SỐ 200 | THÁNG 11/2022
Sức mạnh tài chính của ngành ngân hàng ở Bangladesh: phân tích khung CAMEL
Farhana Afroj
Tóm tắt:
Mục đích – Bài viết này điều tra sức mạnh tài chính của các ngân hàng ở Bangladesh và các yếu tố ảnh hưởng đến sức mạnh tài chính trong những năm 2010–2015 trên 35 ngân hàng.
Thiết kế/phương pháp/cách tiếp cận – Hàm giá trị gia tăng với xếp hạng CAMEL (sức mạnh vốn, chất lượng tài sản, hiệu quả quản lý, khả năng sinh lời, thanh khoản) đã được sử dụng để tính toán chỉ số sức mạnh tài chính của ngân hàng (FSI). Trong bước thứ hai, hồi quy bảng đã được thực hiện để tìm ra các yếu tố quyết định sức mạnh tài chính của ngân hàng.
Kết quả – Phát hiện thực nghiệm cho thấy rằng các ngân hàng Hồi giáo của Bangladesh mạnh hơn về tài chính và vượt trội so với các ngân hàng cửa sổ Hồi giáo và thông thường với tính thanh khoản cao hơn. Ở khía cạnh sở hữu, các ngân hàng tư nhân có sức mạnh tài chính cao hơn với sức mạnh vốn, chất lượng tài sản, hiệu quả quản lý và khả năng sinh lời cao hơn so với các ngân hàng đại chúng. Quy mô ngân hàng, khả năng thu hồi khoản vay, tiền lương và sự phát triển của ngành ngân hàng có ảnh hưởng tích cực trong khi tài sản cho vay ảnh hưởng tiêu cực đến sức mạnh tài chính của ngân hàng ở Bangladesh.
Hạn chế/ý nghĩa nghiên cứu – Nghiên cứu này có những hạn chế mặc dù tầm quan trọng của nó. CAMELS là một hình thức cải tiến hơn so với sử dụng CAMEL. Nhưng do thiếu dữ liệu về “S” đại diện cho độ nhạy nên sẽ không thể sử dụng khung CAMELS. Các nhà nghiên cứu khác có thể kết hợp điều này.
Ý nghĩa thực tế – Chính phủ và các ngân hàng nên cho phép các ngân hàng Hồi giáo tham gia thị trường với các điều kiện dễ dàng vì hiệu suất vượt trội của họ trên thị trường hiện tại. Ngoài ra, các ngân hàng nên cân nhắc khi cho vay để không tạo ra rủi ro tín dụng. Ngoài ra, họ nên tính toán sức mạnh tài chính tổng hợp hàng năm để hiểu những thành phần nào họ cần phải làm việc.
Tính mới/giá trị – Nghiên cứu này mở rộng kết quả hiện có trên FSI tổng hợp. Thật khó để kiểm tra sức mạnh tài chính của các ngân hàng nếu chỉ sử dụng giá trị tỷ lệ, điều này thường gây nhầm lẫn. Nghiên cứu đưa ra bằng chứng về cách FSI cung cấp các kết quả khắt khe hơn và đâu là yếu tố đóng góp nhiều nhất vào sức mạnh tài chính của các ngân hàng.
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Financial strength of banking sector in Bangladesh: a CAMEL framework analysis
Abstract:
Purpose
This paper investigates the financial strength of banks in Bangladesh and factors affecting the financial strength over the years 2010–2015 on 35 banks.
Design/methodology/approach
Additive value function with CAMEL rating (capital stength, asset quality, managerial efficiency, earning ability, liquidity) has been employed to calculate banks’ financial strength index (FSI). In the second stage, panel regression has been exercised to find out the determinants of banks’ financial strength.
Findings
Empirical finding exhibits that the Islamic banks of Bangladesh are financially stronger and outperform conventional and Islamic window banks with higher liquidity. In the ownership category, private banks have more financial strength with higher capital strength, asset quality, managerial efficiency and earning ability than public banks. Bank size, loan recovery, salary and banking sector development positively affect whereas the loan-asset negatively affect the bank’s financial strength in Bangladesh.
Research limitations/implications
This study has its limitations despite its importance. CAMELS is a more improved form than using CAMEL. But because of the data deficiency on “S” which represents sensitivity, it would not be possible to use CAMELS framework. Further researchers could incorporate this.
Practical implications
Government and banks should allow Islamic banks to enter the market on easy terms because of their outstanding performance in the existing market. In addition, banks should provide loans with consideration so that they cannot create credit risk. In addition, they should calculate composite financial strength annually to understand which components they need to work on.
Originality/value
This study extends the extant result on the composite FSI. It is hard to examine the financial strength of banks using only ratio value, which misleads most of the time. The study offers evidence on how the FSI provides more rigorous results and what are the factors contribute most to the financial strength of banks.