تحلیل عدم قطعیت‌های موثر بر عملکرد نظام بانکی با بهره‌گیری از مدل کملز (CAMELS) و تحلیل شبکه‌های اجتماعی (SNA) (مطالعه موردی: بانک صادرات ایران)
الموضوعات :
soheila azadeh
1
,
ahmad aslizadeh
2
,
morteza khakzar befroei
3
1 - Department of in Industrial Management (System Management), Islamic Azad University, tehran. Iran
2 - Department of Management, School of Management and Accounting, Islamic Azad University, Imam Khomeini Memorial Branch, Shahreray, tehran, Iran
3 - Department of Industrial Engineering, Research Institute for Technology Development, University Jihad and University of Science and Culture, tehran. Iran
تاريخ الإرسال : 01 الخميس , شوال, 1442
تاريخ التأكيد : 30 الأحد , رمضان, 1443
تاريخ الإصدار : 09 الأربعاء , ذو القعدة, 1443
الکلمات المفتاحية:
"تحلیل شبکه های اجتماعی (SNA)",
" عدم قطعیت",
"مدل عملکرد کملز (CAMELS)",
"عملکرد نظام بانکی",
ملخص المقالة :
عملکرد نظام بانکی ایران با مجموعه‌ای از چالش‌ها در محیطی ناپایدار و با عدم قطعیت بالا اتفاق می‌افتد. هدف این پژوهش شناسایی و ارزیابی عدم قطعیت‌های موجود و موثر بر عملکرد نظام بانکی بر مبنای شاخص‌های بین‌المللی کملز برای تعیین دسته عدم قطعیت‌های بحرانی است. مدل‌های موجودِ ارزیابی عدم قطعیت، هر عدم قطعیت و اثر و اهمیت آن در عملکرد را به صورت مجرد و بدون توجه به شبکه ارتباطی میان عدم قطعیت‌های مختلف موجود در سیستم بررسی می‌کنند و از طرفی در صورتی بکار گرفته می‌شوند که تعداد عدم قطعیت‌های شناسایی شده محدود باشد. در این پژوهش تلاش شده است با تعبیه رویکرد تحلیل شبکه اجتماعی در مدل ارزیابی عملکرد نظام بانکی کملز، رویکرد جدیدی در ارزیابی عدم قطعیت نظام بانکی ارائه شود. برای این منظور عدم قطعیت‌های آینده نظام بانکی از نظر میزان اهمیتشان در شبکه ارتباطی با استفاده از رویکرد تحلیل شبکه‌های اجتماعی SNA با استفاده از نرم افزار Ucinet مورد تجزیه و تحلیل قرار گرفت و با کمک نرم افزار Net Draw ترسیم و عدم قطعیت های بحرانی استخراج گردید. سپس میزان تاثیر عدم قطعیت‌ها در عملکرد نظام بانکی از طریق ماتریس اهمیت-عملکرد (IPM) دسته‌بندی شده است. بر مبنای یافته‌های پژوهش وضعیت نامناسب شاخص‌های اقتصادی تورم و نرخ ارز، تشدید تحریم‌ها و افزایش هزینه‌های مالی، بی‌ثباتی سیاسی و اثر آن بر مطالبات معوق بخش دولتی و غیردولتی، تحول دیجیتال در صنعت بانکداری بلاکچین و پول دیجیتال و دخالت دولت در تخصیص منابع و مدیریت بانک، عدم قطعیت‌های بحرانی پیش‌روی نظام بانکی ایران می باشند.
المصادر:
Alihosseini, S., Keshavarz Turk, E., Goudarzi, G., Fazli, S., Bayat, R. (2019). Identifying Future Trends and Scenarios of Iran's Banking-System. Public Policy, 5(1), 33-58. Doi: 10.22059/ppolicy.2019.71574.
Angell, R. J., Heffernan, T. W., & Megicks, P. (2008). Service quality in postgraduate education. Quality Assurance in Education, 16(3), 236–254.
Bairamzadeh, S., Rajabi Nohouji, M. (2019), Exploring Future Scenarios of Electronic Banking in Iran. Public Policy, 5(2), 9-24. Doi: 10.22059/ppolicy.2019.72270
Bastan, M.; Akbarpour, S. and Ahmadvand, A. M. (2019), Simulation of the profitability paradox of Iranian commercial banks: A model based on the system dynamics approach. Monetary and financial economics research. 26 (17). 197-242 https://doi.org/10.22067/pm.v26i17.65314 ] In Persian[.
