رتبه‌بندی اعتباری مستقل بانک‎های کشور

نوع مقاله: مقاله علمی پژوهشی

نویسندگان

1 دانشجوی دکتری، گروه مدیریت مالی، پردیس البرز دانشگاه تهران، تهران، ایران

2 استادیار، گروه مدیریت مالی، دانشکده مدیریت دانشگاه تهران، تهران، ایران.

3 استاد، گروه مدیریت مالی، دانشکده مدیریت دانشگاه تهران، تهران، ایران

4 استادیار، گروه مدیریت، دانشکده صنایع و مدیریت، دانشگاه صنعتی شاهرود، شاهرود، ایران

چکیده

هدف: هدف این پژوهش، رتبه‌بندی اعتباری مستقل بانک‎ها از منظر سپرده‌گذاران (ذی‎نفعان خارجی بانک) در راستای ایفای تعهد آنهاست.
روش: برای تحقق این هدف، با استفاده از مدل‌های رتبه‌بندی مؤسسه‎های مرجع و سیستم رتبه‌بندی کملز (کفایت سرمایه، کیفیت دارایی‌ها، مدیریت، سودآوری، نقدینگی، حساسیت)، شاخص‌های رتبه‌بندی شناسایی شدند، سپس از طریق روش دلفی فازی به تعیین شاخص‌های رتبه‌بندی اقدام شد و با استفاده از روش پرامته (روش ساختاریافته رتبه‌بندی ترجیحی برای غنی‎سازی ارزیابی‌ها) بانک‎ها رتبه‌بندی شدند.
یافته‎ها: در نهایت، پس از انتخاب 32 شاخص بر اساس نتایج روش دلفی فازی، با توجه به نظر خبرگان وزن زیرمعیارها یکسان در نظر گرفته شد. نمونه پژوهش، 21 بانک دارای مجوز از بانک مرکزی ایران و پذیرفته شده در بورس اوراق بهادار تهران و فرابورس ایران، در بازه زمانی 1391 تا 1395 است.
نتیجه‎گیری: با توجه به نتایج پژوهش، از میان بانک‎های بررسی‎شده کشور، بانک خاورمیانه از نظر رتبه اعتباری در جایگاه نخست و بانک آینده در جایگاه آخر قرار دارد.

کلیدواژه‌ها


عنوان مقاله [English]

Standalone Credit Rating of the Country's Banks

نویسندگان [English]

  • M.Reza Parsafard 1
  • Saed shirkavand 2
  • Reza Tehrani 3
  • S.Mojtaba Mirlohi 4
1 Ph.D. Candidate, Department of Financial Management, Alborz Campus, University of Tehran, Tehran, Iran
2 Assistant Prof., Department of Financial Management, Faculty of Management, University of Tehran, Tehran, Iran
3 Prof., Department of Financial Management, Faculty of Management, University of Tehran, Tehran, Iran
4 Assistant Prof., Department of Financial Management, Faculty of Industrial Engineering & Management, Shahrood University of Technology, Shahrood, Iran
چکیده [English]

Objective: The purpose of this research is to assess the standalone credit rating of banks from the perspective of depositors (bank's external stakeholders) to fulfill their commitments.
Methods: For this purpose, using ranking models of the standard grand agencies and the CAMELS (Capital Adequacy, Asset Quality, Management, Earnings, Liquidity and Sensitivity) rating system, the ranking indexes were identified, and then applying a fuzzy Delphi method the ranking indices were determined and the banks were rated using the PROMETHEE method (Preference Ranking Organization Method for Enrichment of Evaluations).
Results: Finally, 32 indicators were selected based on the results of the fuzzy Delphi method and according to experts, the weights of the sub-criteria were considered the same. The Banks, which are used as samples in this research, include  21 banks with permission from the central bank of Iran and accepted in the Tehran Stock Exchange and Over-The-Counter Market of Iran. The banks were evaluated based on their activities  from 2012 to 2016.
Conclusion: Based on the rating outcome, Khavaremiane Bank is considered with the highest credit rank, and the Ayande bank is in the worst situation (the least credit rank) among these banks.
 

کلیدواژه‌ها [English]

  • Stand-alone Credit Rating
  • PROMETHEE
  • Banking Industry
  • Fuzzy Delphi Method
آقایی، رضا؛ آقایی، اصغر؛ محمد حسینی ناجی‎زاده، رامین (2015). شناسایی و رتبه‌بندی شاخص‌های کلیدی مؤثر بر نگهداری و تعمیرات چابک با استفاده از رویکرد دلفی فازی و دیمتل فازی (مطالعۀ موردی: صنعت خودروسازی ایران). نشریه مدیریت صنعتی، 7(4)، 641-672.‎

احمدی، پرویز و حاج محمدحسینی، مارال (1393). رتبه‌بندی عملکرد بانک‌های خصوصی پذیرفته شده در بورس اوراق بهادار تهران با استفاده از رویکرد ترکیبی FANP و معیارهای تصمیم‎گیری چند شاخصه بر اساس کارت امتیازی متوازن. مهندسی مالی و مدیریت اوراق بهادار، 5(18)، 57-79.

ارضاء، امیرحسین؛ قاسم پور، شیوا. (1396). رتبه‎بندی بانک‎های خصوصی ایران بر اساس مدل کملز با استفاده از رویکرد ترکیبی فرایند تحلیل سلسله‎مراتبی و آراس. راهبرد مدیریت مالی، 5(3)، 99-118.

اصغرپور، محمدجواد (1394). تصمیم‌گیری‌های چند معیاره. تهران: انتشارات دانشگاه تهران.

بارگاهی، مهدی (1393). استفاده از شاخص‎های مالی برای رتبه‎بندی بانک‎های خصوصی ایران. (پایان‎نامه کارشناسی ارشد)، دانشگاه آزاد اسلامی واحد تهران مرکزی.  

بختیاری، اسحاق (1395). ارزیابی عملکرد و رتبه‌بندی بانک‌ها با استفاده از تکنیک‌های MCDM مطالعه موردی: بانک‌های تجاری دولتی و بانک‌های تخصصی دولتی. (پایان‎نامه کارشناسی ارشد)، دانشگاه خوارزمی.  

حسن قاسمی جلیل؛ کاظمی، عالیه و حسین زاده، مهناز (2016). گسترش عملکرد کیفیت (QFD) با استفاده از مدل برنامه‌ریزی خطی فازی. نشریه مدیریت صنعتی، 8(2)، 241-262.‎

خنیفر، حسین؛ بزاز، زینب؛ تهرانی، رضا؛ محقق‌نیا، محمدجواد (1394). بررسی و مقایسه عملکرد بانک‎های دولتی و خصوصی بر اساس مدل CAMEL. مدیریت فرهنگ سازمانی، 13(2)، 437-461.

فیضی، عمار و سلوکدار، علیرضا (1393). ارزیابی عملکرد صنعت بانکداری با رویکرد ترکیبی کارت امتیازی متوازن ـ تاپسیس فازی (FTOPSIS-BSC). مهندسی مالی و مدیریت اوراق بهادار، 5(20)، 57-78.

 

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