اقتصاد اسلامی

اقتصاد اسلامی

بررسی تطبیقی عوامل مؤثر بر ریسک نقدینگی در بانک‌های کشورهای منا و کشورهای یورو

نوع مقاله : مقاله پژوهشی

نویسنده
سعید محمدبیگی
دانشجوی دکتری فلسفه اقتصاد اسلامی، مؤسسه آموزشی و پژوهشی امام خمینی (ره)، قم، ایران
10.22034/iec.2025.2045022.2812
چکیده
بانکداری و ریسک دو مفهوم مترادف‌اند. مفهوم ریسک برای هر دو بانک متعارف و اسلامی به‌طورکلی مشابه است و ریسک نقدینگی یکی از مهم‌ترین ریسک‌هایی است که همه بانک‌ها در معرض آن هستند. فرایند مدیریت ریسک نقدینگی زمانی ایجاد می‌شود که بانک‌ها دارایی کافی برای پرداخت بدهی‌های خود در سررسید را ندارند و در نتیجه با مشکلات متعدد ساختاری مواجه می‌شوند. در این ارتباط، این مطالعه با هدف ارائه تحلیلی مقایسه‌ای از عوامل تعیین‌کننده نقدینگی بانک‌های اسلامی منطقه منا و بانک‌های منطقه یورو با استفاده از داده‌های 19 بانک اسلامی و داده‌های 20 بانک منطقه یورو در دوره زمانی 2000-2023 ایجاد شده است. تجزیه‌وتحلیل داده‌ها که با هدف مشاهده اثرات کوتاه‌مدت و بلندمدت انجام‌ شده، نشان می‌دهد که عوامل تعیین‌کننده ریسک نقدینگی برای بانک‌های متعارف و اسلامی تا حد زیادی مشابه هستند؛ بااین‌حال، نقدینگی بانک‌های اسلامی به متغیرهای خاص بانک، حساس‌تر بوده است. همچنین یافته‌های پژوهش نشان می‌دهد که بانک‌های اسلامی که به دلایل مختلفی ازجمله تطابق با شریعت نمی‌توانند از تمام ابزارهای متعارف مدیریت نقدینگی در فرایند مدیریت بانک استفاده کنند، در کوتاه‌مدت نسبت به بانک‌های منطقه یورو از دارایی‌های نقدی بالاتری دارا بوده‌اند، اگرچه در بلندمدت این دارایی‌ها به تعادل رسیده‌اند.
کلیدواژه‌ها
نقدینگی
منطقه منا
منطقه یورو
مدیریت ریسک

عنوان مقاله English

A Comparative Analysis of Liquidity Risk Determinants in MENA and Eurozone Banks

نویسنده English

Saeid Mohammadbeigi
PhD student in Islamic Economic Philosophy, Imam Khomeini Educational and Research Institute, Qom, Iran.
چکیده English

Banking inherently involves exposure to various forms of risk, among which liquidity risk is one of the most critical for both conventional and Islamic banks. Liquidity risk emerges when banks fail to maintain sufficient liquid assets to meet their short-term obligations, often leading to structural financial challenges. This study presents a comparative analysis of the key determinants of liquidity risk in Islamic banks in the MENA region and conventional banks in the Eurozone, using panel data from 19 Islamic banks and 20 Eurozone banks over the period 2000–2023. The empirical analysis explores both short-term and long-term effects. The findings suggest that while the underlying determinants of liquidity risk are largely similar across both banking systems, Islamic banks exhibit greater sensitivity to bank-specific variables. This may be attributed to structural and operational differences, especially those related to Shariah compliance, which limit their access to conventional liquidity management instruments. Moreover, in the short term, Islamic banks held higher levels of cash assets compared to their Eurozone counterparts, possibly as a precautionary measure. However, these differences tended to converge over the long term, leading to similar levels of liquidity equilibrium.

کلیدواژه‌ها English

Liquidity Risk
Islamic Banking
MENA Region
Eurozone
Risk Management
Shariah Compliance
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