تعداد نشریات | 161 |
تعداد شمارهها | 6,573 |
تعداد مقالات | 71,037 |
تعداد مشاهده مقاله | 125,519,915 |
تعداد دریافت فایل اصل مقاله | 98,779,215 |
طراحی مدل بومی رتبهبندی بانکهای ایرانی بر مبنای سلامت بانکی | ||
تحقیقات مالی | ||
مقاله 29، دوره 18، شماره 4، اسفند 1395، صفحه 653-674 اصل مقاله (381.68 K) | ||
نوع مقاله: مقاله علمی پژوهشی | ||
شناسه دیجیتال (DOI): 10.22059/jfr.2017.60115 | ||
نویسندگان | ||
محمدجواد سلیمی1؛ محمدحسن ابراهیمی سروعلیا2؛ شیوا قاسم پور* 3 | ||
1استادیار گروه حسابداری، دانشکدۀ حسابداری و مدیریت، دانشگاه علامه طباطبائی، تهران، ایران | ||
2استادیار گروه مدیریت مالی و بانکداری، دانشکدۀ حسابداری و مدیریت، دانشگاه علامه طباطبائی، تهران، ایران | ||
3دانشجوی کارشناس ارشد مدیریت مالی، دانشکدۀ حسابداری و مدیریت، دانشگاه علامه طباطبائی، تهران، ایران | ||
چکیده | ||
این پژوهش با هدف ارائۀ مدل بومی برای رتبهبندی بانکهای ایرانی بر مبنای سلامت و ثبات بانکی، بهمنظور سنجش سلامت و ثبات بانکهای فعال در نظام بانکی کشور اجرا شده است. به این منظور نخست با مطالعۀ ادبیات موضوعی پژوهش، مدل پیشنهادی تحقیق طراحی شد و پس از اعتبارسنجی به روش دلفی فازی، عوامل مدل نهایی با شش بعد و 26 مؤلفه شناسایی شدند. در ادامه با استفاده از فرایند تحلیل شبکهای و روش دیمتل، ضریب اهمیت هر یک از این عوامل بهدست آمد و بدین ترتیب مدل نهایی ارائه شد. در ادامه بانکهای بورسی و فرابورسی فعال در نظام بانکی کشور، بر مبنای صورتهای مالی حسابرسی شدۀ سال 1393، با استفاده از مدل ارائه شده و روش تاپسیس رتبهبندی شدند. نتایج بهدست آمده نشان میدهد، به ترتیب بانکهای پاسارگاد، خاورمیانه، کارآفرین، دی و سینا در سال 93 عملکرد مطلوبتری نسبت به سایر بانکهای مورد مطالعه داشتهاند. | ||
کلیدواژهها | ||
تاپسیس؛ دلفی فازی؛ رتبهبندی بانکها؛ سلامت بانکی؛ فرایند تحلیل شبکه-ای | ||
مراجع | ||
Abasgholipour, M. (2009). Factors affecting the performance of banks. Journal of banks and the economy, 106 (2), 46- 35. (in Persian) Abbasi, A. & Mohamadi, A. & Estejab, E. (2014). Presenting an Appropriate Pattern to Determine Attractive Companies for Investment (Case Study: Registered Companies in Tehran Stock Exchange and Active in Chemical Industries. Journal of financial research, 17(2), 301-324. (in Persian) Ahmadian, A. (2013). Evaluating the performance of the banking industry in Iran. Working Paper of Monetary and Banking research institute, 10 (1), 1-110. Babar, H. Z. (2011). Camels rating system for banking industry in Pakistan, Umea School of Business in Sweden. Barr, R. K. & Siems, T. & Zimmel, SH (1999). Evaluating the productive efficiency and performance of U.S. Commercial banks. National Science Foundation journal, 29 (2), 112-145. Bhandari, A. N. (2014). Performance evaluation of commercial banks in Nepal using AHP. International Journal of the Analytic Hierarchy Process, 14 (1), 1-25. Chiu, W. & Tzeng, G. H. & Lin Li, H. (2013). A new hybrid MCDM model combining DANP with VIKOR to improve e-store business. Journal of Knowledge-Based Systems, 37 (2), 48–61. Cole, R. (1998). Predicting bank failures: A comparison of on- and off-site monitoring systems. Journal of Financial Services Research, 3 (9), 103-117. Dang, U. (2011). The camel rating system in banking supervision a case study. Arcada University of Applied Sciences in Finland. Eslami, Z. & Bahramizonozi, M. & Mihani, M. (2010). The necessity of compiling ratings of the banks and the proposed model. Research Center of Sepah banks. Fadvi, A. & Adakh, E. (2013). Performance evaluation and ranking of banking service provider they are using multi-criteria decision-making techniques. Management and development of future studies Conference, Shiraz, Iran's development of a new training center Mtana. (in Persian) Ferrouhi, E. M. (2014). Moroccan banks analysis using camel model. International Journal of Economics and Financial Issues, 12(3), 622-627. Gabus, A. & Fontela, E. (1972). World problems, an invitation to further thought within the framework of DEMATEL. Switzerland, Geneva: Battelle Geneva Research Centre. Ghazi Nouri, S. & Tabatabaeyan, H. (2002). Sensitivity analysis of multi-criteria decision problems than the kind of techniques used in a case study. Journal of Knowledge Management, 18(6): 129-141. (in Persian) Gunsel, N. (2012). Micro and macro determinants of bank fragility in north Cyprus economy. African Journal of Business Management, (6), 1323-1329. Habibi, A. & Izadyar, S. & Sarafrazi, A. (2014). Fuzzy Multi-Criteria Decision Making, published by Gale inscription. Tehran: Katibe Gil