ارائه مدل ساختاری انواع ریسک در بانک‌ها با استفاده از رویکرد مدل‌سازی ساختاری تفسیری فازی

نوع مقاله : علمی - پژوهشی

نویسندگان

1 دانشیار، گروه مدیریت صنعتی، دانشگاه شهید بهشتی، تهران، ایران.

2 استادیار، گروه مدیریت بازرگانی، دانشگاه لرستان، لرستان، ایران.

3 کارشناسی ارشد مدیریت بازرگانی، دانشگاه لرستان، لرستان، ایران.

4 دانشجوی دکتری اقتصاد، دانشگاه رازی، کرمانشاه، ایران.

چکیده

بخش بانکی را می­توان در اقتصاد ایران مهم­ترین پل ارتباطی میان عرضه و تقاضای­ منابع پولی دانست از طرفی تجربیات دهه­های اخیر در بازارهای مالی و به‌ویژه بانک­های کشورهای مختلف نشان‌دهنده‌ی افزایش اهمیت مدیریت ریسک در فعالیت­های مالی است. لذا هدف اصلی پژوهش حاضر، طراحی مدل ساختاری انواع ریسک­ در بانک­ها با استفاده از رویکرد مدل­سازی ساختاری تفسیری فازی (FISM) است که با مطالعه ادبیات موضوعی و بهره­گیری از رویکرد تحلیل محتوای متنی تعداد 11 ریسک تأثیرگذار شناسایی و جهت بومی­سازی آن­ها در حوزه بانکی کشور از تکنیک دلفی در سه دوره استفاده شد. جامعه آماری پژوهش را مدیران و کارشناسان آشنا به موضوع و شاغل در حوزه بانک تشکیل دادند. جهت جمع‌آوری داده‌ها از پرسش‌نامه محقق ساخته استفاده شد که روایی و پایایی آن به ترتیب از طریق محاسبه ضریب همبستگی کندال (82/0) و نرخ ناسازگاری گوگوس و بوچر (08/0، 06/0) تائید شد. جهت طراحی مدل ساختاری ریسک‌ها از رهیافت مدل‌سازی ساختاری تفسیری در محیط فازی جهت مدیریت ابهامات زبانی در قضاوت‌ها بهره گرفته شد. نتایج مدل‌سازی و تحلیل میک مک نشان داد که ریسک‌های نقدینگی، اعتباری، عملیاتی، نرخ سود، نرخ ارز و ریسک قوانین و مقررات جزء ریسک‌های پایه‌ای و کلیدی در حوزه‌ی بانکی هستند.

کلیدواژه‌ها

عنوان مقاله [English]

Presentation of the structural model of risk types in banks using the Fuzzy Interpretative Structural Modeling Approach

نویسندگان [English]

  • Hassan Farsijani 1
  • Mohsen Arefnezhad 2
  • Somayeh Asadi 3
  • Ali Hasanvand 4
1 Associate Prof, Department of Industrial Management, Shahid Beheshti University, Tehran, Iran.
2 Assistant Prof, Department of Business Management, Lorestan University, Lorestan, Iran.
3 Master of Business Management, Lorestan University, Lorestan, Iran.
4 Ph.D. Candidate in Economics, Razi University, Kermanshah, Iran.
چکیده [English]

The experiences of recent decades in financial markets, and in particular the banks of different countries, indicate an increase in the importance of risk management in financial activities. Therefore, international efforts are aimed at creating a framework for standards that can be achieved by improving the financial health of the institution, especially banks. The axis of these standards has been manifested in creating an integrated risk management framework in the context of corporate risk management. The main purpose of the present research is to design a structural model of the types of existing risks in the banking sector. By studying thematic literature and using the textual content analysis approach, eleven effective risks were identified and for localization of them in the country's banking sector, Delphi technique was used for three periods of use It turned out The statistical population of the study consisted of managers and experts familiar with the subject and working in the banking sector. A researcher-made questionnaire was used to collect data. The reliability and validity of the questionnaire was confirmed by calculating Kendall's correlation coefficient (0.82) and Goghos and Boucher's correlation coefficient (0.08, 0.06), respectively. In order to design a structural model of risk, an interpretive structural modeling approach was used in fuzzy environment to manage linguistic ambiguity in judgments. The results of the Mick-Mac modeling and analysis showed that liquidity, credit, operational, interest rate, exchange rate risk and risk of laws and regulations are key and basic risks in the banking sector.

کلیدواژه‌ها [English]

  • Risk
  • Risk Management
  • Fuzzy Interpretative Structural Modeling

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چشم انداز مدیریت مالی
دوره 11، شماره 33
اردیبهشت 1400
صفحه 173-192

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