چکیده:
پول، منابع مالی و نقدینگی از جمله عناصر بسیار مهم در اقتصاد کشورها هستند که تحت تاثیر سیاستها و شرایط مختلف بر اقتصاد تاثیر گذاشته و از آن تاثیر میپذیرند. بخش قابل توجهی از منابع پولی از طریق بانکها و در قبال ارائه خدمات بانکی وارد چرخه اقتصاد میشود. به عبارتی بانکها با جذب منابع پولی در قالب سپرده از یک سو و تزریق منابع پولی به اقتصاد از طریق ارائه تسهیلات از سوی دیگر در سیستم اقتصادی وارد میشوند و به طور طبیعی در معرض نوسانها و بحرانهای اقتصادی نیز قرار میگیرند. بر این اساس همیشه این احتمال وجود خواهد داشت که بانکها در مسیر فعالیت خود با چالش-هایی مواجه شوند. ریسکهایی همانند ریسک نقدینگی، اعتباری، ارزی، عملیاتی و غیره همواره به تنهایی و به صورت مجزا مورد توجه قرار گرفتهاند لیکن بررسی عوامل موثر بر انواع ریسکها و مخاطرات مترتب بر فعالیتهای بانکها به عنوان ریسک جامع، کمتر مورد توجه قرار گرفته است.
Money, financial resources and liquidity are of
the most important elements in the economy of the countries that being impressed by different
conditions and policies can affect the economy and been affected by it So, that would always be
probable that the banks may encounter some challenges at their work. Risks such as liquidity,
credit, currency and operational risk have always been considered separately. But, examining the
effective factors on different risks and the adventures associated with the banking activities,
named comprehensive risk, have been less considered. According to what mentioned above, in the
present study, using the banking system and university experts' ideas, from 28 effective factors on
adventures and challenges associated with banking activities that were identified in the previous
studies, applying the Trapezoidal Fuzzy Delphi Approach 22 indexes were identified and considered
as the main effective factor on comprehensive risk. The factors identified for 8 government-owned
banks between the years 1390-1395, on the basis of resources and expenditures imbalances and
considering the overdraft from CBI'S resources as a criteria, were used as the criteria for
examining the comprehensive risk. The results of the study show that the 22 identified indexes can
explain the comprehensive risk whit the accuracy of 87.04 percent for the 6 years under
examination.