ارزیابی عملکرد بانک های تجاری ایران روش: الگوریتم بوت استرپ

نوع مقاله : علمی

نویسندگان

1 استاد گروه اقتصاد، دانشکده اقتصاد، دانشگاه علامه طباطبایی، تهران، ایران

2 دانشجوی دکتری اقتصاد، دانشکده اقتصاد دانشگاه علامه طباطبایی، تهران، ایران

چکیده

ارزیابی اقتصاد کشورهای مختلف جهان نشان می­دهد که بانک­ها نقش شریان اقتصادی کشورها را دارند و اقتصاد ایران نیز از این قاعده نه تنها مستثنی نیست بلکه اقتصاد ایران، اقتصاد بانک محور است؛ لذا بررسی عملکرد بانک­های ایران نقش بسیار مهمی در سیاستگذاری­های آتی دارد. این مطالعه با هدف بررسی عملکرد مجموعه بانک­های تجاری ایران در بازه زمانی 1394-1380 انجام شده است. یافته­های تحقیق نشان می­دهد که نوع بازدهی به مقیاس بانک­های تجاری ایران در بازه زمانی مذکور ثابت بوده است و الگوریتم بوت استرپ باعث کاهش متوسط کارایی در بازه زمانی مذکور شده است به طوریکه در این بازه با اعمال الگوریتم بوت استرپ، مجموعه بانک­های تجاری ایران در تمامی سال­ها ناکارا بوده است. بوت استرپ باعث کاهش 4 درصدی متوسط کارایی شده است، همچنین باعث کاهش تورش و واقعی­تر شدن نمرات کارایی شده است. بهترین عملکرد بانک­های تجاری مربوط به سال 1387 و بدترین عملکرد مربوط به سال 1380 بوده است. بوت استرپ باعث می­شود تا نمرات کارایی را رتبه بندی نمود. این امکان در حالت عدم استفاده از الگوریتم وجود نداشت. ارزیابی دقیق عملکرد بانکی می­تواند باعث اصلاح بانکی شود.

کلیدواژه‌ها


عنوان مقاله [English]

Evaluation of Performance of Iranian Commercial Banks Method: Bootstrap Algorithm

نویسندگان [English]

  • Seyedmohammadreza Seyednourani 1
  • Morteza Ebadi 2
1 Professor, Department of Economics, Faculty of Economics, Allameh Tabataba'i University, Tehran, Iran
2 PhD student, Faculty of Economics, Allameh Tabatabai University
چکیده [English]

The assessment of the economies of different countries of the world indicates that banks play the role of economic arteries of countries and Iran's economy is not only an exception to this rule, but Iran's economy is a bank-oriented economy; therefore, the study of the performance of Iranian banks plays a very important role in future policies. This research was done by aim investigating the performance of a set of commercial banks in Iran during the period of 1394-1380. The findings of the research indicate that the type of return to scale of the commercial banks of Iran during the mentioned period is constant and the Bootstrap algorithm has caused a decrease in the average efficiency over the mentioned time period so that by applying the Bootstrap algorithm, set of  Iranian commercial banks has been inefficient for all years. The Bootstrap has reduced the average performance by 4%, and has also reduced bias and has caused more realistic performance scores. The best performance of commercial banks was in 1387 and the worst performance was in the year 1380. The Bootstrap algorithm makes it possible to rank the performance scores, which was not possible in the absence of the algorithm. A exact assessment of banking performance can lead to bank reform.

کلیدواژه‌ها [English]

  • Bank
  • Data Envelopment Analysis
  • Efficiency
  • Bootstrap
  • Kolmogorov-Smirnov Test
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