Berglund, T., & Mäkinen, M. (2018). Do banks learn from financial crisis? The experience of Nordic banks. Research in International Business and Finance.
Bagheri, A., Musazadeh, M. and Adabi- Firuzjani, M. (2018). Digital Economics: Dimensions and Characteristics. Assistance of Infrastructure and Productive Affairs of the Research Center of the Islamic Consultative Assembly, serial number 16210, ] In Persian[.
Bastan, M., Bagheri Mazrae, M., & Ahmadvand, A. (2016). Dynamics of banking soundness based on CAMELS rating system. Paper presented at the the 34th International Conference of the System Dynamics Society. Delft, Netherlands.
(2017). Top 10 Trends in Banking. Available from https://www.capgemini.com/wpcontent/uploads/2017/07/banking_trends_2017_web_version.pdf
Divandari, A. (2016). Exploring a Model for Selecting Marketing Strategies in Commercial Banking Based on Customer Equity. Journal of Business Management, 8(1), 25.
Dincer, H., Gulsah Gencer, Nazife Orhan, Kevser Sahinba. (2011). A Performance Evaluation of the Turkish Banking Sector after the Global Crisis via CAMELS Ratio. Procedia - Social and BehavioralSciences, 24 (1530-1545), https://doi.org/10.1016/j.sbspro.2011.09.051 .
Daher Bashatweh, A., ProfEmad Yousif AhmedFaculty of Business & Finance. (2020). Financial Performance Evaluation of the commercial banks in Jordan: Based on the CAMELS Framework. International Journal of Advanced Science and Technology, 29, (05), 985-994.
Ebrahimi, S. and Ostad; M. Ch Madani Zadeh. (2016). An investigation of the performance of financial accelerators in the role of financial markets in achieving sustainable economic growth and job-creating in the medium term future of Tehran: Higher Institute of Education and Research of Management and planning,] In Persian[.
(2013). Building the bank of 2030 and beyond, the themes that will shape it. Available from https://www.ey.com/Publication/vwLUAssets/EY_-_Building_the_bank_of_2030_and_beyond/$FILE/EY-Building-the-bank-of-2030-and-beyond.pdf
Fattahi, Sh.; Rezaei, M. and Jahed, T. (2017). The Impact of Banking Health on the Profitability of Commercial Banks: Threshold Panel Regression Approach. Financial Management Strategy, 5 (1), 29-50 Doi: 10.22051/jfm.2017.13943.1279, ] In Persian[ .
Farahmand Moin, H. (2018). Non-sanctions barriers in the development of Iran's banking relations with other countries, Research Center of the Islamic Consultative Assembly of Iran, ] In Persian[.
Gross, M., Población, J. (2019). Implications of Model Uncertainty for Bank Stress Testing. Financ Serv Res, 55, 31–58, https://doi.org/10.1007/s10693-017-0275-4.
Gholizadeh Zavoshti, M., Safar Fazli, Einolah Keshavarz Turk, Asghar Ebnerasoul, (2018). Scenarios for banks and financial institutions affiliated to the armed forces of the Islamic Republic of Iran In the face of sanctions on the banking system, Quarterly Journal Defensive Future Studies, 3(8), 107-140. http/magiran.com/p1947113
Hosseini, Kh.; Lashkar Boluki, H. and Farrokhi, F. (2012). Alternative Approaches to Strategic Design in Uncertainty, an Analytical-Comparative Approach. Public Management Research, 5 (18), 45-63,] In Persian[ .
Hu, S., Gong, D. (2019). Economic policy uncertainty, prudential regulation and bank lendin. Finance Research Letters, 29, 373-378, https://doi.org/10.1016/j.frl.2018.09.004.
Keneth, K. (2018). Iran Sanctions. Federation of American Scientists, Congressional Research Service.
Karimi, M., Toloie Esglaghi, A., Pilevari, N., & Radfar, R. (2019). Identifying key variables in banking service and product under uncertainty. Iranian journal of management sciences, 14(54), 40-59.
Khazaei, S. and Rashidardeh, H. (2016). Identifying the effective and strategic factors on the future of the banking industry, Management and Development Process, 29(3),71-104,] In Persian[.
I & Shin, Y, J. (2018). Fintech: Ecosystem, business models investment decisions and challenges. Journal of business horizons, 61. 35-46.
Monetary and Banking Research Institute, (2016). Research Project for Assessing the Status and Perspective of the Financial Market, ] In Persian[ .
