مطالعات اقتصاد اسلامی

ارزیابی تأثیر عملکرد مطابق با قانون بانکداری بدون‌ربا در سپرده‌های سرمایه‌گذاری بر کارایی اقتصادی نظام بانکی؛ کاربرد برآوردگر AB N-step GMM در الگوی داده‌های ترکیبی پویا

نوع مقاله : مقاله پژوهشی

نویسندگان

1 استادیار گروه اقتصاد و بانکداری اسلامی، دانشکده اقتصاد، دانشگاه خوارزمی، تهران، ایران

2 دانش‌آموخته کارشناس ارشد بانکداری اسلامی، گروه اقتصاد و بانکداری اسلامی، دانشکده اقتصاد، دانشگاه خوارزمی، تهران، ایران

چکیده

یکی از چالش‌های اساسی در نظام بانکداری بدون‌ربا، افزایش کارایی اقتصادی است. امروزه شاخص کارایی در سازمان‌ها و صنایع گوناگون یکی از اقدامات ضروری به‌‌منظور مقایسه میزان رقابت‌پذیری در صحنه‌ داخلی و خارجی است و بانک‌ها نیز از این قاعده مستثنی نیستند. در این پژوهش ابتدا کارایی فنی، تخصیصی و اقتصادیِ 26 بانک طی سال‌های 94-1385 با روش تحلیل پوششی داده‌ها محاسبه شده است؛ سپس با استفاده از یک تصریح پانلی پویا و برآوردگر گشتاورهای تعمیم­یافتهِ n مرحله­ای آرلانو- باند (AB N-step GMM)، عوامل درون­بانکی و برون­بانکی مؤثر برکارایی بانک‌ها مورد‌بررسی قرار گرفته است. مطابق نتایج به‌دست آمده، رابطه آماری منفی و معنی‌داری میان دارایی‌های ثابت و کارایی‌ بانک‌ها و رابطه آماری مثبت و معنی‌داری میان شاخص‌های تفاوت سودقطعی و علی‌الحساب پرداختی به سپرده‌گذاران (به‌عنوان شاخص عملکرد بانک­ها منطبق بر قانون بانکداری بدون‌ربا)، سطح سرمایه و تسهیلات اعطایی با کارایی بانک‌ها وجود دارد و در مقابل، رابطه آماری معنی‌داری میان تعداد شعب و کارایی بانک‌ها وجود ندارد. همچنین تورم منجر‌به کاهش کارایی و افزایش تولید ناخالص داخلی منجر‌به افزایش کارایی بانکی می­شود. بنابراین با اصلاح ساختار تخصیص منابع بانکی به دارایی­های ثابت بانکی در کنار افزایش سطح سرمایه، ارتقاء سطح تسهیلات و عملکرد منطبق بر قانون بانکداری بدون‌ربا، می­تواند کارایی بانک­ها را به‌نحو قابل توجهی افزایش داد.

کلیدواژه‌ها

عنوان مقاله [English]

The Effect of Matching Behavior to the Usury (Interest) Free Banking System on the Economic Efficiency of Banking System: Application of Arellano-Bond N-Step GMM Estimator in Dynamic Panel Data Model

نویسندگان [English]

  • Mahdi Ghaemi Asl 1
  • Mina Mirhosseini 2

1 Assistant Professor, Economics and Islamic Banking Department, Faculty of Economics, Kharazmi University, Tehran, Iran

2 .A. of Islamic banking, Economics and Islamic Banking Department, Economics Faculty, Kharazmi University, Tehran, Iran

چکیده [English]

Economic efficiency enhancement is one of the main challenges in Usury (Interest) free banking system. Nowadays, Efficiency is one of the essential measures to determine the level of competitiveness in domestic and foreign fields in various industries and organizations; Banks are no exception. In this research, technical, allocative and economic efficiency of 26 banks during the period of 2006 to 2015 is calculated using data envelopment analysis; then, using a dynamic panel specification and Arellano-Bond N-step GMM estimator, the inter-bank and intra-bank factors affecting the efficiency of the banks is examined. According to the results, there is a negative significant relationship between fixed assets and bank efficiency, and there is a positive significant relationship between differences between realized and on account profit (as index of banks performance based on usury (interest) free banking law), capital and loan facilities with bank efficiency; In contrast, there is no significant statistical relationship between the number of branches and efficiency of the banks. Also inflation leads to efficiency reduction and GDP growth leads to efficiency enhancement of the banks. Therefore with the reform of the bank resource allocation to fixed assets and adjustment of bank size (number of branches), In addition to increasing the level of capital, promotion of loan facilities and performance based on usury (interest) free banking law, can significantly increase the efficiency of banks.

کلیدواژه‌ها [English]

  • Economic Efficiency
  • Data Envelopment Analysis
  • Dynamic Panel Data
  • Arellano-Bond N-Step GMM Estimator
  • Usury (Interest) Free Banking System. JEL Classification: C23
  • H21
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مطالعات اقتصاد اسلامی
دوره 12، شماره 1 - شماره پیاپی 23
آبان 1398
صفحه 177-208