المحددات الداخلية لهامش الفائدة الصافي "دراسة تطبيقية على البنوك التجارية الأردنيَّة للفترة2006) – 2016)"
Abstract
ملخص
هدفتْ الدراسة إلى تحديد أهم العوامل الداخلية المؤثرة على هامش الفائدة الصافي في البنوك التجارية الأردنيّة، واعتمدتْ الدراسة على عيّنة مكونة من (13) بنكاً تجارياً أردنياً مُدرجاً في بورصة عمان للأوراق المالية خلال الفترة (2006- 2016) ولتحقيق ذلك قام الباحث بدراسة عدد من المتغيرات المستقلة. ولتحديد العلاقة بين هذه المتغيرات وهامش الفائدة الصافي استخدمتْ هذه الدراسة تحليل البيانات الجدولية (Panel data) باستخدام نماذج التأثيرات الثابتة والعشوائيّة وطريقة المربعات الصغرى العامة (GLS) لاختبار فرضيّات الدراسة، وتوصلتْ هذه الدراسة إلى النتائج التالية: 1- وجود علاقة طردية ذات دلالة إحصائية بين هامش الفائدة الصافي في البنوك التجارية الأردنيَّة والعوامل الآتية: نسبة المصاريف التشغيلية إلى إجمالي الأصول، ونسبة كفاية رأس المال، ونسبة توظيف الودائع، ونسبة الرفع المالي).2- وجود علاقة عكسية ذات دلالة إحصائية بين هامش الفائدة الصافي في البنوك التجارية الأردنيّة ونسبة السيولة النقدية. 3- وجود علاقة عكسية لكنها ليست ذات دلالة إحصائية بين هامش الفائدة الصافي في البنوك التجارية الأردنيّة وحجم البنك. وأوصتْ الدراسة بضرورة اهتمام البنوك التجارية بإدارة المصاريف التشغيلية لكونها من أهم العوامل المؤثرة في هامش الفائدة الصافي للبنوك التجارية.
Internal Determinants of Net Interest Margin: An Empirical Study on Jordanian Commercial Banks for the period (2006-2016)
Abstract
The study aimed to identify the significant internal factors affecting net interest margin in Jordanian banks. The study used a sample of (13) Jordanian commercial banks listed in the Amman Stock Exchange during the period of 2006-2016.To achieve the objectives of the study, The researcher investigates the following independent variables: Ratio of Operating Expenses to Total Assets, Liquidity Ratio Capital Adequacy Ratio, Deposit Utilization Ratio, Financial Leverage Ratio, Bank Size.
To determine the relationship between these variables, the study used Panel Data, Models Fixed Effect, Random Effect and Generalization Least Square (GLS) to test the hypotheses of the study. The results of this study are as follows:
1- There is a statistically significant positive relationship between net interest margin in Jordanian commercial banks and the following factors: Ratio of Operating Expenses to Total Assets, Capital Adequacy Ratio, Deposit Utilization Ratio, and Financial Leverage Ratio.
2- There is a statistically significant negative relationship between net interest margin in Jordanian commercial banks and Liquidity Ratio.
3- There is a negative relationship that is not statistically significant between net interest margin in Jordanian Commercial Banks and Bank Size.
The study recommends that commercial banks should pay attention to the management of operating expenses as they are the most important factors affecting the net interest margin of Commercial banks.
Keywords
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DOI: http://dx.doi.org/10.35682/695
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MUTAH UNIVERSITY