Masoodi, O., Khan, G., Shahid, M., Aktan, B. (2016). Predicting Islamic Banks performance Through CAMELS Rating Model, Banks and bank systems. 12-24.
Mojab, R. (2016). Banking Health and Fields of Banking Crisis in Iran's Economy in Assessing the Perspective of Tehran's Financial Markets: Higher Education and Research Institute of Management and Planning,] In Persian[ .
Mossberger, K., Tolbert, C., & S. McNeal, R. S. (2007). Digital Citizenship: The Internet, Society, and Participation. London, England: MIT Press
Najafi, F.; Mahmoudzadeh, A. and Einian, M. (2016). Analyzing the cash flow of the banks in the role of financial markets in achieving sustainable and job-creating economic growth in the medium term future of Tehran: Higher Education and Research Institute of Management and Planning, ] In Persian[ .
Nili, F and Fatemi, F. (2015). Financing system in Iran, study of the financial structure of economic enterprises, Tehran, Iran Chamber of Commerce, Industries, Mines and Agriculture (ICCIMA), ] In Persian[ .
Naqvi, B., Rizvi, S. K. A., Uqaili, H. A., & Chaudhry, S. M. (2018). What enables Islamic banks to contribute in global financial reintermediation?. Pacific-Basin Finance Journal, 52, 5-25.
Parhizkar, A. and rouhani, A. (2015). Pathology of the banking system, investigating the independence of the supervisor from the banking network. Research Center of the Islamic Republic of Iran Assembly. ] In Persian[ .
Roman, A., Alina Camelia Şargu. (2013). Analysing the Financial Soundness of the Commercial Banks in Romania: An Approach based on the Camels Framework, Procedia Economics and Finance, (6), 703-712, https://doi.org/10.1016/S2212-5671(13)00192-5.
Ramezani, S M; Khroshadizadeh, M. and Mohammadi Yusho, A. (2017). Presenting a model to evaluate and predict the health of selected Iranian banks using CAMELS indicators. Economic Researches and Policies, 25(82). https://www.sid.ir/fa/Journal/ViewPaper.aspx?id=298751 , ] In Persian[ .
Sudani, A. (2017). Ranking Banks and Financial Institutes Based on CAMELS International Indices. Monetary-Banking Research. Quarterly Journal of Monetary-Banking Research, 10 (31), 141-171,] In Persian[ .
Shaddady, A., Tomoe Moore. (2019). Investigation of the effects of financial regulation and supervision on bank stability: The application of CAMELS-DEA to quantile regressions, Journal of International Financial Markets, Institutions and Money, 58, (96-116) https://doi.org/10.1016/j.intfin.2018.09.006.
Strategic Plan of Iran’s Bank Saderat. (2016-2017). General Department of Research and Planning,] In Persian [
Strategic Plan of Iran’s Bank Saderat - Explaining the Road-map of Iran’s Bank Saderat, Strategic Goals and proceedings. (2017-2021). ] In Persian[
Shahoseini, M. A., Nazari, M., & Hashemi, M. S. (2015). Analyzing the marketing strategies of Iranian private banks during the recession of 91 & 92, Iranian journal of Management Sciences, 9(33), 125-145.
Schaffers, H., Komninos, N., Pallot, M., Trousse, B., Nilsson, M., & Oliveira, A. (2011, May). Smart cities and the future internet: Towards cooperation frameworks for open innovation. In The future internet assembly (pp. 431-446). Springer, Berlin, Heidelberg.
Sarker¸A. A. (2006). CAMELS Rating System in the Context of Islamic Banking: A Proposed for Shariah Framwork. Journal of Islamic Economic, Bnking and finance. July-December, 250-259.
Wu, J., Huimin Li, Dazhi Zheng, Xiaoyan Liu. (2020). Economic uncertainty or financial uncertainty? An empirical analysis of bank risk-taking in Asian emerging markets. Finance Research Letters, 10, 15-42. https://doi.org/10.1016/j.frl.2020.101542.
_||_
Alihosseini, S., Keshavarz Turk, E., Goudarzi, G., Fazli, S., Bayat, R. (2019). Identifying Future Trends and Scenarios of Iran's Banking-System. Public Policy, 5(1), 33-58. Doi: 10.22059/ppolicy.2019.71574.
Angell, R. J., Heffernan, T. W., & Megicks, P. (2008). Service quality in postgraduate education. Quality Assurance in Education, 16(3), 236–254.
