تأثیر نااطمینانی اقتصادی و ریسک اعتباری بر وام دهی بانک های پذیرفته شده در بورس اوراق بهادار تهران با استفاده از روش گشتاورهای تعمیم یافته (GMM)
الموضوعات : فصلنامه اقتصاد محاسباتی
هادی جان زاد پریجایی
1
,
غلامعلی حاجی
2
,
احمد سرلک
3
1 - مدیر دانشجویی دانشگاه مازندران
2 - عضو هیات علمی دانشگاه آزاد اسلامی واحد اراک
3 - هیات علمی
الکلمات المفتاحية: نااطمینانی اقتصادی, ریسک اعتباری, وام دهی, بانک های پذیرفته شده در بورس اوراق بهادار تهران,
ملخص المقالة :
در اقتصاد امروز، بانکها به عنوان پل ارتباطی میان بخش‌های واقعی و مالی، نقشی حیاتی ایفا می‌کنند. بانکها با سازماندهی مدیریت جریان‌های مالی، تسهیل مبادلات را ممکن می‌سازند و به توسعه بازارها و رونق اقتصاد کمک می‌کنند. با این حال، عوامل مختلفی بر عملکرد بانکها در زمینه اعطای وام تأثیرگذار است. این مطالعه به بررسی تأثیر دو عامل کلیدی، یعنی نااطمینانی اقتصادی و ریسک اعتباری، بر تصمیمات وام‌دهی بانک‌های منتخب در بورس تهران می‌پردازد. در این پژوهش، داده‌های ۱۰ بانک در بازه زمانی ۱۳۹۲ تا ۱۴۰۱ مورد تحلیل قرار گرفت. با بکارگیری روش گشتاورهای تعمیم یافته برآورد مدل نشان می دهد که نااطمینانی اقتصادی تأثیر قابل توجهی بر رفتار وام‌دهی بانکها ندارد؛ در حالی که ریسک اعتباری به طور معناداری باعث کاهش تمایل بانکها به اعطای وام شده است. این یافته‌ها حاکی از آن است که بانکها در رویارویی با ریسک اعتباری، رویکرد محتاطانه‌تری در وام‌دهی اتخاذ می‌کنند.
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