بررسي تاثير ثبات در صنعت بانكداري بر ميزان كارايي سيستم بانكي اقتصاد ايران

Investigating the effect of stability in the banking industry on the efficiency of the banking system of the Iranian economy

ﻣﻄﺎﻟﻌﻪ ﺣﺎﺿﺮ ﺑﻪ ﺑﺮرﺳﯽ ﺗﺄﺛﯿﺮ ﺛﺒﺎت در ﺻﻨﻌﺖ ﺑﺎﻧﮑﺪاري ﺑﺮ ﻣﯿﺰان ﮐﺎراﯾﯽ ﺳﯿﺴﺘﻢ ﺑﺎﻧﮑﯽ اﻗﺘﺼﺎد اﯾﺮان ﺑﺎ اﺳﺘﻔﺎده از اﻟﮕﻮي اﻗﺘﺼﺎدﺳﻨﺠﯽ ﺗﻐﯿﯿﺮ رژﯾﻢ ﻣﺎرﮐﻮف ﺳﻮﺋﯿﭽﯿﻨﮓ، ﻃﯽ ﺳﺎلﻫﺎي 1363 ﺗﺎ 1397 ﻣﯽﭘﺮدازد. ﻧﺘﺎﯾﺞ ﻧﺸﺎن ﻣﯽدﻫﺪ ﮐﻪ ﺑﺎ وﻗﻮع ﺷﻮكﻫﺎي ﻣﻨﻔﯽ ﻧﻔﺘﯽ، درآﻣﺪﻫﺎي ارزي اﻗﺘﺼﺎد اﯾﺮان ﮐﺎﻫﺶ ﯾﺎﻓﺘﻪ و ﺑﺎ وﺟﻮد ﻧﻮﺳﺎﻧﺎت ﻧﺮخ ارز و اﻓﺰاﯾﺶ رﯾﺴﮏ اﻋﺘﺒﺎري و ﻧﺮخ ﺗﻮرم، ﮐﺎراﯾﯽ ﺳﯿﺴﺘﻢ ﺑﺎﻧﮑﯽ اﻗﺘﺼﺎد اﯾﺮان ﮐﺎﻫﺶ ﯾﺎﻓﺘﻪ اﺳﺖ ﮐﻪ در ﻧﻬﺎﯾﺖ ﺑﻪ ﺧﺎﻃﺮ ﺑﺎﻻ ﺑﻮدن رﯾﺴﮏ ﻓﻌﺎﻟﯿﺖ ﺑﺎﻧﮑﺪاري )رﯾﺴﮏ اﻋﺘﺒﺎري( و اﻧﺘﻘﺎل اﯾﻦ رﯾﺴﮏ ﺑﻪ ﺳﺎﯾﺮ ﺑﺨﺶﻫﺎي ﭘﻮﻟﯽ و ﻣﺎﻟﯽ، اﻓﺰاﯾﺶ ﻫﺰﯾﻨﻪ و ﭘﯿﭽﯿﺪه ﺷﺪن ﻓﺮآﯾﻨﺪ درﯾﺎﻓﺖ ﺗﺴﻬﯿﻼت، ﺗﺤﻤﯿﻞ اﯾﻦ ﻫﺰﯾﻨﻪ ﺑﻪ ﺳﺎﯾﺮ ﺗﺴﻬﯿﻼت و ﮐﺎﻫﺶ ﺗﻮان ﺗﺄﻣﯿﻦ اﻋﺘﺒﺎر، اﻧﺤﺮاف و ﻋﺪم ﺗﺤﻘﻖ اﻫﺪاف ﺗﺴﻬﯿﻼت، اﺧﺘﻼل در ﺳﯿﺴﺘﻢ ﭘﻮﻟﯽ و ﺑﺎﻧﮑﯽ ﮐﺸﻮر، ﮐﺎﻫﺶ ﮐﺎراﯾﯽ ﺳﯿﺴﺘﻢ ﺑﺎﻧﮑﯽ و ﻋﺪم ﺗﺨﺼﯿﺺ ﺑﻬﯿﻨﻪي ﻣﻨﺎﺑﻊ ﻣﺎﻟﯽ ﺑﻪ ﺑﺨﺶﻫﺎي ﻣﻮرد ﻧﯿﺎز، ﻧﻘﺾ ﺣﻘﻮق ﺳﭙﺮدهﮔﺬاران، ﺑﺪﺑﯿﻨﯽ ﮐﺎرﮔﺰاران اﻗﺘﺼﺎدي ﺑﻪ ﺳﯿﺴﺘﻢ ﭘﻮﻟﯽ و ﺑﺎﻧﮑﯽ و اﻓﺰاﯾﺶ ﻧﺎاﻣﯿﺪي ﻧﺴﺒﺖ ﺑﻪ آﯾﻨﺪه، ﺗﻀﯿﯿﻊ ﺣﻘﻮق ﺑﺎﻧﮏﻫﺎ ﺗﻮﺳﻂ اﺷﺨﺎص ذيﻧﻔﻮذ و ﻣﻤﺎﻧﻌﺖ از ورود اﯾﻦ ﻣﻨﺎﺑﻊ ﺑﻪ ﻋﺮﺻﻪﻫﺎي ﺗﻮﻟﯿﺪي اﻗﺘﺼﺎد ﻣﻨﺠﺮ ﺑﻪ ﺑﯽﺛﺒﺎﺗﯽ درآﻣﺪ ﺑﺎﻧﮏﻫﺎ و در ﻧﻬﺎﯾﺖ ﮐﺎﻫﺶ ﮐﺎراﯾﯽ ﺳﯿﺴﺘﻢ ﺑﺎﻧﮑﯽ ﺷﺪه اﺳﺖ ﮐﻪ اﮔﺮ اﯾﻦ ﻣﺸﮑﻼت ﺑﺮﻃﺮف ﺷﻮد دﯾﮕﺮ دﻟﯿﻠﯽ ﺑﺮاي ﺑﯽﺛﺒﺎﺗﯽ ﺑﺎﻧﮏﻫﺎ وﺟﻮد ﻧﺪارد.

The present study was conducted to examine the effect of banking stability on banking system efficiency in Iran's economy by using the Markov switching econometric model during 1984 - 2019. Results indicated a decline in foreign exchange earnings resulting from negative oil shocks to Iran's economy, which led to lower banking system efficiency of the Iranian economy due to exchange rate volatility and higher credit risk. Finally, some issues have led to the revenue instability of Iranian banks. The issues are as follows: high risk of banking activity (credit risk) and its impact on other financial and monetary sectors, high cost and complexity of the lending process, high cost of loans and low funding sources, bad debts, and failure to achieve goals of facilities, disrupted monetary and banking systems, low banking system efficiency, lack of optimal allocation of financial sources to essential sectors, violation of depositors' rights, mistrust of economic agents in monetary and banking system, no trust in future, violation of banks' rights by influential persons, and prevention of financial resources entering to production sector of the economy. Instability problems will be solved if the issues mentioned above are solved.