Bairamzadeh, S., Rajabi Nohouji, M. (2019), Exploring Future Scenarios of Electronic Banking in Iran. Public Policy, 5(2), 9-24. Doi: 10.22059/ppolicy.2019.72270
Bastan, M.; Akbarpour, S. and Ahmadvand, A. M. (2019), Simulation of the profitability paradox of Iranian commercial banks: A model based on the system dynamics approach. Monetary and financial economics research. 26 (17). 197-242 https://doi.org/10.22067/pm.v26i17.65314 ] In Persian[.
Berglund, T., & Mäkinen, M. (2018). Do banks learn from financial crisis? The experience of Nordic banks. Research in International Business and Finance.
Bagheri, A., Musazadeh, M. and Adabi- Firuzjani, M. (2018). Digital Economics: Dimensions and Characteristics. Assistance of Infrastructure and Productive Affairs of the Research Center of the Islamic Consultative Assembly, serial number 16210, ] In Persian[.
Bastan, M., Bagheri Mazrae, M., & Ahmadvand, A. (2016). Dynamics of banking soundness based on CAMELS rating system. Paper presented at the the 34th International Conference of the System Dynamics Society. Delft, Netherlands.
(2017). Top 10 Trends in Banking. Available from https://www.capgemini.com/wpcontent/uploads/2017/07/banking_trends_2017_web_version.pdf
Divandari, A. (2016). Exploring a Model for Selecting Marketing Strategies in Commercial Banking Based on Customer Equity. Journal of Business Management, 8(1), 25.
Dincer, H., Gulsah Gencer, Nazife Orhan, Kevser Sahinba. (2011). A Performance Evaluation of the Turkish Banking Sector after the Global Crisis via CAMELS Ratio. Procedia - Social and BehavioralSciences, 24 (1530-1545), https://doi.org/10.1016/j.sbspro.2011.09.051 .
Daher Bashatweh, A., ProfEmad Yousif AhmedFaculty of Business & Finance. (2020). Financial Performance Evaluation of the commercial banks in Jordan: Based on the CAMELS Framework. International Journal of Advanced Science and Technology, 29, (05), 985-994.
Ebrahimi, S. and Ostad; M. Ch Madani Zadeh. (2016). An investigation of the performance of financial accelerators in the role of financial markets in achieving sustainable economic growth and job-creating in the medium term future of Tehran: Higher Institute of Education and Research of Management and planning,] In Persian[.
(2013). Building the bank of 2030 and beyond, the themes that will shape it. Available from https://www.ey.com/Publication/vwLUAssets/EY_-_Building_the_bank_of_2030_and_beyond/$FILE/EY-Building-the-bank-of-2030-and-beyond.pdf
Fattahi, Sh.; Rezaei, M. and Jahed, T. (2017). The Impact of Banking Health on the Profitability of Commercial Banks: Threshold Panel Regression Approach. Financial Management Strategy, 5 (1), 29-50 Doi: 10.22051/jfm.2017.13943.1279, ] In Persian[ .
Farahmand Moin, H. (2018). Non-sanctions barriers in the development of Iran's banking relations with other countries, Research Center of the Islamic Consultative Assembly of Iran, ] In Persian[.
Gross, M., Población, J. (2019). Implications of Model Uncertainty for Bank Stress Testing. Financ Serv Res, 55, 31–58, https://doi.org/10.1007/s10693-017-0275-4.
Gholizadeh Zavoshti, M., Safar Fazli, Einolah Keshavarz Turk, Asghar Ebnerasoul, (2018). Scenarios for banks and financial institutions affiliated to the armed forces of the Islamic Republic of Iran In the face of sanctions on the banking system, Quarterly Journal Defensive Future Studies, 3(8), 107-140. http/magiran.com/p1947113
Hosseini, Kh.; Lashkar Boluki, H. and Farrokhi, F. (2012). Alternative Approaches to Strategic Design in Uncertainty, an Analytical-Comparative Approach. Public Management Research, 5 (18), 45-63,] In Persian[ .
Hu, S., Gong, D. (2019). Economic policy uncertainty, prudential regulation and bank lendin. Finance Research Letters, 29, 373-378, https://doi.org/10.1016/j.frl.2018.09.004.
Keneth, K. (2018). Iran Sanctions. Federation of American Scientists, Congressional Research Service.
Karimi, M., Toloie Esglaghi, A., Pilevari, N., & Radfar, R. (2019). Identifying key variables in banking service and product under uncertainty. Iranian journal of management sciences, 14(54), 40-59.
