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رتبهبندی اعتباری مستقل بانکهای کشور | ||
مدیریت صنعتی | ||
مقاله 4، دوره 10، شماره 4، 1397، صفحه 575-606 اصل مقاله (876.69 K) | ||
نوع مقاله: مقاله علمی پژوهشی | ||
شناسه دیجیتال (DOI): 10.22059/imj.2018.262015.1007461 | ||
نویسندگان | ||
محمدرضا پارسافرد* 1؛ سعید شیرکوند2؛ رضا تهرانی3؛ سیدمجتبی میرلوحی4 | ||
1دانشجوی دکتری، گروه مدیریت مالی، پردیس البرز دانشگاه تهران، تهران، ایران | ||
2استادیار، گروه مدیریت مالی، دانشکده مدیریت دانشگاه تهران، تهران، ایران. | ||
3استاد، گروه مدیریت مالی، دانشکده مدیریت دانشگاه تهران، تهران، ایران | ||
4استادیار، 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 | ||
رتبهبندی اعتباری مستقل؛ روش پرامته؛ صنعت بانکداری؛ روش دلفی فازی | ||
عنوان مقاله [English] | ||
Standalone Credit Rating of the Country's Banks | ||
نویسندگان [English] | ||
M.Reza Parsafard1؛ Saed shirkavand2؛ Reza Tehrani3؛ S.Mojtaba Mirlohi4 | ||
1Ph.D. Candidate, Department of Financial Management, Alborz Campus, University of Tehran, Tehran, Iran | ||
2Assistant Prof., Department of Financial Management, Faculty of Management, University of Tehran, Tehran, Iran | ||
3Prof., Department of Financial Management, Faculty of Management, University of Tehran, Tehran, Iran | ||
4Assistant 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 | ||
مراجع | ||
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