اخبار و اعلانات
آمار
| تعداد نشریات | 34 |
| تعداد شماره‌ها | 1,306 |
| تعداد مقالات | 9,427 |
| تعداد مشاهده مقاله | 9,188,323 |
| تعداد دریافت فایل اصل مقاله | 5,620,748 |
طراحی و اعتباریابی الگوی مدیریت ریسک اعتباری با رویکرد مدیریت راهبردی دانش در بانکداری ایران | ||
| پژوهش‌های راهبردی بودجه و مالیه | ||
| دوره 6، شماره 2 - شماره پیاپی 22، خرداد 1404، صفحه 93-120 اصل مقاله (1.15 M) | ||
| نوع مقاله: مقاله پژوهشی | ||
| شناسه دیجیتال (DOI): 10.47176/fbarj.2025.1439 | ||
| نویسندگان | ||
| مرتضی صفابخش1؛ محمود احمدی شریف* 2؛ سینا نعمتی زاده3؛ مهران کشتکار هرانکی4 | ||
| 1دانشجوی دکتری گروه مدیریت بازرگانی، واحد بین المللی کیش، دانشگاه دانشگاه آزاد اسلامی، جزیره کیش، ایران | ||
| 2استادیار گروه مدیریت بازرگانی، واحد شهر قدس، دانشگاه آزاد اسلامی، تهران، ایران | ||
| 3دانشیار گروه مدیریت بازرگانی، واحد تهران مرکزی، دانشگاه آزاد اسلامی، تهران، ایران | ||
| 4استادیار گروه مدیریت دانش راهبردی، دانشکده مدیریت، دانشگاه عالی دفاع ملی، تهران، ایران | ||
| تاریخ دریافت: 26 آذر 1403، تاریخ بازنگری: 24 فروردین 1404، تاریخ پذیرش: 06 خرداد 1404 | ||
| چکیده | ||
| این پژوهش با هدف طراحی مدلی کارآمد برای مدیریت ریسک اعتباری با رویکرد مدیریت راهبردی دانش در صنعت بانکداری انجام شد. روش تحقیق به‌صورت کیفی و بر مبنای رویکرد پدیدارشناسی بود و از تحلیل مضمون برای شناسایی و دسته‌بندی مولفه‌ها استفاده شد. نظرات متخصصان با نمونه‌گیری هدفمند از نوع ملاکی جمع‌آوری و اعتبار مدل با استفاده از شاخص لاوشه و CVI ارزیابی گردید. یافته‌ها نشان داد 118 نشانگر، 30 مضمون پایه، 14 مضمون سازمان‌دهنده، و 6 مضمون فراگیر شناسایی شدند. این مضامین فراگیر عبارت‌اند از: زیرساخت‌های فناورانه مدیریت دانش (مانند سیستم‌های هوشمند پردازش اطلاعات و ذخیره دانش)، فرآیندهای ارزیابی اعتباری (تحلیل‌های کمی و کیفی ریسک)، مدیریت سرمایه انسانی (توسعه شایستگی‌ها و مدیریت استعداد)، فرهنگ سازمانی دانش‌محور (ارزش‌های سازمانی و مدیریت تحول فرهنگی)، ارتباط محوری (ارتباط با مشتریان و نهادهای نظارتی)، و نوآوری و بهبود مستمر (مدیریت تغییر و تحقیق و توسعه). مدل پیشنهادی با شاخص‌های CVR و CVI تأیید شد و اعتبار محتوایی بالایی داشت. نتیجه‌گیری نشان می‌دهد این مدل می‌تواند به بهبود فرآیندهای مدیریتی و تصمیم‌گیری در بانک‌ها کمک کند و ابزاری کارآمد برای مدیریت ریسک اعتباری ارائه دهد. با استفاده از این رویکرد، بانک‌ها می‌توانند انعطاف‌پذیری بیشتری در مواجهه با چالش‌های ریسک داشته و کارایی عملیاتی خود را ارتقا بخشند. | ||
| کلیدواژه‌ها | ||
| مدیریت ریسک اعتباری؛ مدیریت راهبردی دانش؛ مدل مدیریتی؛ صنعت بانکداری | ||
| عنوان مقاله [English] | ||
| Design and Validation of a Credit Risk Management Model with a Strategic Knowledge Management Approach in the Iranian Bank | ||
| نویسندگان [English] | ||
| Morteza Safabakhsh1؛ mahmood ahmadi sharif2؛ sina Nematizadeh3؛ mehran keshtkar haranaki4 | ||
| 1Department of Business management, Kish International Branch, Islamic Azad University, Kish Island, Iran | ||
| 2Assistant Professor, Department of Business Management, Shahr-e-Qods Branch, Islamic Azad University, Tehran, Iran | ||
| 3Associate Professor, Department of Business Management, Central Tehran Branch, Islamic Azad University, Tehran, Iran | ||
| 4Assistant Professor of Strategic Knowledge Management, Supreme University of National Defense, Tehran, Iran., Tehran, Iran | ||
| چکیده [English] | ||
| This study aimed to design an efficient model for credit risk management using a strategic knowledge management approach in the banking . The research adopted a qualitative method based on the phenomenological approach, employing thematic analysis to identify and categorize components. Expert opinions were collected through purposive criterion-based sampling, and the model's validity was evaluated using the Lawshe index and CVI. The findings revealed the identification of 118 indicators, 30 basic themes, 14 organizing themes, and 6 overarching themes. These overarching themes include: technological infrastructures for knowledge management (such as intelligent data processing systems and knowledge storage), credit evaluation processes (quantitative and qualitative risk