تاثیر ورشکستگی ناممکن بانک‌های بزرگ بر رشد سپرده‌ بانکی

وﺟﻮد ورﺷﮑﺴﺘﮕﯽ ﻧﺎ ﻣﻤﮑﻦ ﺑﺮای ﺑﺎﻧﮏ ﻫﺎی ﺑﺰرگ ﻣﯽ ﺗﻮاﻧﺪ ﻣﻨﺠﺮ ﺑﻪ رﻗﺎﺑﺖ در ﻣﯿﺎن ﺑﺎﻧﮏ ﻫﺎ ﺑﺮای ﻋﺪم ﭘﯿﺮوی از ﺳﺎﺧﺘﺎرﻫﺎی ﻣﻨﺎﺳﺐ ﻣﺪﯾﺮﯾﺖ رﯾﺴﮏ و ﺣﺎﮐﻤﯿﺖ ﺷﺮﮐﺘﯽ ﺷﻮد ﮐﻪ ﺑﺤﺮان ﻧﺎﺷﯽ از آن ﻣﯽ ﺗﻮاﻧﺪ ﺑﻪ ﻣﺜﺎﺑﻪ ﯾﮏ ﺷﻮک در ﺑﺎزارﻫﺎی ﻣﺎﻟﯽ ﺑﺎﺷﺪ. اﯾﻦ ﻣﻘﺎﻟﻪ ﺑﻪ ﺑﺮرﺳﯽ اﻧﺪازه ﮔﯿﺮی ﺗﺄﺛﯿﺮات ورﺷﮑﺴﺘﮕﯽ ﻧﺎﻣﻤﮑﻦ ﺑﺎﻧﮏ ﻫﺎی ﺑﺰرگ ﺑﺮ ﺳﭙﺮده ﮔﺬاران ﺑﺎﻧﮑﯽ ﻣﯽ ﭘﺮدازد ﺗﺎ از اﯾﻦ ﻃﺮﯾﻖ ﺑﺘﻮان ﻋﻮاﻣﻞ ﻣﺆﺛﺮ ﺑﺮ اﯾﺠﺎد ﺑﺎﻧﮏ ﻫﺎی ﺑﺰرگ و در ﻧﺘﯿﺠﻪ وﻗﻮع ﺑﺤﺮان ﺑﺎﻧﮑﯽ در ﮐﺸﻮر را ﺑﺮرﺳﯽ ﮐﺮد. از آﻧﺠﺎﯾﯽ ﮐﻪ ﻣﻘﺮرات ﻧﻈﺎرﺗﯽ ﻣﺎﻟﯽ ﺟﺪﯾﺪ ﻗﺼﺪ دارد ﺑﺎ اﺻﻄﻼح ورﺷﮑﺴﺘﮕﯽ ﻧﺎﻣﻤﮑﻦ ﺑﺎﻧﮏ ﻫﺎی ﺑﺰرگ ﻣﻘﺎﺑﻠﻪ ﮐﻨﺪ، ﺑﺮرﺳﯽ ﻫﺎی ﻣﺪاوم ﻫﺰﯾﻨﻪ ﺗﺄﻣﯿﻦ ﻣﺎﻟﯽ ورﺷﮑﺴﺘﮕﯽ ﻧﺎﻣﻤﮑﻦ ﺑﺎﻧﮏ ﻫﺎی ﺑﺰرگ ﻣﯽ ﺗﻮاﻧﺪ اﻧﮕﯿﺰه ای ﺑﺮای اﻋﻤﺎل ﺗﻼش ﻫﺎی اﺻﻼﺣﯽ ﻣﻮرد ﻧﻈﺮ ﺑﺮ ﻗﻮاﻧﯿﻦ ﻧﻈﺎرﺗﯽ ﺑﺎﻧﮏ ﻫﺎ ﺑﺎﺷﺪ . اﯾﻦ ﻣﻘﺎﻟﻪ ﺑﻪ ﺑﺮرﺳﯽ و ﺗﻌﺮﯾﻒ اﺻﻄﻼح ورﺷﮑﺴﺘﮕﯽ ﻧﺎﻣﻤﮑﻦ ﺑﺎﻧﮏ ﻫﺎی ﺑﺰرگ در ﻣﯿﺎن ﺑﺎﻧﮏ ﻫﺎی ﮐﺸﻮر ﭘﺮداﺧﺘﻪ اﺳﺖ و راﺑﻄﻪ آن را ﺑﺎ ﺳﭙﺮده ﻫﺎی ﺑﺎﻧﮑﯽ در ﻫﺮ ﺑﺎﻧﮏ ﻣﻮرد ﺑﺮرﺳﯽ ﻗﺮار ﻣﯽ دﻫﺪ. ارﺗﺒﺎط ﻣﯿﺎن ﺳﭙﺮده ﺑﺎﻧﮑﯽ و رﺷﺪ آن ﮐﻪ ﻧﺸﺎن از رﻓﺘﺎر ﺳﭙﺮده ﮔﺬاران اﺳﺖ، ﺑﺎ ﻣﺴﺌ رﺷﮑﺴﺘﮕﯽ ﻧﺎﻣﻤﮑﻦ ﺑﺎﻧﮏ ﻫﺎی ﺑﺰرگ ﻣﻮرد آزﻣﻮن و ﺑﺮرﺳﯽ ﻗﺮار ﮔﺮﻓﺘﻪ ﺷﺪه اﺳﺖ. ﻣﻄﺎﺑﻖ ﺑﺎ ﻧﺘﺎﯾﺞ ﺗﺤﻘﯿﻖ، ﺑﺎﻧﮏ ﻫﺎی ﺑﺰرگ ﺑﯿﺸﺘﺮ از ﺑﺎﻧﮏ ﻫﺎی ﮐﻮﭼﮏ ﺗﻮاﻧﺴﺘﻪ اﻧﺪ ﺑﺮ ﺳﭙﺮده ﮔﺬاران و ﺟﺬب ﻣﻨﺎﺑﻊ ﻣﺎﻟﯽ از ﻃﺮﯾﻖ ﺳﭙﺮده ﻫﺎ در ﺷﺒﮑﻪ ﺑﺎﻧﮑﯽ ﮐﺸﻮر ﺗﺄﺛﯿﺮ ﺑﮕﺬارﻧﺪ. در اﯾﻦ ﻣﻘﺎﻟﻪ ﺑﺎ اﺳﺘﻔﺎده از روش داده ﻫﺎی ﺗﺎﺑﻠﻮﯾﯽ ﭘﻮﯾﺎ ﺑﻪ ﺑﺮرﺳﯽ ﺗﺄﺛﯿﺮ ورﺷﮑﺴﺘﮕﯽ ﻧﺎﻣﻤﮑﻦ ﺑﺎﻧﮏ ﻫﺎی ﺑﺰرگ ﺑﺮ رﺷﺪ ﺳﭙﺮده ﺑﺎﻧﮑﯽ ﭘﺮداﺧﺘﻪ ﺷﺪه اﺳﺖ. ﺑﺮای ﺑﺮرﺳﯽ ﻣﺴﺌﻠﻪ ورﺷﮑﺴﺘﮕﯽ ﻧﺎﻣﻤﮑﻦ ﺑﺎﻧﮏ ﻫﺎی ﺑﺰرگ، از ﻣﺘﻐﯿﺮ داﻣﯽ اﺳﺘﻔﺎده ﺷﺪه اﺳﺖ. از ﻃﺮﯾﻖ اﯾﻦ ﻣﺘﻐﯿﺮ ﮐﯿﻔﯽ ﭘﻨﺞ ﺑﺎﻧﮏ ﺑﺰرگ ﮐﺸﻮر از ﻧﻈﺮ داراﯾﯽ ﻫﺎ در ﺳﯿﺴﺘﻢ ﺑﺎﻧﮑﯽ ﮐﺸﻮر ﻣﻮرد ﺑﺮرﺳﯽ ﻗﺮار ﮔﺮﻓﺘﻪ اﺳﺖ. ﻣﻄﺎﺑﻖ ﺑﺎ ﻧﺘﺎﯾﺞ ﺑﻪ دﺳﺖ آﻣﺪه اﯾﻦ ﻣﺘﻐﯿﺮ ﺗﺄﺛﯿﺮ ﻣﺜﺒﺖ و ﻣﻌﻨﺎدار ﺑﺮ ﺳﭙﺮده ﮔﺬاران ﺑﺎﻧﮑﯽ دارد و دارای ارﺗﺒﺎط ﻣﺴﺘﻘﯿﻢ ﺑﺮ رﺷﺪ ﺳﭙﺮده ﻫﺎ اﺳت.

The Effects of Too Big to fail Banks on Depositors' Behavior

In the wake of recent financial crisis, large banks have been considered as important factors in financial markets in the world, since these bankschr( #39;39 #39;) failure could affect the whole economy by extending systemic risk. With regard to this issue, when large banks face insolvency or bankruptcy, larger part of economy would be affected, and with the interconnectedness between banks and financial institutions, the effects of large bankschr( #39;39 #39;) bankruptcy will have greater impact on the real economy. After financial crisis, many studies have concentrated on the failure of TBTF banks, and the role of these banks in the incident of financial crisis. Number of specialists emphasize on bank size and Basel Committee on Banking Supervision regulated by the classification of banks and their systemically important banks. The study of risk among systemically important banks is important to Basel Committee on Banking Supervision. Many studies confirm that larger banks tend to have less capital, less stability and sustainability of resources, and higher risktaking activities, therefore, larger banks have become fragile in financial markets.