بررسی اثرات نامتقارن نسبت کفایت سرمایه بر کارایی بانکی: مقایسه سیستم بانکداری اسلامی و متعارف

نوع مقاله : پژوهشی

نویسندگان

1 دانشجوی دکترا

2 دانشیار اقتصاد دانشگاه پیام نور، تهران

3 دانشگاه پیام نور

چکیده

بانکداری اسلامی به‌عنوان جایگزینی برای شکل متعارف بانکداری ظهور کرده است و در سه دهه گذشته در کشورهای مسلمان و غیر مسلمان به سرعت رشد کرده است. مقاله حاضر با هدف بررسی اثرات نسبت کفایت سرمایه بر کارایی و بانکی انجام شد. این بررسی به تفکیک برای بانک‌های اسلامی و متعارف که مجموعا 51 بانک هستند، برای سال‌های 2012 تا 2017 صورت گرفت. برای تجزیه و تحلیل داده‌ها، از روش کوانتایل استفاده شده است. نتایج گروه متعارف نشان داد که با افزایش کفایت سرمایه کارایی نیز افزایش می‌یابد. همچنین نتایج کوانتایل‌های مورد بررسی نشان می‌دهد که در کوانتایل‌ها (نرخ‌های) بالای کارایی، تاثیر کفایت سرمایه بر کارایی افزایش می‌یابد. به عبارتی با افزایش سطح کارایی، تاثیر کفایت سرمایه بر کارایی نیز افزایش می‌یابد. همچنین نتایج برآورد برای گروه بانکی اسلامی نیز نشان می‌دهد که شاخص کفایت سرمایه تاثیر منفی و معنی‌داری بر کارایی بانکی داشته است، اما در نرخ‌های بالای کارایی، تاثیر منفی شاخص کفایت سرمایه بر کارایی بانکی کاهش یافته است. به عبارتی با افزایش کارایی بانک‌های اسلامی، تاثیرات منفی کفایت سرمایه نیر کاهش یافته است. سایر نتایج این مطالعه نشان داد که فرضیه صفر مبنی بر تقارن نتایج در گروه متعارف تائید شده است است؛ به عبارتی با افزایش سطح کارایی، اثر کفایت سرمایه بر کارایی در کل افزایش یافته است. اما برای گروه اسلامی نتایج بیان‌گر نامتقارن بودن تاثیر کفایت سرمایه بر کارایی بانکی است.

کلیدواژه‌ها


عنوان مقاله [English]

The analysis of asymmetric effects of capital adequacy ratio on banking efficiency: Comparison of Islamic banking system with conventional system’

نویسندگان [English]

  • somyeh naserzade 1
  • asghar abolhasani 2
  • bita shaygani 2
  • samira motaghi 3
1 PHD student
2 Associate Professor of Economics, Payame Noor University, Tehran
3 payam noor
چکیده [English]

Islamic banking is an emerging research in the field of banking studies. Studies can be further expanded due to the lack of extensive research in this area. A major part of this literature includes a comparative study of Islamic banking and its conventional counterparts based on their performance and the subject matter of their legislation. Islamic banking and finance have emerged as an attractive field in academic research over the past decade. Islamic countries are among the developing and less developed countries of the global economic community. With financial assets valued at approximately $ 1.8 trillion worldwide, Islamic banking and finance have led to friction between Islamic and non-Islamic financial markets over the past decade. The growing severity of the recurring financial crises seen in the recent financial crises of 2008-2007 has put a lot of pressure on the conventional financial system and put it back under the microscope. While some have turned their attention to methods and tools for resolving instability in an interest-based system, others are looking for alternative financial systems. In this regard, the Islamic financial system seems to offer a promising path to future financial resilience and stability. So far, however, this view has largely been published mainly in professional circles and has recently become the subject of academic research. Islamic financial institutions act as major hubs in about 75 countries, mainly in the Middle East, Southeast Asia, Bahrain and Malaysia. Islamic financial products have grown rapidly in recent decades in competition with the conventional financial industry in both Muslim and Muslim minority countries. As a non-competitive industry, the Islamic financial industry is becoming a market that can compete in many countries. The growth of Islamic financial services has attracted a great deal of attention from around the world, with nearly 25 percent of Islamic financial institutions operating in non-Muslim countries; At the same time, the conventional banking system has begun to open the windows of Islamic banking around the world, primarily in Europe and North America. In this study, an attempt is made to investigate the effect of capital adequacy index on the efficiency and risk-taking of Islamic and conventional banks for 51 Islamic and conventional banks in the period 2012-2017.
The present article intends to evaluate the effect of capital adequacy on the efficiency and risk-taking of Islamic and conventional banks with an analytical-descriptive approach and examines the role of various indicators in this analysis. The method used in this The research is to provide a model of the quantum method and the software used by Eviews. This study also examined data related to 51 Islamic and conventional banks in 8 countries in the period 2012-2017.
The results of this study showed that in the conventional banking group, the capital adequacy index had a positive and significant effect on efficiency. According to other results, in the Islamic banking group, the capital adequacy index has a negative and significant effect on banking efficiency.
The results of this study show that in the group of conventional banks, efficiency also increases with increasing capital adequacy. The results of the studied quantiles also show that in high quantities (rates) of efficiency, the effect of capital adequacy on efficiency increases. In other words, with increasing the level of efficiency, the effect of capital adequacy on efficiency also increases. Also, the estimation results for the Islamic banking group show that the capital adequacy index has a negative and significant effect on banking efficiency, but at high efficiency rates, the negative impact of the capital adequacy index on banking efficiency has decreased. In other words, with the increase in the efficiency of Islamic banks, the negative effects of capital adequacy have decreased. Also, the results of estimating the risk model for Islamic banks show that the model has a width of origin with a positive sign; Banking variables including net loan to total assets ratio, capital adequacy and total assets, have a negative and significant relationship with the risk of Islamic banks and also the results of risk model estimation for conventional banks show that the model has a width of origin. With a positive sign; Banking variables including net loan to total assets ratio, capital adequacy and total assets, have a negative and significant relationship with the risk of Islamic banks.
Keywords: Islamic Bank, Capital adequacy, Efficiency, Random boundary analysis, Risk.

کلیدواژه‌ها [English]

  • Islamic Bank
  • Capital adequacy
  • Efficiency
  • Random boundary analysis
  • تاریخ دریافت: 30 تیر 1400
  • تاریخ بازنگری: 16 بهمن 1400
  • تاریخ پذیرش: 24 فروردین 1401
  • تاریخ اولین انتشار: 01 دی 1401