منابع رشد بهره‌وری، عوامل مؤثر و رقابت در بازار جذب سپرده بانک‌های تجاری ایران

نوع مقاله : پژوهشی

نویسندگان

1 استاد، دانشگاه شیراز، شیراز، ایران

2 استادیار، دانشکده ادبیات و علوم انسانی دانشگاه خلیج فارس، بوشهر، ایران.

3 دانشکده اقتصاد و مدیریت و علوم اجتماعی دانشگاه شیراز، شیراز، ایران.

چکیده

هدف پژوهش حاضر ارزیابی تغییرات بهره­وری بانک­های تجاری ایران و بررسی عوامل مؤثر بر آن است. به منظور اندازه­گیری تغییرات بهره­وری، از شاخص مالم­کوئیست و روش تحلیل پوششی داده­ها و  به منظور بررسی عوامل مؤثر بر آن، از رگرسیون چند متغیره استفاده شد. دوره زمانی پژوهش شامل یک دوره 8 ساله منتهی به سال 1396 و نمونه مورد بررسی شامل 10 بانک فعال در ایران است. یافته­های پژوهش نشان داد که به طور میانگین واحدهای مورد بررسی با رشد در بهره­وری همراه و این رشد را مدیون رشد کارایی فنی خود هستند. بنابراین، نوسازی نقش فزاینده­ای در بهبود بهره­وری و عملکرد واحدهای مورد بررسی خواهد داشت. البته، از نقش بهبود در کارایی فنی و الگو برداری از واحدای مرجع نیز نباید غافل شد. نتایج دیگر پژوهش نشان داد که اندازه به صورت مستقیم، نسبت هزینه به سود به صورت معکوس و رقابت در بازار جذب سپرده به طور مستقیم می­تواند بهره­وری و عملکرد بانک­ها را تحت تأثیر قرار دهد.

کلیدواژه‌ها

عنوان مقاله [English]

Sources of Productivity Growth, Effective Factors and Competition in the Deposits Market of Commercial Banks in Iran

نویسندگان [English]

  • shokrollah khajavi 1
  • Ali ghayouri moghadam 2
  • zaemeh neamatollahi 3
1 Accouting Department of ,Shiraz University
2 Assistant Prof. of Accounting, Faculty of Literature and Humanities of Persian Gulf University, Bushehr, Iran
3 PhD. of Systems Management, Faculty of Economics and Management and Social Sciences, Shiraz University, Shiraz, Iran.
چکیده [English]

The main purpose of this study is to evaluate the changes in the productivity of commercial banks in Iran and to examine the factors affecting it. Malmquist index and data envelopment analysis were used to measure changes in the productivity, and to evaluate the factors affecting productivity, the multivariate regression was utilized. The research time-period consisted of an 8-year period ending in 2018. The sample consists of 10 operating banks in the banking industry of Tehran Stock Exchange.
The Research findings show that indicate that in total (average of the periods under study) investigated units experienced a growth in productivity and this growth was due to their technical efficiency growth. On the other hand the findings, also, indicate a significant effect of size, the ratio of cost to income and competition in the market of bank deposits on the productivity. And these observed relationships were direct, indirect and direct respectively.

کلیدواژه‌ها [English]

  • performance evaluation
  • data envelopment analysis
  • changes in productivity
  • Malmquist index
  • and competition in the deposits market

مراجع

  1.  