analyses), human capital management (competency development and talent management), knowledge-oriented organizational culture (organizational values and cultural transformation management), relationship focus (engagement with customers and regulatory bodies), and innovation and continuous improvement (change management and research and development). The proposed model was validated with acceptable CVR and CVI scores, demonstrating high content validity. The results indicate that this model can enhance management processes and decision-making in banks, offering an effective tool for credit risk management. Utilizing this approach enables banks to achieve greater flexibility in addressing risk challenges and improve operational efficiency. | ||
| کلیدواژه‌ها [English] | ||
| Credit Risk Management, Strategic Knowledge Management, Management Model, Banking Industry | ||
| مراجع | ||
|
Adebanjo, S. (2024). The effect of credit risk management on the financial stability of banks in the United Kingdom. European Journal of Accounting, Auditing and Finance Research, 12, 81-109. https://doi.org/10.37745/ejaafr.2013/vol12n881109
Alam, Md. (2024). The Association between Credit Risk Management and Banks’ Performance in Bangladesh: A Panel ARDL Approach: Credit Risk Management. Jahangirnagar University Journal of Business Research. 24. 63-78. 10.53461/jujbr.v24i01.53. DOI:10.53461/jujbr.v24i01.53
Amira, E. A., Musiega, M., & Alala, B. O. (2023). Influence of Credit Risk Management on Financial Performance of Commercial Banks in Kenya. The Cradle of Knowledge: African Journal of Educational and Social Science Research, 11 (3), 138-145. DOI:10.4314/ajessr.v11i3.5
Asadollahi, S. Y., Taherabadi, A. A., Shahveisi, F., & Kheirollahi, F. (2023). Dynamic analysis of the comprehensive risk management model in the banking system using a systems thinking approach. Investment Knowledge, 13(49), 123–152. https://www.magiran.com/p2589087 [In Persian]
Avickson, E., Omojola, J., & Bakare, I. (2024). The role of revalidation in credit risk management: Ensuring accuracy in borrowers' financial data. International Journal of Research Publication and Reviews, 5, 1867-1881. DOI:10.55248/gengpi.5.1024.2808
Baesens, B., & Smedts, K. (2023). Boosting credit risk models. The British Accounting Review, 101241. https://doi. org/10. 1016/j. bar. 2023. 101241
Beikzadeh, A., Masoudi, A., Ahmadian, A., & Sarlak, M. (2023). Integration and improvement of risk management indicators. Accounting and Auditing Studies, 15(1), 24–48. 10.22034/iaas.2022.320709.1217 [In Persian]
Belás, J., Smrcka, L., Gavurova, B., & Dvorsky, J. (2018). The impact of social and economic factors in the credit risk management of SME. Technological and Economic Development of Economy, 24 (3), 1215-1230. DOI: https://doi.org/10.3846/tede.2018.1968
Bhattarai, B. P. (2019). Effect of credit risk management on financial performance of commercial banks in Nepal. European Journal of Accounting, Auditing and Finance Research, 7 (5), 87-103. DOI:10.36096/ijbes.v5i2.415
Böhnke, V., Ongena, S., Paraschiv, F., & Reite, E. J. (2023). Back to the roots of internal credit risk models: Does risk explain why banks' risk-weighted asset levels converge over time? Journal of Banking & Finance, 156, 106992. DOI: 10.1016/j.jbankfin.2023.106992
Bülbül, D., Hakenes, H., & Lambert, C. (2019). What influences banks’ choice of credit risk management practices? Theory and evidence. Journal of Financial Stability, 40, 1-14. doi.org/10.1016/j.jfs.2018.11.002
Damghanian, J. (2017). Developing a model for integrated credit risk management in Bank Melli Iran [Doctoral dissertation]. Allameh Tabataba’i University. [In Persian]
Delafrooz, N., Homayounfar, M., & Taghipour Tamijani, M. (2019). Credit risk management in banks using a hybrid approach. Financial Engineering and Securities Management (Portfolio Management), 10(38), 94–116. [In Persian]
