تاثير ادغام بر كارايي بانك ها در ايران

The Merging and the efficiency of banking industry in Iran

هدف اصلي اين پژوهش، بررسي عوامل موثر بر كارايي صنعت بانكداري در ايران است. بدين روي، براي اندازه گيري كارايي به دو روش ناپارامتري (DEA) و پارامتري (SFA)، داده هاي ترازنامه بانك هاي تجاري، تخصصي و خصوصي در دوره1380-1384 را مورد استفاده قرار داده ايم. در روش ناپارامتري نتايج حاصل ميانگين كارايي اقتصادي، تخصيصي و فني سيستم بانكي در دوره مورد بررسي به ترتيب برابر با 56 درصد، 77 درصد و 72 درصد است. در روش پارامتري متوسط كارايي سيستم بانكي در دوره مورد بررسي 34 درصد است. براساس نتايج مدل برآورد عوامل موثر بر كارايي نشان مي دهد كه كارايي بانك ها با اندازه بانك، دارايي كل و تمركز رابطه منفي و با تعداد شعب، نيروي انساني تحصيل كرده، نسبت هاي تسهيلات به دارايي، ريسك اعتباري، سرمايه به دارايي و شاخص بانكداري الكترونيكي رابطه مثبت دارد. ادغام بانك ها در شرايطي موجب افزايش كارايي مي شود كه بانك ناكاراتر در بانك كاراتر ادغام شود.

The main goal of this paper is to identify the factors affecting the efficiency of banking industry in Iran. Towards this ends, two methods namely, Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA) have been employed to investigate the issue in detail. The data needed for this study covers the period of 2001 to 2005 and are compiled from balance sheets of commercial banks, specialized banks and also from private banks. The results obtained by the application of DEA method indicate that in terms of economic, allocation, and technical consideration, the average efficiency of banking sectors has been in the order of 56%, 77% and 72%, respectively. In the SFA method, the overall average efficiency of banking system is estimated to be around 34%. the results of our model and its coefficient estimates indicate that the efficiency of banking industry is inversely related to the size of the banks, its overall assets and concentration index while factors such as number of bank branches, its skilled and educated labor force, loan to asset ratio, ratio of credit risk to asset, and e-banking index have a positive impact on efficiency index of banking industry. Promotion of efficiency in the banking sectors can be ensured only when the non viable banks are taking over by acquisition or merging practices.