ارتباط ثبات مالی و تمرکز در نظام بانکداری ایران

نوع مقاله: مقاله پژوهشی

نویسندگان

1 استادیار گروه اقصاد نظری و صنعتی دانشکده اقتصاد و حسابداری دانشگاه آزاد اسلامی، واحد تهران مرکز

2 استادیار موسسه عالی آموزش بانکداری ایران

3 کارشناس ارشد بانکداری، بانک ملی ایران

چکیده

این مقاله به بررسی ارتباط ثبات مالی و عوامل کلان اقتصادی( مانند نرخ رشد تولید ناخالص داخلی و تورم و ریسک نرخ ارز ) و تمرکز بانکی در سیستم بانکداری ایران برای سال های1393- 1385می پردازد.در این مطالعه از شاخص هرفیندال – هیرشمن دوگان برای اندازه گیری تمرکز بانکی و از نسبت مطالبات معوق بعنوان معیار معکوس اندازه گیری ثبات مالی و از نرخ تورم، نرخ رشد تولید ناخالص داخلی، نرخ سود تسهیلات بانکی و سهم بازار تسهیلات بعنوان عوامل کلان اقتصادی استفاده شده است.به منظور مطالعه رابطه تمرکز بانکی و عوامل کلان اقتصادی و ثبات مالی از الگو  داده‌های تابلویی پویای متوازن با استفاده از روش گشتاورهای تعمیم یافته استفاده شده است.نتایج حاصل از پژوهش مؤید تاثیر معنادار متغیرهای تمرکز بانکی، نرخ تورم، نرخ رشد تولید ناخالص داخلی و نرخ سود تسهیلات و سهم بازار تسهیلات بر نسبت مطالبات معوق و در نتیجه ثبات مالی بانک‌ها است.

کلیدواژه‌ها


عنوان مقاله [English]

The Relationship between Financial Stability and Concentration in Iran's Banking System

نویسندگان [English]

  • Nazariyan Rafik 1
  • Siavash Golzarian pour 2
  • MoradPour Masoud 3
1 Assistant Professor of Economics, Faculty of Economics and Accounting, Islamic Azad University Central Tehran Branch
2 Assistant Professor of Economics, Iran Banking Institute
3 MA in Banking, Bank Melli Iran
چکیده [English]

This paper examines the relationship between financial stability and macroeconomics variables and banking concentration in Iranian banking system for the period 1385-1393 (2006-2014).
In this study, Herfindal-Hirschman index (HHI) as a concenteration index and inverted non-performing loans ratio are used to measure banking concentration and financial stability respectively. In addition, inflation rate, GDP growth rate, bank lending rate and market share are considered as macroeconomics variables. In order to estimate the relationship, a balanced dynamic panel with generalized method of moments (GMM) is used. The result indicates that the banking concentration,inflation, GDP growth rate, interest rate and market share has a statistically significant impact on non-performing loans and therefore on the Bank's financial stability.
 

کلیدواژه‌ها [English]

  • concentration
  • Non-Performing Loans
  • Macroeconomic Factors
  • Dynamic Panel Data Model
  • HHI- Duall Index
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