Төмен пайыздық мөлшерлемедегі елдердегі банктердің кірістілік детерминанттары

Зерттеу мақсаты 1997-2017 жылдар кезеңінде жаңа жіктелген елдерде (теріс пайыздық ставкалары бар елдерде) жұмыс істейтін дəстүрлі банктердің қаржылық нəтижелеріне ерекше банктік жəне макроэкономикалық айнымалылардың əсерін бақылау болып табылады.

Əдіснамасы. Табыстылықты анықтайтын факторларды эмпирикалық зерттеу үшін біз OLS əдісін қолдандық (панельдік деректердің FGLS моделі).

Зерттеудің бірегейлігі / өзектілігі – елдерді пайыздық саясат бойынша жіктеу.

Зерттеудің нəтижесі – банкке тəн жəне макроэкономикалық айнымалылардың кірістірілікті түсіндіруде өте маңызды рөл атқаратынын көрсетеді. Мысалы, капиталдың жеткіліктілігі ТПМ-ға (таза пайыздық маржа) теріс əсер етті, яғни банктік капиталдың жиынтық активтерге қатынасы таза пайыздық маржаның төмендеуіне əкелуі мүмкін. Сол сияқты, банктің тиімділік коэффициенті оған теріс байланысты, яғни жоғары шығындар банктің кірістілігіне теріс ісер етеді.

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