مدل تخصیص بهینه تسهیلات با تاکید بر کیفیت کارایی بانکی

نوع مقاله : مقاله پژوهشی

نویسندگان

1 گروه مدیریت صنعتی، واحد اصفهان (خوراسگان)، دانشگاه آزاد اسلامی، اصفهان، ایران.

2 گروه ریاضی، واحد اصفهان (خوراسگان)، دانشگاه آزاد اسلامی، اصفهان، ایران.

چکیده
هدف: تضمین رشد اقتصادی پایدار از وظایف کلیدی هر کشور است و تسهیلات بانکی با حمایت از واحدهای تولیدی، نقش محرکی در این رشد ایفا می‌کنند. با این‌حال، افزایش معوقات‌بانکی می‌تواند ثبات اقتصادی را تهدید کرده و منجر به رکود شود. این پژوهش با هدف ارایه مدلی بهینه برای تخصیص تسهیلات در بانک‌های خصوصی و کاهش معوقات انجام شده است.
روش‌شناسی پژوهش: برای تحلیل داده‌های مرتبط با تسهیلات اعطایی و عوامل موثر بر معوقات، از روش‌های آماری پیشرفته شامل رگرسیون چندگانه گام‌به‌گام، پانل دیتا و رگرسیون لجستیک استفاده شده است. این روش‌ها به شناسایی دقیق متغیرهای تاثیرگذار کمک کرده‌اند.
یافته‌ها: مدل ارایه‌شده، یک چارچوب ترکیبی است که هم‌زمان شاخص‌های درون‌بانکی، درون‌شرکتی و اقتصادی را در‌نظر می‌گیرد. این مدل می‌تواند به‌عنوان ابزاری راهبردی برای بهینه‌سازی تخصیص تسهیلات، کاهش معوقات و بهبود ثبات اقتصادی در بانک‌های خصوصی ایران مورداستفاده قرار گیرد.
اصالت/ارزش‌افزوده علمی: این پژوهش نشان می‌دهد که مدیریت هوشمند تسهیلات با در‌نظر گرفتن عوامل چندبعدی، می‌تواند بهره‌وری بانک‌ها را افزایش داده و از ریسک‌های اعتباری بکاهد. مدل پیشنهادی می‌تواند مبنای تصمیم‌گیری مدیران بانکی برای دستیابی به رشد اقتصادی پایدار باشد.

کلیدواژه‌ها


عنوان مقاله English

Optimal loan allocation model with emphasis on reducing non-performing loans in private banks

نویسندگان English

Ahmad Abbasi 1
Abdollah Hadi Vencheh 2
Ali Jamshidi 2
1 Department of Industrial Management, Isfahan (Khorasgan) Branch, Islamic Azad University, Isfahan, Iran.
2 Department of Mathematics, Isfahan (Khorasgan) Branch, Islamic Azad University, Isfahan, Iran.
چکیده English

Purpose: Sustainable economic growth is a key national priority, with bank loans serving as a critical driver by financing production units. However, rising Non-Performing Loans (NPLs) jeopardize economic stability and could trigger recessions. This study proposes an optimized loan allocation model for private banks, aiming to minimize NPLs while enhancing resource efficiency.
Methodology: Using statistical techniques, including stepwise multiple regression, panel data analysis, and logistic regression, the study examines loan disbursement data, NPL ratios, and their determinants across three dimensions: bank-specific, firm-level, and macroeconomic factors.
Findings: The capital surplus-to-assets ratio, capital adequacy, financial soundness, and equity ratios significantly reduce NPLs and enhance allocation efficiency. At the firm level, industry sector, credit history, loan purpose, and banking relationship history all directly shape default risk, with industry type and credit history being the most critical factors in determining credit risk. Macroeconomic variables, including government debt, unemployment, economic growth, and the share of loans in investments, also systematically influence NPL trends and banks' capacity to allocate resources.
Originality/Value: This research presents a comprehensive and actionable model for Iran's private banks, integrating multi-level indicators to optimize lending decisions and enhance credit risk management. The model equips bank managers with a strategic tool to improve operational efficiency and support economic stability.

کلیدواژه‌ها English

Loan allocation model
Reducing non-performing loans
Private banks
Regression methods
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