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Multi-Index Performance Ranking Model of Banks and Credit Institutions in Iran (in Persian)

Author

Listed:
  • shekarkhah, javad

    (ALLAMEH TABATABA'I UNIVERSITY)

  • Dehghan Dehnavi, Mohammad Ali

    (ALLAMEH TABATABA'I UNIVERSITY)

  • Blue, Ghasem

    (ALLAMEH TABATABA'I UNIVERSITY)

  • farzani, hojatolah

    (ALLAMEH TABATABA'I UNIVERSITY)

Abstract

From the perspective of banking and financial supervision, paying attention to the performance of banks and credit institutions and comparing their performance through ranking has become a necessary and inevitable issue. Also, the need for performance rating information to properly understand the economic situation of the country and efforts to improve it and the optimal allocation of resources, is felt. Such information can influence the decisions of various stakeholder groups. Also, due to the low and lack of efficiency in the ranking models in previous research, designing an accurate and comprehensive performance ranking model with different dimensions and aspects was deemed necessary. After designing a multi-indicator evaluation model of banks performance ratings in the primary sector, this study investigated the efficiency and ability to explain the combined model in comparison with the segregated models. In this order, data of 26 banks during 2015 to 2018 is used. Based on the results, each of the ranking criteria studied from the segregated models had a significant effect on the score obtained from the combined ranking. Also, the results of rankings performed in a pairwise comparison of the combined rating model with each of the rating models separately, and finally the ability to explain the combined model was significant and this model improved and improved the ranking results of banks and credit institutions.

Suggested Citation

  • shekarkhah, javad & Dehghan Dehnavi, Mohammad Ali & Blue, Ghasem & farzani, hojatolah, 2020. "Multi-Index Performance Ranking Model of Banks and Credit Institutions in Iran (in Persian)," Journal of Monetary and Banking Research (فصلنامه پژوهش‌های پولی-بانکی), Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 13(44), pages 217-260, August.
    • Handle: RePEc:mbr:jmbres:v:13:y:2020:i:44:p:217-260
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    More about this item

    JEL classification:

    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • E42 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Monetary Sytsems; Standards; Regimes; Government and the Monetary System
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage

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