تأثیر تغییر دستوری نرخ سود سپرده بر ثبات مالی بانکی ایران درشرایط تحریم

نوع مقاله : مقاله پژوهشی

نویسندگان

1 کارشناس‌ارشد بانکداری اسلامی گروه اقتصاد دانشکده علوم اداری و اقتصاد دانشگاه اصفهان، اصفهان، ایران

2 استادیار گروه اقتصاد دانشکده علوم اداری و اقتصاد دانشگاه اصفهان، اصفهان، ایران

چکیده

تغییر دستوری در نرخ سپرده در شرایط تحریم، به عنوان سیاست دفاعی در مواجهه با تکانه‌های ارزی و جلوگیری از بی‌ثباتی مالی و مدیریت رفتار سفته‌بازی ارزی تعریف می‌شود. با گسترش تحریم‌های اقتصادی در اواخر سال 90، نرخ ارز به شدت افزایش یافت و به تبع آن مقام پولی برای مدیریت رفتار سفته‌بازی ارزی  و جلوگیری از ورشکستگی بانک‌ها  اقدام به افزایش نرخ‌های سپرده بانکی نمود. در این پژوهش اثر تغییر در نرخ سپرده بر ثبات مالی بانک‌های خصوصی، دولتی و کل نظام بانکی مورد بررسی قرار گرفته است. متغیرهای اثر گذار بر ثبات مالی به دو گروه متغیرهای درون بانکی و برون بانکی تقسیم بندی شده و تخمین الگو بر اساس روش حداقل مربعات سه مرحله‌ای طی  سال‌های 1397-1380 صورت گرفته است. نتایج تحقیق گویای آن است که افزایش نرخ سپرد‌ها در شرایط بروز تکانه‌های ارزی بر ثبات مالی کل بانک‌ها و بانک‌های خصوصی به طور مثبت موثر و بر بانک‌های دولتی بی‌اثر بوده است، ولی این سیاست به دلیل اثرگذاری تکانه‌های ارزی بر متغیرهای برون بانکی مانند تورم و افزایش هزینه‌های تامین مالی در اقتصاد خود از دلایل بروز افزایش مطالبات غیرجاری در نظام بانکی است.

کلیدواژه‌ها

عنوان مقاله [English]

The Impact of Interest Rate Defense on the Financial Stability of Banking in Iran

نویسندگان [English]

  • Seyedeh Shokoofeh Mousavi 1
  • Iman Bastanifar 2
  • Hadi Amiri 2
1 MA in Economics, Faculty of Administrate Sciences and Economics, University of Isfahan, Isfahan, Iran
2 Assistant Professor of Economics, Faculty of Administrate Sciences and Economics, University of Isfahan, Isfahan, Iran
چکیده [English]

Interest rate defense is defined as a defense policy in the face of currency shocks and in order to prevent the outflow of deposits from the banking system, and to prevent financial instability and banking crisis. With the expansion of economic sanctions in the late 2010s, the exchange rate rose sharply, and as a result, the monetary authority increased bank interest rates to prevent the phenomenon of bank run. In this study, the effect of interest rate protection on the financial stability of private and public banks and the total banking system is analyzed. Variables affecting financial stability are divided into two groups of internal and external banks variables. The model is estimated based on the three-stage least squares method based on data from 2001-2019. The results of the study show that although the increase in banks rates in the occurrence of currency shocks has positively affected the financial stability of all banks and private banks but had no effect on state-owned banks. However, this policy is one of the reasons for the increase in non-current receivables in the banking system due to the effect of currency shocks on external bank variables such as inflation and increasing financing costs in economy.

کلیدواژه‌ها [English]

  • Bank
  • Interest Rate Defense
  • Sanction
  • Financial Stability

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