    1. Abbas, M., Hammad, R. S., Elshahat, M. F., & Azid, T. (2015). Efficiency, productivity and Islamic banks: an application of DEA and Malmquist index. Humanomics, 31(1), 118-131.
    2. Abolhasani, S. F. (2010). Investigating effective factors on productivity in agricultural bank branches in mazandaran province by data envelopment analysis (DEA). Master's thesis, Islamic Azad University, Central Tehran Branch. (In Pesian)
    3. Akhigbe, A. and J. McNulty (2005). Profit efficiency sources and differences among small and large U.S. commercial banks. Journal of Economics and Finance.. 29(3 ), 289-299.
    4. Alhassan, A. L., & Asare, N. (2016). Intellectual capital and bank productivity in emerging markets: evidence from Ghana. Management Decision, 54(3), 589-609.
    5. Alirezaei, M. R., & Afsharian, M. (2006). Measuring the presentation of a compilation model for calculating total factor productivity growth from data envelopment analysis models, tourniquet index and productivity growth calculations by the National Iranian Oil Company. Human Sciences Modarres, 3, 137-156. (In Pesian)
    6. Alirezaei, M. R., Afsharian, R., & Analoee, B. (2007). Calculation of total productivity growth by nonparametric models of data envelopment analysis; a case study in the electricity industry. Economic Research, 78, 177-206. (In Pesian)
    7. Alirezaei, M. R., Keshvari, A., & Hashemi, S. M. (2005). Evaluation of productivity growth by malmquist index with data envelopment analysis approach. International Journal of Engineering Sciences, 2, 145-154. (in persian)
    8. Ariff, M., & Can L. (2008). Cost and profit efficiency of Chinese banks: A non-parametric analysis. China Economic Review. 19, 260-273.
    9. Azar, A., & Mutemani, A.R. (2004). Measuring productivity in manufacturing companies by data envelopment analysis models. Daneshvar Behavior,8, 54-41. (In Pesian)
    10. Baltagi, B. H. (2005). Econometric Analysis of Panel Data. Britain: John Wiley & Sons Ltd.
    11. Chiu, Y,. Luo, Z., Chen, Y., Wang, Z., & Tsai, M. (2013). A comparison of operating performance management between Taiwan banks and foreign banks based on the Meta-Hybrid DEA model. Economic Modelling. 33, 433-439.
    12. Cooper, W., Saiford, L., & Ton, K. (2000). Data Envelopment Analysis Models and Applications. Seyyed Ali Mir Hassani (translator). Tehran: Amir Kabir University Press. (In Pesian)
    13. Das.A and S. Ghosh (2009). Financial deregulation and profit efficiency: a non-parametric analysis of Indian banks. MPRA. 1-21.
    14. Delis, M. D., Fillipaki, A. K., Staikouras, C. K. (2008). Evaluating cost and profit efficiency: a comparison of parametric and nonparametric methodologies. MPRA. 1-27
    15. Fallahi, A., Ebrahimi, R., & Ghaderi, S.F. (2011). Measuring efficiency and productivity change in power electric generation management companies by using data envelopment analysis: A case study. Energy. 36, 6398-6405.
    16. Färe, R., Grosskopf, S., Norris, M., & Zhang, Z. (1994). Productivity growth, technical progress, and efficiency change in industrialized countries. American Economic Review. 84 (1), 66–83.
    17. Fazel Yazdi, A., & Moin al-Din, M. (2016). Measuring the efficiency and productivity of Iranian commercial banks using fuzzy topsis combined model, data envelopment analysis. Strategic Management Research, 63, 85-111. (in persian)
    18. Fiordelisi, F., & Molyneux, P. (2010). Total factor productivity and shareholder returns in banking. Omega. 38, 241-253.
    19. Fosu, S. (2013). Capital structure, product market competition and firm performance: Evidence from South Africa. The Quarterly Review of Economics and Finance. 53. 140–151.
    20. González, E., & Gascón, F. (2004). Sources of productivity growth in the Spanish pharmaceutical industry (1994–2000). Research Policy. 33, 735–745.
    21. Guney, Y., Li, L., & Fairchild. R. (2011). The relationship between product market competition and capital structure in Chinese listed firms. International Review of Financial Analysis. 20. 41-51.
    22. Hejazi, R., Anvari Rostami, A. A., & Moghadasi, M. (2008). Total productivity analysis of Iran export development bank and growth of its branches' productivity by using data envelopment analysis. Industrial Management. 1, 50-39. (In Pesian)
