تأثیر آستانه‌ای اسلامیت محیط بر کاهش ریسک بخش بانکی در کشورهای اسلامی:روش رگرسیون انتقال ملایم تابلویی (PSTR)

نوع مقاله : مقاله علمی پژوهشی

نویسندگان

1 دانش پژوه دکتری، اقتصاد اسلامی، مؤسسه آموزش عالی علوم انسانی اسلامی، دانشگاه بین‌المللی المصطفی، قم، ایران

2 استادیار، دانشکده اقتصاد، دانشگاه علامه طباطبایی، تهران، ایران

چکیده

اهمیت فزاینده تأمین مالی مبتنی بر شریعت در سیستم‌های بانکی، تحقیقات علمی را در مورد عوامل شکل‌دهنده نحوه رفتار، نحوه رقابت با بانک‌های معمولی و نحوه واکنش بانک‌های اسلامی به ریسک‌ها و شوک‌های مختلف برانگیخته است. براساس‌این، هدف اصلی مقاله حاضر بررسی تأثیر اسلامی بودن محیط بر مقاوم‌سازی و کاهش ریسک بخش بانکی در کشورهای دارای سیستم بانکداری اسلامی است. این مقاله فرض می‌کند که ثبات بانک‌های اسلامی با درجه اسلامی بودن محیط فعالیت آنها ارتباط تنگاتنگی دارد. برای آزمون این فرضیه، از داده‌های شانزده کشور منتخب دارای سیستم بانکداری اسلامی شامل عربستان، قطر، فلسطین، پاکستان، عمان، نیجریه، مالزی، لیبی، لبنان، اردن، ایران، اندونزی، مصر، برونئی، بحرین و افغانستان؛ طی دوره زمانی فصل اول سال 2019 تا فصل سوم سال 2022 استفاده شده است. روش تجزیه‌وتحلیل داده‌ها مبتنی بر روش رگرسیون انتقال ملایم تابلویی (PSTR) است. یافته‌های تحقیق نشان می‌دهد اسلامیت محیط در هر دو رژیم، اثرات مثبت بر افزایش ثبات بانکی در کشورهای موردبررسی داشته است؛ به‌طوری‌که میزان اثرگذاری در رژیم دوم نسبت به رژیم اول بیشتر است. براساس‌این، نتیجه‌گیری می‌شود اسلامیت محیط به‌صورت ناکامل توانسته اثرات مثبت خود بر افزایش ثبات‌بخش بانکی را ایفا نماید و به‌منظور تقویت این اثرگذاری نیاز است تا میزان تطابق محیط فعالیت بانک‌ها با اصول شریعت توسعه پیدا کند.

کلیدواژه‌ها

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