دور مخاطر الائتمان في تشكيل أداء السوق للمصارف التجارية: دراسة تطبيقية على القطاع المصرفي في المملكة العربية السعودية
محتوى المقالة الرئيسي
الملخص
الملخص: تهدف الدراسة إلى قياس أثر مخاطر الآئتمان والتي تم التعبير عنها بأربع مؤشرات هي (نسبة إجمالي القروض إلى إجمالي الموجودات، نسبة الديون المشكوك في تحصيلها إلى إجمالي القروض، نسبة إجمالي القروض إلى إجمالي الودائع، نسبة إجمالي القروض إلى حق الملكية) في أداء سوق ما بين المصارف وألذي تم التعبير عنه بمؤشرين هما (القروض بين المصارف إلى إجمالي القروض، السيولة الزائدة إلى الموجودات السائلة) لعينة من المصارف التجارية في دولة السعودية، وشَملت الحدود الزمانية للدراسة (8) سنوات للمدة من (2016 - 2023) وتم أختيار (6) مصارف تجارية تعينة الدراسة. وأستعملت الدراسة أسلوب البيانات المزدوجة البيانات الطولية (Panel Data) بنماذجهِ الثلاثة وهي نموذج الآنحدار التجميعي (Pooled Regression Model) ونموذج التأثيرات الثابتة (Fixed Effects Model) ونموذج التأثيرات العشوائية (Random Effects Model) لقياس وتحليل العلاقة بين كل من مخاطر الآئتمان وأداء سوق ما بين المصارف، فضلاً عن إجراء تحليل الآنحدار لتوضيح أثر مخاطر الآئتمان في سوق ما بين المصارف، وتم أعتماد أنموذجين للدراسة الأول وضح علاقة الأثر بين مخاطر الائتمان (المتغيرات المستقلة) وأداء سوق ما بين المصارف (المتغير التابع) وأداء سوق ما بين المصارف (المتغير التابع) وذلك بأستخدام أربع مؤشرات لكل نوع من أنواع المخاطر لتمثل المتغيرات المستقلة مع مؤشرات لسوق ما بين المصارف ليمثل المتغير المعتمد بكل نموذج. أظهرت نتائج الدراسة الخاصة بالمصارف التجارية السعودية عينة الدراسة فَشل أو عدم معنوية العلاقة بين مؤشرات مخاطر الآئتمان كمتغيرات مستقلة ومؤشر أداء سوق ما بين المصارف كمتغير معتمد أو تابع.
تفاصيل المقالة

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المراجع
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