ﺑﺮرﺳﯽ اﺛﺮﺑﺨﺸﯽ ﺷﺎﺧﺺﻫﺎي ﺳﻼﻣﺖ ﻣﺎﻟﯽ ﺑﻪ ﻋﻨﻮان ﻧﻤﺎدﻫﺎي ﺑﺤﺮان ﻣﺎﻟﯽ ﺑﺎﻧﮑﯽ ﺑﺎ ﺑﮑﺎرﮔﯿﺮي ﻣﺪﻟﻬﺎي ﻻﺟﯿﺖ ﭼﻨﺪ ﻣﺘﻐﯿﺮه(ﻣﻄﺎﻟﻌﻪ ﻣﻮردي ﺑﺎﻧﮏﻫﺎي ﭘﺬﯾﺮﻓﺘﻪ ﺷﺪه در ﺑﻮرس)

Effect of Financial Health Indicators as Symbols of Bank Financial Crisis Using Logit Model Multivariate (A Case Study of Banks Accepted in Exchange)

ﻫﺪف از ﺗﺤﻘﯿﻖ ﺣﺎﺿﺮ ﺑﺮرﺳﯽ اﺛﺮﺑﺨﺸﯽ ﺷﺎﺧﺺﻫﺎي ﺳﻼﻣﺖ ﻣﺎﻟﯽ ﺑﻪ ﻋﻨﻮان ﻧﻤﺎدﻫﺎي ﺑﺤﺮان ﻣﺎﻟﯽ ﺑﺎﻧﮑﯽ ﺑﺎ ﺑﮑﺎرﮔﯿﺮي ﻣﺪلﻫﺎي ﻻﺟﯿﺖ ﭼﻨﺪ ﻣﺘﻐﯿﺮه)ﻣﻄﺎﻟﻌﻪ ﻣﻮردي ﺑﺎﻧﮏﻫﺎي ﭘﺬﯾﺮﻓﺘﻪ ﺷﺪه در ﺑﻮرس( ﻣﯽﺑﺎﺷﺪ. ﺑﺮاي اﯾﻦ ﻣﻨﻈﻮر از ﺑﯿﻦ ﺑﺎﻧﮏﻫﺎي ﭘﺬﯾﺮﻓﺘﻪ ﺷﺪه در ﺑﻮرس ﺗﻌﺪاد 9 ﻣﻮرد از ﺑﺎﻧﮏﻫﺎ ﺑﺮاي ﻧﻤﻮﻧﻪ اﻧﺘﺨﺎب ﺷﺪﻧﺪ. اﯾﻦ ﭘﮋوﻫﺶ از ﻧﻮع ﺗﺤﻘﯿﻘﺎت ﻫﻤﺒﺴﺘﮕﯽ اﺳﺖ و روشﺷﻨﺎﺳﯽ ﭘﮋوﻫﺶ ﺣﺎﺿﺮ از ﻧﻮع ﭘﺲ روﯾﺪادي ﻣﯽﺑﺎﺷﺪ، ﺑﺮاي ﺟﻤﻊآوري دادهﻫﺎ ﺗﺮﮐﯿﺒﯽ از دو روش ﻣﯿﺪاﻧﯽ و ﮐﺘﺎﺑﺨﺎﻧﻪاي اﺳﺘﻔﺎده ﺷﺪ. و ﺑﺮاي ﺗﺤﻠﯿﻞ ﯾﺎﻓﺘﻪﻫﺎ از رﮔﺮﺳﯿﻮن ﻻﺟﺴﺖ ﺑﻬﺮه ﮔﺮﻓﺘﯿﻢ. ﻫﻤﭽﻨﯿﻦ از ﺗﮑﻨﯿﮏ ﻓﺎزي ﺑﺮاي ﺗﮑﻨﯿﮏ AHP ﺑﺮاي اوﻟﻮﯾﺖ ﻣﻌﯿﺎرﻫﺎي اﺻﻠﯽ اﺳﺘﻔﺎده ﮐﺮدﯾﻢ. ﻣﻄﺎﺑﻖ ﺑﺎ ﯾﺎﻓﺘﻪﻫﺎي ﺗﺤﻘﯿﻖ، ﺑﺎ ﺗﻮﺟﻪ ﺑﻪ اﻧﺘﺨﺎب روش Enter ﺑﺮاي ورود دادهﻫﺎ، ﺑﺮ اﺳﺎس آﻣﺎره sig، ﺻﺮﯾﺐ 4 ﻣﺘﻐﯿﺮ)CA1 ،LQ1 ،LQ4 و LQ2( ﻣﻌﻨﯽ دار ﺑﻮدﻧﺪ. ﺑﺮ اﺳﺎس ﻧﺘﺎﯾﺞ آﻣﺎري ﻣﺪل ﻻﺟﯿﺖ، ﺗﻨﻬﺎ 4 ﻧﺴﺒﺖ ﻣﺎﻟﯽ از ﺑﯿﻦ ﻧﺴﺒﺖﻫﺎي ﮐﻤﻞ ﻣﻌﺮﻓﯽ ﺷﺪه در رﺗﺒﻪﺑﻨﺪي ﺻﺤﯿﺢ ﺑﺎﻧﮏﻫﺎي ﻣﻮرد ﻣﻄﺎﻟﻌﻪ ﺑﺮ اﺳﺎس ﻣﻘﺪار ﺗﺮﮐﯿﺒﯽ ﮐﻤﻞ ﻣﻮﺛﺮ ﻫﺴﺘﻨﺪ. ﻫﻤﭽﻨﯿﻦ ﻣﻄﺎﺑﻖ ﺑﺎ ﺗﮑﻨﯿﮏ دﻟﻔﯽ، ﮐﯿﻔﯿﺖ ﻣﺪﯾﺮﯾﺖ ﺑﺎ وزن ﻧﺮﻣﺎل 0,221 از ﺑﯿﺸﺘﺮﯾﻦ اوﻟﻮﯾﺖ ﺑﺮﺧﻮردار اﺳﺖ. ﮐﯿﻔﯿﺖ داراﯾﯽ ﺑﺎ وزن ﻧﺮﻣﺎل 0,104 در اوﻟﻮﯾﺖ دوم،. ﻧﻘﺪﯾﻨﮕﯽ ﺑﺎ وزن ﻧﺮﻣﺎل 0,085 در اوﻟﻮﯾﺖ ﺳﻮم، ﮐﻔﺎﯾﺖ ﺳﺮﻣﺎﯾﻪ ﺑﺎ وزن ﻧﺮﻣﺎل 0,075 در اوﻟﻮﯾﺖ ﭼﻬﺎرم و ﺳﻮدآوري ﺑﺎ وزن ﻧﺮﻣﺎل 0,070 در اوﻟﻮﯾﺖ آﺧﺮ ﻗﺮار داﺷﺖ.

The purpose of this study was to investigate the effectiveness of financial health indicators as indicators of banking financial crisis by applying multivariate logit models (case study of banks accepted in the stock exchange). For this purpose, among the banks accepted in the exchange, 9 banks were selected for sample. This research is a correlation research and the methodology of the present research is post-event type. A combination of two methods of field and library was used for collecting data. We used logistic regression to analyze the findings. We also used the fuzzy technique for the AHP technique to prioritize the main criteria. According to the findings of the research, according to the choice of the Enter method for data entry, based on the sig statistic, the 4 variable variables (LQ4, LQ1, CA1 and LQ2) were significant. Based on the results of the Logit model, only four financial ratios among the ratios of Kaml introduced in the correct ranking of the banks studied are based on Camel's combined value. Also, according to Delphi technique, the quality of management with the normal weight of 0.221 is the highest priority. The asset quality with a normal weight of 0.104 in the second priority, a confidence with a normal weight of 0.085 in the third priority, capital adequacy with a normal weight of 0.075 in the fourth priority and profitability with The normal weight of 0.070 was in the top priority.