تحلیل عدم قطعیت‌های موثر بر عملکرد نظام بانکی با بهره‌گیری از مدل کملز (CAMELS) و تحلیل شبکه‌های اجتماعی (SNA) (مطالعه موردی: بانک صادرات ایران)

محورهای موضوعی : مدیریت صنعتی

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

تاریخ دریافت : 1400/02/23 تاریخ پذیرش : 1401/02/11 تاریخ انتشار : 1401/03/18

کلید واژه: "تحلیل شبکه های اجتماعی (SNA)", " عدم قطعیت", "مدل عملکرد کملز (CAMELS)", "عملکرد نظام بانکی",

چکیده مقاله :

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.

چکیده انگلیسی:

The performance of the Iranian banking system with a set of challenges takes place in an unstable environment with high uncertainty. The aim of this study is to identify and assess existing and uncertainties affecting the performance of the banking system based on the international indicators of CAMELS to determine the category of critical uncertainties. In this study, an attempt has been made to use a new approach in assessing the uncertainty of the banking system by embedding a social network analysis approach in the KAMELZ performance evaluation model. For this purpose, the future uncertainties of the banking system in terms of the importance of uncertainties in the communication network between them using the SNA social network analysis approach based on the concepts of centrality in the communication network Uncertainties using USINET software It was analyzed and drawn using Net Draw software and critical uncertainties were extracted. Then, the impact of uncertainties on the performance of the banking system is categorized through the Significance-Performance Matrix (IPM). Based on the research findings, the poor economic performance of inflation, exchange rate, tightening of sanctions and increase in financial costs, political instability and its effect on overdue claims of the public and non-governmental sector, digital transformation in the blockchain banking industry and Digital money and government intervention in the allocation of resources and bank management are critical uncertainties for the Iranian banking system

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