طراحی الگوی سنجش ثبات مالی با استفاده از رویکرد ساخت معیارهای ترکیبی (CCI)

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشجوی کارشناسی ارشد رشته مدیریت مالی دانشگاه جامع امام حسین(ع) دانشکده مدیریت و برنامه ریزی مرکز بودجه و مالی

2 استادیار، دانشکده مدیریت و اقتصاد، دانشگاه جامع امام حسین (ع)، تهران، ایران.

چکیده

ثبات مالی یکی ازموضوعات مهمی است که در دو دهه اخیر به طور فزاینده ای مورد توجه سیاستگذاران قرار گرفته است. کنترل و بهبود ثبات مالی نیازمند سنجش آن است. بر این اساس هدف پژوهش حاضر «طراحی الگویی برای اندازه‌گیری ثبات مالی در نظام مالی ایران» است. از نظر هدف توسعه ای- کاربردی و از نظر روش شناسی دارایی رویکرد کمی، از نوع پیمایشی- دلفی است که در دو مرحله تحلیل محتوای ادبیات و دلفی انجام شد. رویکرد شاخص سازی این پژوهش از نوع ساخت شاخص های ترکیبی (CCI) است که در سه مرحله انجام شد. در مرحله اول با استفاده از تکنیک تحلیل محتوا، مولفه ها و شاخص ها استخراج شده در ادامه با استفاده از تکنیک دلفی نسبت به نهایی سازی الگوی سنجش و وزن دهی اقدام شده است. جامعه آماری تحقیق شامل خبرگان و نخبگان حوزه بانکداری است که با استفاده از روش نمونه گیری هدفمند-قضاوتی تعداد 14 نفر به عنوان پنل خبرگان دلفی انتخاب شدند، و اجماع در دو راند دلفی حاصل گردید. یافته ها نشان داد که الگوی سنجش ثبات مالی دارای پنج بعد (کیفیت نهادی، سلامت بانکی، اقتصاد کلان، بازار سرمایه و شکنندگی مالی)، و 21 مولفه است. از میان ابعاد مورد بررسی بعد کیفیت نهادی و سلامت بانکی مهمترین ابعاد هستند.

کلیدواژه‌ها

موضوعات


عنوان مقاله [English]

Designing a financial stability measurement model using the approach of constructing composite criteria (CCI).

نویسندگان [English]

  • Bahadour Ahmadifar 1
  • Mahmood Solgi 2
1 Master's student in the field of financial management, Imam Hossein University (AS), Faculty of Management and Planning, Budget and Finance Center
2 Emam Hossein
چکیده [English]

Financial stability is one of the important topics that has been increasingly paid attention to by policymakers in the last two decades. Controlling and improving financial stability requires its measurement. Based on this, the aim of the current research is to "design a model for measuring financial stability in Iran's financial system". In terms of developmental-applicative goal and in terms of asset methodology, it is a quantitative approach, of survey-Delphi type, which was done in two stages of literature content analysis and Delphi. The indexing approach of this research is the construction of composite indices (CCI), which was done in three stages. In the first stage, using the content analysis technique, the extracted components and indicators have been used to finalize the measurement and weighting model using the Delphi technique. The statistical population of the research includes experts and elites in the field of banking, 14 people were selected as a Delphi expert panel using the purposeful-judgemental sampling method, and a consensus was reached in two Delphi rounds. The findings showed that the financial stability measurement model has five dimensions (institutional quality, banking health, macro economy, capital market and financial fragility), and 21 components. Institutional quality and banking health are the most important dimensions among the dimensions examined.

کلیدواژه‌ها [English]

  • Financial stability
  • Institutional qualit
  • Capital Market
  • Banking system
  • Macroeconomics
  • Construction of composite criteria
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