monetary-Banking Research, 10th Year, No. 31, Spring 2017, Pages 141-171, (In Persian).
Shaddady, A., Tomoe Moore, (2019), Investigation of the effects of financial regulation and supervision on bank stability: The application of CAMELS-DEA to quantile regressions, Journal of International Financial Markets, Institutions and Money, Volume 58, Pages 96-116, https://doi.org/10.1016/j.intfin.2018.09.006.
Valencia, Fabian. "Bank capital and uncertainty." Journal of Banking & Finance 69 (2016): S1-S9. https://doi.org/10.1016/j.jbankfin.2015.06.010
Wu, J., Huimin Li, Dazhi Zheng, Xiaoyan Liu, (2020), Economic uncertainty or financial uncertainty? An empirical analysis of bank risk-taking in Asian emerging markets, Finance Research Letters, 10, 15-42. https://doi.org/10.1016/j.frl.2020.101542. | ||
|
آمار تعداد مشاهده مقاله: 549 تعداد دریافت فایل اصل مقاله: 420 |
||
