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تحلیل اثرات الزامات نقدینگی و سرمایهای بر ثبات مالی بانکهای ایران (با توجه به قوانین بازل III) | ||
راهبرد مدیریت مالی | ||
مقاله 7، دوره 12، شماره 4 - شماره پیاپی 47، دی 1403، صفحه 173-200 اصل مقاله (497.26 K) | ||
نوع مقاله: مقاله پژوهشی | ||
شناسه دیجیتال (DOI): 10.22051/jfm.2024.46399.2900 | ||
نویسندگان | ||
سمانه نقی زاده هنجنی1؛ قدرت الله امام وردی* 2؛ علی اکبر خسروی نژاد3؛ تیمور محمدی4 | ||
1دانشجوی دکتری، گروه اقتصاد، واحد تهران مرکزی، دانشگاه ازاد اسلامی، تهران، ایران | ||
2استادیار، گروه اقتصاد، واحد تهران مرکزی، دانشگاه ازاد اسلامی، تهران، ایران | ||
3دانشیار، گروه اقتصاد، واحد تهران مرکزی، دانشگاه ازاد اسلامی، تهران، ایران | ||
4داﻧﺸﯿﺎر، گروه اقتصاد، دانشگاه ﻋﻼﻣﻪ ﻃﺒﺎﻃﺒﺎئی، تهران، ایران | ||
چکیده | ||
لزوم به کارگیری الزامات توافقنامه بازل III به منظور بهبود عملکرد نظام بانکی در کشور و کاهش اثرات ریسکهای متوجه این بخش، این مطالعه را بر آن داشت تا به بررسی میزان عملیاتیسازی رهنمودهای بازل III و اثر آنها بر عملکرد نظام بانکی در ایران بپردازد. در این راستا، این پژوهش با استفاده از اطلاعات حاصل از صورتهای مالی سالانه 16 بانک نمونه شامل، بانک اقتصاد نوین، پارسیان، تجارت، سینا، صادرات، کارآفرین، ملت، پست بانک، سامان، پاسارگاد، دی، شهر، گردشگری، سرمایه، آینده و خاورمیانه برای دوره سالانه از سال 1392 تا 1400 به مطالعه وضعیت نظام بانکی در ایران میپردازد. این پژوهش با استفاده از مدلهای DID بررسی مزبور را انجام میدهد. یافتههای تجربی نشان داد، در حضور الزام نسبت خالص سرمایهگذاری پایدار، اندازه بانک دارای اثر مثبت بر شاخص ثبات بانکی است. این امر برای نسبت موجودی نقد به دارایی نیز صادق است. با این حال، اثر نسبت سود خالص به حقوق صاحبان سهام و نقدینگی (نقدشوندگی) بر ثبات بانکی با فرض الزام نسبت خالص سرمایهگذاری پایدار منفی است. در سطح 5 درصد اثر اندازه بانک، نسبت سود خالص به حقوق صاحبان سهام، موجودی نقد به دارایی، نقدینگی و فرار سرمایه تحت شرایط اعمال الزام نسبت سرمایه 8 درصدی دارای اثر معنیدار بر ثبات بانکهای مورد بررسی است. | ||
کلیدواژهها | ||
لزامات نقدینگی؛ الزامات سرمایهای؛ ثبات مالی؛ قوانین بازل | ||
عنوان مقاله [English] | ||
Analysis of the Effects of Liquidity and Capital Requirements on the Financial Stability of Iranian banks (According to the rules of Basel III) | ||
نویسندگان [English] | ||
samaneh naghizadeh hanjani1؛ Ghodratollah Emamverdi2؛ Ali Akbar Khosravinejad3؛ Tymour Mohammadi4 | ||
1PhD Student in Economics, Department of Economics, Central Tehran Branch, Islamic Azad University,Tehran-Iran | ||
2Assistant Professor, Department of Economics, Central Tehran Branch, Islamic Azad University,Tehran-Iran | ||
3Associate Professor, Department of Economics, Central Tehran Branch, Islamic Azad University,Tehran-Iran | ||
4Associate Professor, Department of Economics, Allameh Tabataba'i University , Tehran-Iran | ||
چکیده [English] | ||
The need to apply the requirements of the Basel III agreement in order to improve the performance of the banking system in the country and reduce the effects of the risks facing this sector, prompted this study to investigate the level of implementation of the Basel III guidelines and their effect on the performance of the banking system in Iran. In this regard, this research using the information obtained from the annual financial statements of 16 sample banks, including Bank Ekhtaz Novin, Parsian, Tejarat, Sina, Saderat, Kerebehan, Mellat, Post Bank, Saman, Pasargad, Day, Shahr, Tourism, Capital , the future and the Middle East for the annual period from 2013 to 2021 studies the state of the banking system in Iran. This research uses DID models to carry out the aforementioned investigation. Empirical findings showed that in the presence of the requirement of stable net investment ratio, bank size has a positive effect on the bank stability index. This is also true for the ratio of cash to property. However, the effect of net profit-to-equity ratio and liquidity (liquidity) on bank stability is negative, assuming the At the level of 5% effect of bank size, net interest to equity ratio, cash to asset balance, liquidity and capital flight under the conditions of 8% capital ratio requirement have a significant effect on the stability of the banks under the conditions of applying the 8% capital ratio requirement.requirement of stable net investment ratio. | ||
کلیدواژهها [English] | ||
Liquidity requirements, Capital requirements, Financial stability, Basel rules | ||
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