عوامل تعیین کنندۀ ریسک‌پذیری بانک‌ها در ایران با تأکید بر ساختار مالکیت

نوع مقاله : مقاله علمی پژوهشی

نویسندگان

1 استادیار گروه مالی و بانکداری، دانشکدۀ مدیریت و حسابداری،دانشگاه علامه طباطبائی، تهران، ایران

2 کارشناس ارشد بانکداری اسلامی، دانشکدۀ مدیریت و حسابداری، دانشگاه علامه طباطبائی،تهران، ایران

3 کارشناس ارشد بانکداری اسلامی، دانشکدۀ مدیریت و حسابداری، دانشگاه علامه طباطبائی، تهران،ایران

چکیده

هدف این مقاله بررسی نحوۀ اثرگذاری عوامل تعیین‌کنندۀ ریسک­پذیری در صنعت بانکداری ایران با تأکید خاص بر متغیر ساختار مالکیت بانک­ها است. برای دستیابی به این هدف با استفاده از روش داده­های تابلویی، نحوۀ تأثیرگذاری متغیرهای مختلفی بر شاخص­هایی از ریسک اعتباری و ثبات بانک­ها برازش شده است. یافته­های این مطالعه که از یک نمونه داده­های تابلویی شامل 18 بانک طی سال­های 1393 -1388 استفاده می­کند، نشان می­دهد به‌طور کلی بانک‌هایی که دارای تمرکز مالکیت بالایی هستند، در معرض ریسک بیشتری قرار دارند. تمرکز مالکیت در بانک­های خصوصی باعث افزایش ریسک و کاهش شاخص ثبات شده و در بانک­های دولتی، موجب افزایش ریسک (مانند بانک­های خصوصی ولی با شدت کمتر) و افزایش شاخص ثبات (خلاف رفتار بانک­های خصوصی) می­شود. همچنین سایر نتایج نشان می­دهد که اندازۀ بانک، سودآوری، بهره­وری و نسبت حقوق صاحبان سهام به دارایی، روی ریسک­های اعتباری و ثبات بانک­ها، تأثیر معناداری دارند.

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

Determinants of banks' risk-taking in Iran with emphasis on ownership structure

نویسندگان [English]

  • Mohamad ali Dehghan dehnavi 1
  • Oveise Moharram oghli 2
  • Mahya Baei 3
1 Assistant Prof., Dep. of Finance and Banking, Faculty of Management and Accounting, Allameh Tabatab'i University, Tehran, Iran
2 Master of Islamic Banking, Faculty of Management and Accounting, Allameh Tabatab'i University, Tehran, Iran
3 Master of Islamic Banking, Faculty of Management and Accounting, Allameh Tabatab'i University, Tehran, Iran
چکیده [English]

Abstract: The purpose of this paper is to examine the impact of the determinants of risk-taking in the banking industry in iran with a special emphasis on ownership structure variable.. To do so, a panel data set of 18 banks over the periods of 2009- 2014 is being collected and used. Using panel data estimation methods, indicators associated in credit risk and stability is regressed on ownership structure variable and a set of other explanatory and controlling variables. The findings showed that in general banks with high ownership concentration are at higher risk. Also, the concentration of ownership in private banks caused to increase the risk and at the same time reduce the stability indicator while state-owned banks show similarly, an increase in the risk but with less intensity and an increase in the stability contrary to private banks.

کلیدواژه‌ها [English]

  • Capital structure
  • Iran's banking
  • Ownership
  • risk
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