References

caer

Central Asian Economic Review

2789-43982789-4401

Университет Нархоз

caer-273

Research Article

ФИНАНСЫ И УЧЕТ

FINANCE AND ACCOUNTING

Детерминанты прибыльности банков в странах с низкими процентными ставками

Profitability determinants of banks in the countries with low interest rates

Файзулаев

А.

Faizulayev

Алматы.

Faizulayev Alimshan - Assistant Professor in Acc & Fin of Bang College of Business (BCB), KIMEP University.

Almaty.

a.faizulayev@kimep.kz

Базарбаева

А.

Bazarbayeva

Алматы.

Bazarbayeva Aliya - Masters in Bang College of Business (BCB), KIMEP University.

Almaty.

aliya.bazarbayeva07@gmail.com

Сайлау

А.

Sailau

Алматы.

Sailau Akzhan - Masters in Bang College of Business (BCB), KIMEP University.

Almaty.

akzhan.sailau@kimep.kz

Университет КИМЭПКазахстанKIMEP UniversityKazakhstan

2020

28122020

065871

2020

Файзулаев А., Базарбаева А., Сайлау А.

Faizulayev A., Bazarbayeva A., Sailau A.

Данная работа распространяется под лицензией Creative Commons Attribution 4.0.

This work is licensed under a Creative Commons Attribution 4.0 License.

https://caer.narxoz.kz/jour/article/view/273

Целью настоящего исследования является изучение влияния специфических банковских и макроэкономических переменных на финансовые показатели традиционных банков, работающих в новых классифицированных странах (странах с отрицательными процентными ставками) в период 1997-2017 гг.

Методология. Для того, чтобы эмпирически исследовать факторы, определяющие рентабельность, мы использовали обобщенный метод наименьших квадратов (ОМНК) (панельная модель данных FGLS).

Оригинальность / ценность исследования заключается в классификации стран по процентной политике.

Результаты исследования показывают, что специфические для банка и макроэкономические переменные играют очень важную роль в объяснении прибыльности. Например, достаточность капитала отрицательно влияет на процентную маржу (далее - NIM), что означает, что более высокое отношение банковского капитала к совокупным активам может привести к снижению чистой процентной маржи. Аналогичным образом, коэффициент эффективности банка отрицательно связан с NIM, что означает, что более высокие затраты отрицательно влияют на прибыльность банка.

The purpose of this study is to observe the effects of bank-specific and macroeconomic variables on the financial performance of conventional banks operating in new classified countries (countries with negative interest rates) over the period of 1997-2017.

Methodology. In order to empirically investigate profitability determinants, we employed OLS method (FGLS panel-data model).

The originality / value of the research is empirical research on determinants of profitability in the new classification of countries: countries with lowest interest rates in the world.

The findings show that bank specific and macroeconomic variables are very crucial in explaining the profitability. For example, capital adequacy negatively affects NIM which means that higher bank capital to total asset ratio may lead to decrease of net interest margin. Similarly, bank efficiency ratio is negatively related to NIM meaning that higher costs negatively influence to profitability of bank.

банкиотрицательная процентная политикаинфляциярентабельность

BanksNegative Interest Rate PoliciesInflationProfitability

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The authors declare that there are no conflicts of interest present.