Khazaei, S. and Rashidardeh, H. (2016). Identifying the effective and strategic factors on the future of the banking industry, Management and Development Process, 29(3),71-104,] In Persian[.
I & Shin, Y, J. (2018). Fintech: Ecosystem, business models investment decisions and challenges. Journal of business horizons, 61. 35-46.
Monetary and Banking Research Institute, (2016). Research Project for Assessing the Status and Perspective of the Financial Market, ] In Persian[ .
Masoodi, O., Khan, G., Shahid, M., Aktan, B. (2016). Predicting Islamic Banks performance Through CAMELS Rating Model, Banks and bank systems. 12-24.
Mojab, R. (2016). Banking Health and Fields of Banking Crisis in Iran's Economy in Assessing the Perspective of Tehran's Financial Markets: Higher Education and Research Institute of Management and Planning,] In Persian[ .
Mossberger, K., Tolbert, C., & S. McNeal, R. S. (2007). Digital Citizenship: The Internet, Society, and Participation. London, England: MIT Press
Najafi, F.; Mahmoudzadeh, A. and Einian, M. (2016). Analyzing the cash flow of the banks in the role of financial markets in achieving sustainable and job-creating economic growth in the medium term future of Tehran: Higher Education and Research Institute of Management and Planning, ] In Persian[ .
Nili, F and Fatemi, F. (2015). Financing system in Iran, study of the financial structure of economic enterprises, Tehran, Iran Chamber of Commerce, Industries, Mines and Agriculture (ICCIMA), ] In Persian[ .
Naqvi, B., Rizvi, S. K. A., Uqaili, H. A., & Chaudhry, S. M. (2018). What enables Islamic banks to contribute in global financial reintermediation?. Pacific-Basin Finance Journal, 52, 5-25.
Parhizkar, A. and rouhani, A. (2015). Pathology of the banking system, investigating the independence of the supervisor from the banking network. Research Center of the Islamic Republic of Iran Assembly. ] In Persian[ .
Roman, A., Alina Camelia Şargu. (2013). Analysing the Financial Soundness of the Commercial Banks in Romania: An Approach based on the Camels Framework, Procedia Economics and Finance, (6), 703-712, https://doi.org/10.1016/S2212-5671(13)00192-5.
Ramezani, S M; Khroshadizadeh, M. and Mohammadi Yusho, A. (2017). Presenting a model to evaluate and predict the health of selected Iranian banks using CAMELS indicators. Economic Researches and Policies, 25(82). https://www.sid.ir/fa/Journal/ViewPaper.aspx?id=298751 , ] In Persian[ .
Sudani, A. (2017). Ranking Banks and Financial Institutes Based on CAMELS International Indices. Monetary-Banking Research. Quarterly Journal of Monetary-Banking Research, 10 (31), 141-171,] In Persian[ .
Shaddady, A., Tomoe Moore. (2019). Investigation of the effects of financial regulation and supervision on bank stability: The application of CAMELS-DEA to quantile regressions, Journal of International Financial Markets, Institutions and Money, 58, (96-116) https://doi.org/10.1016/j.intfin.2018.09.006.
Strategic Plan of Iran’s Bank Saderat. (2016-2017). General Department of Research and Planning,] In Persian [
Strategic Plan of Iran’s Bank Saderat - Explaining the Road-map of Iran’s Bank Saderat, Strategic Goals and proceedings. (2017-2021). ] In Persian[
Shahoseini, M. A., Nazari, M., & Hashemi, M. S. (2015). Analyzing the marketing strategies of Iranian private banks during the recession of 91 & 92, Iranian journal of Management Sciences, 9(33), 125-145.
Schaffers, H., Komninos, N., Pallot, M., Trousse, B., Nilsson, M., & Oliveira, A. (2011, May). Smart cities and the future internet: Towards cooperation frameworks for open innovation. In The future internet assembly (pp. 431-446). Springer, Berlin, Heidelberg.
Sarker¸A. A. (2006). CAMELS Rating System in the Context of Islamic Banking: A Proposed for Shariah Framwork. Journal of Islamic Economic, Bnking and finance. July-December, 250-259.
Wu, J., Huimin Li, Dazhi Zheng, Xiaoyan Liu. (2020). Economic uncertainty or financial uncertainty? An empirical analysis of bank risk-taking in Asian emerging markets. Finance Research Letters, 10, 15-42. https://doi.org/10.1016/j.frl.2020.101542.
