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Register a new userDeterminants of Bank Interest Rate Margins (Empirical study on the some commercial Bank in Syria)
العوامل المؤثرة في هامش سعر الفائدة: (دراسة تطبيقية على بعض المصارف التجارية السورية)
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Authors
أحمد العلي( باحث )
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هدفت الدراسة إلى تحديد العوامل المؤثرة في هامش سعر الفائدة في المصارف التجارية ضمن الصناعة المصرفية السورية، و لتحقيق ذلك قام الباحث بجمع البيانات اللازمة عن المصارف التجارية المدرجة في بورصة دمشق للأوراق المالية و ذلك عن المدة 2006-2010 ، و تحليلها إحصائياً. اشتملت عينة الدراسة على ( 6) مصارف تجارية عاملة في سورية. درِس سلوك المتغير التابع المتمثل في هامش سعر الفائدة للمصارف التجارية، و المتغيرات المستقلة المتمثلة في مؤشر المصاريف التشغيلية، و مؤشر حقوق الملكية، و مؤشر القروض، و مؤشر حجم المصرف، و مؤشر الحصة السوقية، و مؤشر النمو، و مؤشر معدل التضخم، و مؤشر سعر الصرف. أُختبر نموذج الدراسة ضمن السلسلة الزمنية و القطاعية لبيانات المصارف التجارية السورية من خلال النموذج الخطي للمتغيرات المستهدفة من قبل الدراسة.
This paper aimed to identify the determinants of bank net interest rate margins within the context of the Syrian banking industry. To achieve the objectives of the study the data has been collected from those commercial banks listed on the Damascus exchange stock (DES) during 2006-2010. The sample used in this study consists of a panel data set for sixe commercial banks. The empirical specification focuses on the reported net interest rate margin that is assumed to be a function of operation cost, owner's equity, loans-to-asset proxy, size factor, market share, growth rate, inflation factor, exchange rate. For testing purposes, panel data analysis is used by employing three alternative models to estimate the parameters of the model, the Pooled simple regression, the Fixed Effect Model and the Random Effect Model.
References used
الشعار، محمد نضال، أسس العمل المصرفي، منشورات المؤلف، 2005
Angbazo, L. 1997. Commercial Bank Net Interest Margins, Default Risk, Interest- Risk, and Off-Balance Sheet Banking. Journal of Banking and Finance, 21: 55-87
Ben Naceur, S. and Goaied, M. 2005, The determinants of the Commercial bank Interest Margin and Profitability: Evidence from Tunisia, Under Review. Journal of frontiers in Economics and finance
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The interest issue was for long time ago and still one of the critical issues debated among economists through it monetary policy tools can be implemented in order to reach the economic goals set by the economic policy of any country, With the appear
ance of the banks, which have been considered as the backbone of the economy and the basic cell of the national economy growth and its engine as they keep, move, develop, and facilitate the exchange of
money the interest rate has become as a nervous system for commercial banks because of its significant impact on the revenues and expenses of these banks through the interest rates debtors and creditors imposed on their activities,Therefore, the main aim of this research is to study the impact of the net interest margin on the profitability of commercial bank by conducting an
empirical study in The Bank of Syria and Overseas (BSO), the commercial bank has been chosen because the interests debtors and creditors constitute the largest proportion of revenues and expenses of commercial banks by displaying the size of revenues and expenses of the bank and their vulnerability to interest rates imposed by the central bank this study found that the profitability of commercial banks consists mainly of the net interest margin
which reflects the difference between the creditor interests levied for the facilities granted and the debtors interests paid on deposits.
The objective of this study was to determine the factors
affecting the weighted interest rate margin in the traditional
commercial banking sector within the Syrian banking industry. To
achieve this, the researcher collected the necessary data on t
he
commercial banks listed in Damascus Securities exchange for the
period 2008-2014 and analyzed them statistically. The behavior of
a depended variable that reflect the weighted average of interest
rate margin to deposits and credit facilities (loans, overdraft) was
examined. Also the independent variables that reflect credit risk,
financing risk and some economic factors were examined. The
independent variables are the net exposures to direct credit risk,
the credit default rate, ratio of financial leverage and the exchange
rate of the Syrian Pound against the US Dollar. The multiple linear
regression models of the studied variables were used.
سعر الصرف
هامش سعر الفائدة المرجح
صافي التعرضات لمخاطر التسهيلات الائتمانية المباشرة
معدل التعثر الائتماني
نسبة الرفع المالي
weighted interest rate margin
net exposures to direct credit risk
the credit default rate
ratio of financial leverage
exchange rate of the Syrian Pound against the US Dollar
المزيد..
This paper aimed to measure the impact of changes in weighted average interest rate
on the activities of the Syrian banking industry, which is represented by deposit
management and credit policies, and to examine to what extent that activities
res
ponds to weighted average interest rate. To achieve the objectives of the study the
data has been collected from some Syrian commercial banks during 2005-2010. Two
patterns of slight regression have been used, the first to assess the relationship
between the weighted average interest rate and deposit indices and the second to
examine the relation between deposit indices and credits indices.
The Investment of important banking service that characterizes the popular credit bank from other public and private banks from other public and private banks, certificates, also serves the interest rate imposed on it by the council of monetary and c
redit significant role in the economic structure or the society.
Accordingly, the order intake find the mist important ideas that serve the research topic, according to the following:
1-The general concept of the interest rate.
2-The general concept of investment certificates and types.
3-Impact of validity in interest rates on the sales and redemptions of investment certificates in the popular credit bank.
We have using annual data for the variables of the study with in the period (2004 -2012) in the popular credit bank.
The research aims to identify the factors affecting the profitability of commercial
banks, arranged according to their relative importance, and the comparison between
commercial banks, public and private about the factors that affect their profitab
ility. The
research descriptive analytical method. One of the most important results:
1 - affected the profitability of commercial banks Syrian combination of factors can
be classified in two categories: internal factors and external factors.
2 - different factors affecting the profitability of commercial banks in the relative
importance of, and the most influential factor was economic and political conditions, and
employing resources, legislation and legal and banking controls. While the age of the bank
and the number of bank employees less influential factor.
3 - There are no statistically significant differences between commercial banks,
public and private in the internal and external factors that affect their profitability.
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