press. (in Persian) Hunjak, T. J. (2001). AHP based model for bank performance evaluation and rating. Journal of the operational research society, (12), 130-149. Kabir, A. (2012). Performance analysis through camel rating: A comparative study of selected private commercial banks in Bangladesh. Journal of Politics & Governance, (1), 16-25. Kumar, M. & Anand, A. & Dhruva, N. R. (2012). Analyzing soundness in Indian banking: A camel approach. Research Journal of Management Sciences, 1(3), 9-14. Madura, J. Z. (1995). Bank Exposure to Interest Rate Risk: A Global Perspective. Journal of Financial Research, 53(1), 1-13. Mahdian, D. & Asadi Afshordi, A. (2014). Causes and consequences and ways of dealing with mismanagement of banks and financial institutions. Tabriz: Kahkeshan Danesh press. (in Persian) Mousavi, J. & Kazemi, A. (2013). Ranking Iranian private banks using Multiple Attribute Decision Making. Journals of Few studies in management 4(3), 121-140. (in Persian) Nemati, M. & Kazemi, A. (2014). Ranking of insurance companies using multi attribute decision making methods. Journal of financial research, 16(1), 1163-1180. (in Persian) Nil, G. (2012). Financial ratios and the probabilistic prediction of bank failure in north Cyprus. European Journal of Scientific Research, (18), 191-200. Ongore, V. O. (2013). Determinants of financial performance of commercial banks in Kenya. International Journal of Economics and Financial Issues, (3), 237-252. Oztorul, G. (2011). Performance evaluation of banks and banking groups: Turkey case. M.S., Middle East technical university in Ankara. Prasad, K. V. (2012). A camel model analysis of nationalized banks in India. International journal of trade and commerce-iiartc January, (1), 23-33. Rakocevic, C. (2007). Analysis of the efficiency of banks in Montenegro using the AHP. Journal of the Operational Research Society, 47(3), 980-988. Rezanejad, A. (2009). Financial ratios for evaluation banking performance. Journal of banks and the economy, 110 (6), 50-45. (in Persian) Romana, A. S. (2013). Analysing the financial soundness of the commercial banks in Romania: An approach based on the camels framework. Journal of Procedia Economics and Finance, 6(1), 703 – 712. Ruchi Gupta, C. (2014). An analysis of Indian public sector banks using camel approach. Journal of business and management, 5(16): 94-102. Saaty, T. L. (1990). How to make a decision: the analytic hierarchy process. European Journal of Operational Research, 48(15), 9-26. Sadeghimoghadam, M. & Alibakhshi, R. & Khalili, E. (2014). An Assessment of Selected Mutual Funds in Iran Stock Market Using a Combined Method of TOPSIS, VIKOR and Similarity-Based Approach. Journal of financial research, 17(2), 282-259. (in Persian) Saghafi, A. & Saif, A. (2005). Recognition and Measurement of Financial and fundamental economic variables affecting the health and stability of the banking system in Iran. Journal of Economic Research, 17(3), 65-112. Sandhya, C. V. L. (2014). Camel framework in banks - Indian scenario. Indian journal of applied research, 4(6), 45-59. Sangmi, M. & Tabassum, N (2010). Analyzing Financial Performance of Commercial Banks in India: Application of CAMEL Model. Pakistan Journal Commercial Social Science, 42(11), 45-59. Sarker, A. A. (2005). CAMEL Rating System in the Context of Islamic Banking: A Proposed 'S for Shariah Framework. Journal of Islamic Economics and Finance, 14(1), 78-84 Soltani, M. & Esmaili, M. & Hassanpoor, M. (2013). Evaluating the Performance of Public and Private Banks and Providing Suggestions for Improving the Performance of Them (Case study: Melli, Agriculture, Pasargad and Parsian Bank of Qom). Journal of Basic and Applied Scientific Research, 3(2), 480-487. Sundararajan, V. E. C. & San José, A. (2002). Financial soundness indicators: Analytical aspects and country practices. Washington, International Monetary Fund, Publication Services. Trivedi, A. R. & Elahi, Y.A. (2015). A comparative analysis of performance of public & private sector banks in India through camel rating system. International journal of applied financial management perspectives, 4 (3), 1724-1736. Zebardast, E. (2010). Application of Analytical Hierarchy Process in Urban and Regional Planning. Journals of fine arts, 12(5), 79-90. (in Persian) | ||
آمار تعداد مشاهده مقاله: 2,547 تعداد دریافت فایل اصل مقاله: 1,794 |