چکیده:
The banking system of every country plays a very important role in its economic growth and development. One of the influential elements in the performance of the banking system is the profitability of banks. One of the very important indicators of bank profitability is the spread or profit margin, which is obtained from the difference between the average interest earned on loans granted and the average interest paid on deposits. Determining the factors affecting the profit margin and studying the short-term and long-term relationships among them is used for appropriate policymaking in the banking system. In this article, using the Autoregressive Distributed Lag (ARDL) model, the impact of variables such as inflation, the volume of bank deposits, and public sector debt to the banking system on the banking profit margin in Iran has been examined during the years 1363 to 1395. The results of this study show that among the macroeconomic factors, the volume of bank deposits has a significant negative effect on the banking profit margin, and public sector debt to the banking system has a significant positive effect on the banking profit margin. Furthermore, the effect of inflation on the banking profit margin is not significant in the long term.
خلاصه ماشینی:
In this article, using the Autoregressive Distributed Lag (ARDL) model, the impact of variables such as inflation, the volume of bank deposits, and public sector debt to the banking system on the banking profit margin in Iran during the years 1363 to 1395 has been investigated.
Research Background Domestic Research Atabaki (1386), in investigating the factors affecting the banking profit margin in the Iranian economy using panel data methods, found that the inflation rate has a direct effect and production growth has an inverse effect on the difference in banking interest rates.
Abbasi (1393), in investigating the determining factors of net profit margin in Iranian private banks during the period 1388 to 1392 using a panel data approach, found that the inflation rate has a positive effect and economic growth has a negative effect on the banking profit margin.
Horvath (2009) considers the factors affecting the profit margin to be the volume of assets/facilities, capital adequacy, administrative costs, average assets in the banking sector, inflation rate, and gross domestic product.
Sheriff and Amoako 1 (2014), using the ARDL method, identified the factors affecting the banking profit margin in Ghana during the years 1999 to 2010, considering total deposit volume, inflation rate, public sector debt to the banking system, and treasury bill rates as variables affecting the profit margin.
Niyimbanira and colleagues 2 (2015), using the Johansen method and the vector error correction method, identified the factors affecting the profit margin in South Africa during the years 1990 to 2012, considering the inflation rate, legal reserve ratio, discount rate, money supply (M2), and gross domestic product as influential variables.
(
, 
, 
)
