نویسندگان
1 دانش آموخته دکتری رشته مدیریت مالی، گروه مدیریت، دانشگاه تهران، تهران، ایران
2 استاد، گروه مدیریت، دانشکده مدیریت، دانشگاه تهران، تهران، ایران
3 استادیار، گروه مدیریت، دانشکده مدیریت، دانشگاه صنعتی شاهرود، شاهرود، ایران
چکیده
بانک ها به عنوان یکی از نهادهای مالی تأثیرگذار در اقتصاد، عملکرد مالی و پایداری مالی آنها مورد توجه بسیاری از دولتها است. همچنین اینکه در شرایط بحران مالی رابطه عملکرد مالی و پایداری مالی بانک‌ها چگونه عمل می‌کند بسیار حائز اهمیت است. لذا بنا به ضرورت این تحقیق با هدف بررسی تأثیر معیارهای عملکرد مالی بر پایداری مالی بانک‌ها در شرایط بحران مالی در میان بانک‌های پذیرفته شده در بورس اوراق بهادار تهران به انجام رسید. نمونه مورد مطالعه در این تحقیق شامل 11 بانک (کلیه بانک‌ها) پذیرفته شده در بورس اوراق بهادار تهران برای یک دوره شش ساله از 1392 تا 1397 بود. تجزیه و تحلیل اطلاعات و فرضیههای پژوهش با استفاده از رگرسیون ترکیبی توسط نرم‌افزار EViews10 انجام گرفت. تجزیه و تحلیل فرضیه‌ها با استفاده از روش حداقل مربعات تعمیم‌یافته (EGLS) در سطح اطمینان 95 درصد نشان داد که بازده دارایی‌ها و بازده حقوق صاحبان سهام تأثیر مثبت و معناداری بر پایداری مالی بانک‌ها دارند. همچنین در شرایط بحران مالی بازده حقوق صاحبان سهام منجر به افزایش پایداری مالی بانک‌ها می‌گردد.
کلیدواژه‌ها
عنوان مقاله [English]
Investigating the Impact of Financial performance metrics on Financial Stability of Banks in the Financial Crisis
نویسندگان [English]
- Mohammad Ali Yousefi Ghaleh Roudkhani 1
- Reza Tehrani 2
- Seyed Mojtaba Mirlouhi 3
1 PhD student in Financial Management, Department of Management, University of Tehran, Tehran, Iran
2 Professor, Department of Management, Faculty of Management, University of Tehran, Tehran, Iran
3 Assistant Professor, Department of Management, Faculty of Management, Shahroud University of Technology, Shahroud, Iran
چکیده [English]
Banks as one of the influential financial institutions in the economy, their financial performance and financial stability are considered by many governments. How the relationship between bankschr('39') financial performance and financial stability works in times of financial crisis is also very important. Therefore, due to the necessity of this study, the purpose of investigating the effect of financial performance criteria on the financial stability of banks in the financial crisis among banks listed on the Tehran Stock Exchange was conducted. The sample studied in this research included 11 banks (all banks) listed on the Tehran Stock Exchange for a period of six years from 1392 to 1397. Data analysis and research hypotheses were performed using combined regression by EViews10 software. Hypothesis analysis using the Generalized Least Squares (EGLS) method at 95% confidence level showed that return on assets and return on equity have a positive and significant effect on the financial stability of banks. Also, in times of financial crisis, the return on equity leads to an increase in the financial stability of banks.
کلیدواژه‌ها [English]
- Bank
- Financial Crisis
- financial performance
- Financial Stability
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