تأثیر غیرخطی نقدینگی و پرداخت بدهی بر سودآوری بانک‌ها در عراق

الموضوعات :

کیومرث شهبازی ¹ (استاد اقتصاد، دانشکده اقتصاد و مدیریت، دانشگاه ارومیه، ارومیه، ایران، (نویسنده مسئول) پست الکترونیکی: [e-mail])
محمد علی مهدی عبد ² (دانشجوی دکتری اقتصاد مالی، دانشکده اقتصاد و مدیریت، دانشگاه ارومیه، ایران، پست الکترونیکی: [e-mail])

تاريخ الإرسال : 15 السبت , ربيع الأول, 1445 تاريخ التأكيد : 24 السبت , جمادى الثانية, 1445 تاريخ الإصدار : 29 السبت , رجب, 1445

الکلمات المفتاحية: سودآوری, نقدینگی, پرداخت بدهی, مؤسسات اقتصادی,

ملخص المقالة :

هدف این مقاله ارزیابی تاثیر غیرخطی شاخص‌های نقدینگی و توان پرداخت بدهی بر بازده دارایی با استفاده از روش رگرسیون انتقال ملایم پنلی در دوره ی زمانی 2020-2011 است.. شاخص‌های نقدینگی شامل نسبت دارایی‌های جاری به کل سپرده‌ها، نسبت کل وام‌های اعطاء شده به کل سپرده‌ها و نسبت کل وام‌های اعطا شده به کل دارایی‌ها بوده و شاخص‌های توان پرداخت بدهی شامل نسبت بدهی و نسبت پوشش بهره است. نتایج نشان می دهد تأثیر همه شاخص ها بر بازده دارایی‌ها غیرخطی است. مقدار و چگونگی اثرگذاری متغیرهای مستقل بر بازده دارایی‌ها در سطوح مختلف آن متفاوت است به گونه ای که اثرگذاری متغیرهای مستقل قبل و بعد از مقدار آستانه‌ای 0586/1 متفاوت است. براساس نتایج، سیاستگذاران بانکی می‌توانند برای دستیابی به سودآوری بانک‌ها براساس میزان بازده دارایی، مقدار بهینه نقدینگی را انتخاب کنند.

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