مدلسازی ساختاری تفسیری ریسک در نهادهای مالی با تأکید بر شرکت‌های تأمین سرمایه
فرزین رضایی
1
(
عضو هیات علمی دانشگاه آزد اسلامی واحد قزوین
)
سارا سلطان دوست
2
(
گروه حسابداري، واحد قزوین، دانشگاه آزاد اسلامی، قزوین، ایران.
)
حسین کاظمی
3
(
دانشگاه آزاد اسلامی قزوین
)
کیومرث بیگلر
4
(
گروه حسابداری، واحد قزوین، دانشگاه آزاد اسلامی، قزوین، ایران.
)
کلید واژه: مدیریت ریسک, نهادهای مالی, شرکت‌های تأمین سرمایه,
چکیده مقاله :
هدف تحقیق مدلسازی ساختاری تفسیری ریسک در نهادهای مالی با تأکید بر شرکت‌های تأمین سرمایه است. این پژوهش از لحاظ هدف کاربردی، از لحاظ ماهیت اکتشافی است. مشارکتکنندگان در تحقیق را صاحبنظران شرکت‌ها تأمین سرمایه به تعداد 14 نفر تشکیل میدادند که با استفاده از نمونهگیری هدفمند از نوع قضاوتی انتخاب شدند. در پردازش اطلاعات از روش تحلیل اثرات متقابل ساختاری نرم‌افزار MICMAC استفاده شد. براساس نتایج به دست آمده 15 معیار (کمیته ریسک، مدیریت ریسک بازار، مدیریت ریسک اعتباری، مدیریت ریسک سیستمی، مدیریت نظارتی، عوامل ریسک اعتباری، عوامل ریسک نقدینگی، عوامل ریسک بازار، عوامل ریسک‌های عملیاتی، انعطاف پذیری، کیفیت اعتبار و نرخ‌های نکول، شرایط مقرراتی، شرایط مدیریتی، شوک‌های سیاست پولی، سیاست‌های حاکمیتی در 6 سطح دسته بندی شدند. مدیریت ریسک در شرکت‌های تأمین سرمایه‌ها باید به‌عنوان یک عامل حیاتی در فعالیت‌های آن‌ها در نظر گرفته شود. این شرکت‌ها باید استراتژی‌ها و سیاست‌های مناسبی را برای شناسایی، ارزیابی و کنترل ریسک‌ها اتخاذ کنند.
چکیده انگلیسی :
Abstract The aim of the research is to structurally model the interpretation of risk in financial institutions, with an emphasis on investment companies. This study is applied in terms of its objective and exploratory in nature. The participants in the research consisted of 14 experts from investment companies, selected through purposive sampling of a judgmental type. The MICMAC software was used for processing the information through structural interaction analysis. Based on the results obtained, 15 criteria were categorized into 6 levels (risk committee, market risk management, credit risk management, systemic risk management, regulatory management, credit risk factors, liquidity risk factors, market risk factors, operational risk factors, flexibility, credit quality and default rates, regulatory conditions, managerial conditions, monetary policy shocks, and governance policies). Risk management in investment companies should be considered a vital factor in their activities. These companies must adopt appropriate strategies and policies for identifying, assessing, and controlling risks.
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