بررسی اثر ریسک نرخ ارز و نرخ رشد اقتصادی بر عملکرد بانک‌های اسلامی

نوع مقاله : مقاله پژوهشی

نویسندگان

1 استاد گروه علوم اقتصادی دانشکده علوم اقتصادی دانشگاه تهران، تهران، ایران

2 دانشجوی کارشناسی علوم اقتصادی (گرایش بانکداری اسلامی) دانشکده علوم اقتصادی دانشگاه تهران ، تهران، ایران

چکیده

صنعت بانک‌داری در ایران به جهت عدم توسعه کافی بازار سرمایه و ناکارایی‌های موجود در این بازار وظیفه اصلی تأمین مالی بلندمدت و کوتاه کوتاه‌مدت بنگاه­ها را از طریق اعطای تسهیلات بر عهده دارد. در سال­های اخیر صنعت بانک‌داری با چالش­های متعددی روبرو شده‌ است که مهم­ترین آن­ها مطالبات غیر جاری می­باشد. در این پژوهش به بررسی تأثیر ریسک نرخ ارز و نرخ رشد اقتصادی بر عملکرد بانک‌ها در بعد مطالبات غیر جاری در محدوده زمانی 1397-1387 پرداخته شده است. جامعه آماری پژوهش تمام بانک­های کشور می­باشد که 15 بانک­ به عنوان نمونه بر اساس در دسترس بودن داده­های آن‌ها انتخاب ‌شده‌اند. پس از اطمینان از مانا بودن متغیرهای پژوهش برآورد مدل اقتصادسنجی به‌وسیله مدل‌های حداقل مربعات معمولی و اثرات ثابت و همچنین با تکنیک داده­های تابلویی با استفاده از الگوی گشتاور تعمیم‌یافته انجام‌گرفت. یافته­های پژوهش نشان داد که متغیر ریسک نرخ ارز، تأثیر مثبت و معنی‌دار بر مطالبات غیر جاری بانک­های مورد مطالعه داشتند و همچنین متغیرهای نرخ رشد اقتصادی و نرخ سود تسهیلات نیز تأثیر منفی و معنی‌دار بر مطالبات غیر جاری داشته­اند. در بین متغیرها، سه متغیر مانده نسبت مطالبات یک دوره قبل، متغیر ریسک نرخ ارز و نرخ سود تسهیلات دارای بیشترین تأثیر بر متغیر وابسته بودند. یافتـه­هـای ایـن پـژوهش مـی‌­توانـد در حرکت بانک­ها به سمت توجه بیشتر به  متغیرهای اثرگذار بر مطالبات و بهبود عملکردشان مؤثر واقع شود.

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