دوره 9، شماره 35 - ( 3-1398 )                   سال9 شماره 35 صفحات 111-144 | برگشت به فهرست نسخه ها

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Ghaemi Asl M, Ghasemi Nik E. Investigating the Assets Quality in Banking System in Iran with Emphasis on Liquidity and Non-Performing Loans Reserve Buffers. jemr. 2019; 9 (35) :111-144
URL: http://jemr.khu.ac.ir/article-1-1808-fa.html
قائمی اصل مهدی، قاسمی نیک الهه. ارزیابی کیفیت دارایی در نظام بانکی ایران با تاکید بر سپر نقدینگی و سپر ذخیره مطالبات غیرجاری. فصلنامه تحقیقات مدل سازی اقتصادی. 1398; 9 (35) :111-144

URL: http://jemr.khu.ac.ir/article-1-1808-fa.html


چکیده:   (507 مشاهده)
در این پژوهش، به بررسی عوامل موثر بر کیفیت دارایی در نظام بانکی ایران و ارائه  دلالت هایی جهت ایجاد سپرهای مناسب نقدینگی و مطالبات غیرجاری در مدیریت دارایی های بانکی پرداخته شده است. بدین منظور داده های آماری مربوط به متغیرهای کلان اقتصادی و صورت های مالی 30 بانک از سال 1385 تا 1395 در چارچوب یک تصریح پویای پانلی، مورد استفاده قرار گرفته است. نتایج نشان  می دهد که میان نرخ تورم، نرخ رشد تولید ناخالص داخلی، سهم بانک از درآمدهای مشاع، ساختار انحصاری بازار بانکی و نقدینگی با کیفیت دارایی، ارتباط معنی‌داری وجود دارد ولی نرخ رشد تسهیلات و ذخیره های اختصاصی و عمومی مطالبات غیرجاری، تاثیر معنی‌داری بر کیفیت دارایی ندارند. بنابراین چارچوب و میزان نگهداری ذخایر اختصاصی و عمومی مطالبات غیرجاری (برخلاف سپر نقدینگی)، نتوانسته است سپر لازم برای بهبود کیفیت دارایی بانکی را فراهم آورد؛ از این رو یکی از مهم ترین دلایل تشدید مداوم و عدم مدیریت حجم مطالبات در سیستم بانکی، کژکارکردی و عدم رعایت قانون در نگهداری ذخایر عمومی و اختصاصی است. لازمه اصلاح این شرایط، نظارت دقیق بر حجم ذخایر پیش از تجدید تسهیلات و اضافه برداشت مضاعف از بانک مرکزی و سایر بانک¬ها و موسسات اعتباری است.
متن کامل [PDF 947 kb]   (146 دریافت)    
نوع مطالعه: توسعه ای | موضوع مقاله: پولی و مالی
دریافت: ۱۳۹۷/۱۱/۹ | پذیرش: ۱۳۹۸/۲/۱۵ | انتشار: ۱۳۹۸/۳/۲۰

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