بررسي رابطه بين ريسك پذيري و عملكرد بانك ها مطالعه موردي: شعب بانك ملي استان آذربايجان غربي

The Relationship between Risk-Taking Behavior and Bank Performance: A Case Study of Bank Melli Iran Branches in the West Azarbaijan Province of Iran

هدف اين پژوهش بررسي رابطه بين ريسك پذيري و عملكرد شعب بانك ملّي استان آذربايجان غربي مي‌باشد. براي بررسي عملكرد شعب، از شاخص سودآوري نسبت سود به درآمد شعب استفاده گرديد. در اين پژوهش تمامي شعب بانك ملّي (92 شعبه) در سطح استان آذربايجان غربي در طي دوره 6 ساله از سال 1384 تا 1389 مورد بررسي قرار گرفت و دو مدل براي بررسي رابطه بين ريسك پذيري و عملكرد بانك ها ارايه گرديد. در مدل اول ريسك پذيري فردي و در مدل دوم ريسك پذيري سازماني به عنوان متغير مستقل مورد استفاده قرار گرفتند و از متغيرهاي سن و مدرك تحصيلي مديران، تعداد پرسنل شعب، مانده تسهيلات و سپرده ها و درصد مطالبات معوق نيز به عنوان متغيرهاي كنترل استفاده شد. يافته هاي تحقيق نشان داد كه بين ريسك پذيري فردي، سازماني و عملكرد رابطه خطي مثبت و معني داري وجود دارد. متغيرهاي كنترلي سن از مدل اول و درصد مطالبات معوق از مدل دوم به علت بالابودن سطح معني داري ضرايب رگرسيوني حذف گرديدند و نتايج مربوط به متغيرهاي كنترلي باقي مانده نشان از رابطه مثبت و معني دار بين مانده تسهيلات و سپرده ها با نسبت سود به درآمد شعب و رابطه منفي و معني دار بين پرسنل شعب و مدرك تحصيلي مديران با شاخص سودآوري مورد استفاده در اين پژوهش دارد.

The purpose of this study is to investigate the relationship between risk-taking behavior and performance of Bank Melli Iran branches located in the West Azerbaijan province of Iran. The performance is measured by the profitability index, i.e. profit-to-income ratio in the Bank Melli Iran branches of the West Azerbaijan province. The research data covers all the branches in the area within a six-year period, from 2005 to 2010. A couple of models were formulated to depict the relationship. The individual risk-taking behavior was taken as the independent variable in the first model while and the organizational risk-taking was the independent variable of the second one. Meanwhile, the age and educational degrees of the branch managers, staff number of the branch, balances of facilities and deposits as well as the percentage of the pending collections were considered as the controlling variables. Findings illustrated that both individual and organizational risk-taking behavior of the bank managers positively and significantly affect the performance of bank branches in a linear way. The controlling variables of “age” (in the first model) and “pending collections percentage” (in the second model) were omitted due to high regression coefficient regression. Other controlling variables indicted a positive relationship between “balances of facilities and deposits” and the “profit-to-income ratio”. Yet, the results asserted a negative and meaningful relationship between the number of staff and the managersʹ educational degrees from one side and the profitability index used in this research from the other side.