بررسی عوامل موثر بر عملکرد بانک‌های پذیرفته شده در بورس اوراق بهادار تهران با رویکرد ترکیبی dematel-anp

هدف: شناسایی عوامل اصلی تاثیرگذار در ثبات مالی اقتصاد ملی و مدیریت بهینه نظام بانکی دارای اهمیت زیادی است. هدف بررسی عملکرد مالی بانک‌ها با شناسایی شاخص‌های اصلی و فرعی تاثیرگذار و تعامل آنها بر اساس مدل کملز با تاکید بر کاهش ارزش پول ملی طی سال‌های 1399-1394 است. روش: بر اساس پیشینه تحقیق و مدل کملز شاخص‌های اصلی و فرعی موثر بر عملکرد مالی 18 بانک فعال کشور در بورس شناسایی شدند و سپس با روش‌ ترکیبی دیمتل و فرایند شبکه عصبی ارتباطات تعاملی و ضرایب وزنی آنها تعیین گردیده‌اند. یافته‌ها: از جمله نتایج بترتیب اولویت 6 عامل اصلی شامل کفایت سرمایه، مدیریت دارایی، توانایی مدیریت، درآمد، مدیریت نقدینگی و حساسیت نسبت به ریسک و از 23 عامل فرعی معیارهای اندازه بانک، کل تسهیلات، کل دارایی، تسهیلات اعطایی و مطالبات از اشخاص غیردولتی، درآمد کل، دارایی‌های غیرفعال، سایر سپرده‌ها، اوراق مشارکت، وجه نقد و سود و زیان عملیاتی دارای وزن اهمیتی بالایی داشته‌اند. در میان معیارهای فرعی ارزش پولی ملی، هزینه‌های عملیاتی، ریسک نقدینگی و اندازه بانک دارای تعامل بیشتر ولی دارای وزن اهمیت کمتری برخوردار بودند. نتیجه‌گیری: در اولویت قراردادن عوامل تاثیرگذار شناسایی شده در برنامه‌های راهبردی و اقدامات اجرایی بانک‌ها جهت بهبود عملکرد آنها اهمیت زیادی دارد.

investigating the effective factors on the performance of banks listed on the tehran stock exchange with the combined approach of dematel-anp

objective: to study the main and subinfluential factors affecting the performance of banks in order to form the financial stability of the national economy and on the other hand in improving the optimal management of the banking system is of great importance. in the studies and evaluations of imf economists, it is generally believed that the factors affecting the optimal performance of the banking system in the long run have profound effects on the economies of countries, on the other hand, banks play an important role in achieving macroeconomic goals. and their proper and optimal performance, which act as the economic stimulus of the country, has a significant role in advancing the macroeconomic goals of countries and is considered one of the important indicators of economic growth that failure to pay attention to this issue can lead to disruption. the balance of domestic and foreign accounts of the country and affect the performance of banks, in this regard, the banks themselves face a variety of risks that the study of these factors is also a priority. in a way that forces them to react and be sensitive and take the necessary measures to improve their performance and exposes the use of solutions recommended by international economic organizations and indicators of related economic models. the purpose of this study was to investigate the financial performance of banks by identifying the effective indicators and their interaction and evaluating the effectiveness and mutual influence of the main and subcriteria affecting the financial performance of banks operating in the stock market. sensitivity to market risk) and their subcriteria with emphasis on the devaluation of the national currency through the exchange rate position during the years 20152020.method: today, with the complexity of important economic issues and the importance of speed in reaching the answer, in addition to classical methods, new techniques that have grown significantly in recent years, to solve many of these issues by optimizing methods to solve many unknowns are provided. based on the research background and factors of kamels model, the main indicators and subcriteria affecting the financial performance of 18 banks active in tehran stock exchange were identified and in this regard, six main indicators and twentythree subcriteria affecting the performance of the banking system were identified. in the next step, twentythree subcriteria in terms of weight importance are compared with the degree of interaction and their relative importance, and their prioritization is measured based on the relative importance of the factors and because factors and variables are not independent of each other. on the one hand, the combined multicriteria decisionmaking techniques used by dematel and anp are known as danp, which is a wellknown tool used in recent years to address various mcdm issues such as performance appraisal and selection of management strategies. has gone and also cause and effect relationships between factors have been investigated. then, with the combined decisionmaking methods of demetel multicriteria and neural network process, interactive communications and their weighting coefficients are determined.results and conclusion: among the results are the priority of 6 main factors including capital adequacy, asset management, management ability, income, liquidity management and risk sensitivity and 23 subfactors of bank size criteria, total facilities, total assets, lending facilities and receivables. from nongovernmental entities, total income, inactive assets, other deposits, participation bonds, cash and operating profit and loss with weight coefficients were of great importance. however, in terms of comparing interaction and relative importance coefficient, the main index of sensitivity to risk was in the first place, but it was much less important. among the