    23. Huang, M. Y., & Fu, T.T. (2013) An examination of the cost efficiency of banks in Taiwan and China using the metafrontier cost function, journal of productivity analysis, 40, (3), 387-406.
    24. Isik, I. & Hassan, M. K. (2003). Financial disruption and bank productivity: The 1994 experience of Turkish banks. The Quarterly Review of Economics and Finance. 43, 291-320.
    25. Jahan, N. (2019). Productivity analysis of commercial banks of Bangladesh: a malmquist productivity index approach. International Journal of Economics and Financial Issues, 9(1), 108-115.
    26. Kamarudin, F., Hue, C. Z., Sufian, F., & Mohamad Anwar, N. A. (2017). Does productivity of Islamic banks endure progress or regress? Empirical evidence using data envelopment analysis based Malmquist Productivity Index. Humanomics, 33(1), 84-118.
    27. Liu, S. (2010). Measuring and categorizing technical efficiency and productivity change of commercial banks in Taiwan. Expert Systems with Applications. 37, 2783-2789.
    28. Lotfalipour, M. R., & Razmara, A. (2006). Evaluation of technical efficiency and productivity trends in Iranian industries (case studies of 50 employees and more). Knowledge and Development, 18, 78-55. (in persian)
    29. Mahmoodi, Z., Sayyadi, A. R., & Rajbzadeh Qatari, A. (2016). Presentation of the dynamic model of mines workforce productivity assessment (case study: mineral and industrial complex of the chadormalo). Industrial Management, 8 (2), 308-387. (In Pesian)
    30. Manlagnit, M. C. V. (2011). Cost efficiency, determinants, and risk preferences in banking: A case of stochastic frontier analysis in the Philippines. Journal of Asian Economics, 22, 23-35.
    31. Margaritis, D., & Psillaki, M. (2010). Capital structure and firm performance. Journal of Banking & Finance. 34, 621–632.
    32. Matthews, K., & Zhang N. (2010). Bank productivity in China 1997–2007: Measurement and convergence. China Economic Review. 21, 617–628.
    33. Muthemni, A., Javadzadeh, M., & Tiz-Fahm, M. (2010). Strategic performance assessment of banks. Strategic Management Studies, 1, 141-159. (In Pesian)
    34. Nickell, S. (1996). Competition and corporate performance.  Journal of Political Economy. 104. 724–746.
    35. Rezitis, A.N. (2008). Efficiency and productivity effects of bank mergers: Evidence from the Greek banking industry. Economic Modeling. 25, 236–254.
    36. Schaeck, K., & Cihák, M. (2014). Competition, efficiency, and stability in banking. Financial Management, 43(1), 215-241.
    37. Seifert, L. M., & Zhu, J. (1998). Identifying excesses and deficits in Chinese industrial productivity (1953-1990): a Weighted Data Envelopment Analysis Approach. Omega. 26(2), 279-296.
    38. Shahabi Nejad, V., Shahabi Nejad, H., & Sistani, Y. (2015). Performance measurement and comparison of productivity growth among Iran Meli Bank branches in Kerman province using data envelopment analysis. Financial and Economic Policies, 12, 124-105. (In Pesian)
    39. Srairi, S. A. (2010). Cost and profit efficiency of conventional and Islamic banks in GCC countries.J. Prod Anal, 34, 45-62.
    40. Sufian, F. (2014). Which element bank total factor productivity is more representative: technological progress or efficiency change? Vision: The Journal of Business Perspective, 18(1), 9-22.
    41. Tavari, M., Sokkian, M.A., & Mirnezhad, S.A. (2008). Identification and prioritization of factors affecting manpower productivity using madm techniques (case study: one of the chinese garment manufacturing companies in yazd province). Industrial Management, 1 (1), 71-88. (In Pesian)
    42. Tziogkidis, P., Matthews, K., & Philippas, D. (2018). The effects of sector reforms on the productivity of Greek banks: a step-by-step analysis of the pre-Euro era. Annals of Operations Research, 266(1-2), 531-549.
    43. Zara Najahed, M., & Yousefi Hajiabad, R. (2009). Assessing the productivity of productiont factors in maskan bank using malmquist's productivity index. Money & Economy, 2, 117-144. (In Pesian)

     

فصلنامه مطالعات مدیریت راهبردی
دوره 10، شماره 39
آذر 1398
صفحه 19-43

فایل ها

سابقه مقاله

  • تاریخ دریافت: 04 مرداد 1398
  • تاریخ بازنگری: 24 مهر 1398
  • تاریخ پذیرش: 19 آذر 1398

هم رسانی

ارجاع به این مقاله

آمار