Fallah, A. (2017). The relationship between credit risk management and profitability of banks [Master’s thesis]. Allameh Tabataba’i University, Faculty of Management and Accounting. [In Persian]
Goodhart, C. A., Tsomocos, D. P., & Wang, X. (2023). Bank credit, inflation, and default risks over an infinite horizon. Journal of Financial Stability, 67, 101131. https://doi. org/10. 1016/j. jfs. 2023. 101131. DOI:10.1016/j.jfs.2023.101131
Habibi, M., Damouri, D., & Ansari Samani, H. (2024). Investigating the factors affecting the financial stability of banks: Evidence from the Net Stable Funding Ratio (NSFR) indicator. Strategic Research in Budgeting and Finance, 5(2), 11-43. [In Persian]
Harb, E., El Khoury, R., Mansour, N., & Daou, R. (2022). Risk management and bank performance: evidence from the MENA region. Journal of Financial Reporting and Accounting. DOI:10.1108/JFRA-07-2021-0189
Holsapple, C. (2024). Comprehensive reference for knowledge management (Translated by S. J. Mousavi, A. Geraili-Malakkhili, & S. A. Hosseini-Mounes). Tehran: Parsia. [In Persian]
Kabir Hassan, M., Khan, A. & Paltrinieri, A. (2019). Liquidity risk, credit risk and stability in Islamic and conventional banks. Research in International Business and Finance, Elsevier, 48(C), 17-31. DOI: 10.1016/j.ribaf.2018.10.006
Karimi, Ahmadi, & Rousta. (2023). Explaining the impact of knowledge management and the role of business networks in Islamic banking. New Approaches in Jihadi Management and Islamic Governance, 2(4), 127-146. . [In Persian].
Khalil Arjomandi, Z., Taheri Nia, M., Ahmadian, A., & Sarlak, A. (2022). Integration and improvement of risk management indicators. Accounting and Auditing Studies, [no volume/issue indicated]. 10.22034/iaas.2022.161717 [In Persian]
Khoramabadi, M., Rashidi, M., Seif, S., & Mohammadzadeh, M. (2024). The impact of government policy uncertainty and interest rate fluctuations on the risk of government banking debts. Strategic Research in Budgeting and Finance, 5(3), 91-113. 20.1001.1.27171809.1403.5.3.4.5 [In Persian]
Marcelin, I., Sun, W., Teclezion, M., & Junarsin, E. (2022). Financial inclusion and bank risk-taking: The effect of information sharing. Finance Research Letters, 50, 103182. doi.org/10.1016/j.frl.2022.103182
Mitra, R., Dongre, A., Dangare, P., Goswami, A., & Tiwari, M. K. (2023). Knowledge graph driven credit risk assessment for micro, small and medium-sized enterprises. International Journal of Production Research, 1-17. DOI:10.1080/00207543.2023.2257807
Murinde, V., Rizopoulos, E., & Zachariadis, M. (2022). The impact of the FinTech revolution on the future of banking: Opportunities and risks. International Review of Financial Analysis, 81, 102103. DOI:10.1016/j.irfa.2022.102103
Naili, M., & Lahrichi, Y. (2022). Banks’ credit risk, systematic determinants and specific factors: Recent evidence from emerging markets. Heliyon, 8 (2), e08960. https://doi. org/10. 1016/j. heliyon. 2022. e08960 doi.org/10.1016/j.heliyon.2022.e08960
Nguyen, Q. K., & Dang, V. C. (2022). The impact of risk governance structure on bank risk management effectiveness: Evidence from ASEAN countries. Heliyon, 8 (10), e11192. https://doi. org/10. 1016/j. heliyon. 2022. e11192. doi.org/10.1016/j.heliyon.2022.e11192
Nikkhah Bahrami, A. (2017). Jurisprudential and legal techniques for managing credit risk from banking resource allocation [Master’s thesis]. Kharazmi University, Faculty of Law and Political Sciences. [In Persian]
Okpukpara, V., Okpukpara, B. C., Omeje, E. E., Ukwuaba, I. C., & Ogbuakanne, M. (2023). Credit risk management in small-scale farming by formal financial institutions during the COVID-19 era: Nigerian perspective. Agricultural Finance Review, 83 (3), 377-394. DOI: 10.1108/AFR-07-2022-0089
Parry, G., & McCarthy, J. (2022). Strategic knowledge management: A review of the literature and a research agenda. Journal of Knowledge Management, 26(1), 18-38. DOI:10.2307/3250961
Pourhossein, M., Motaghi, A. A., & Mohammadi, A. (2022). Presenting a model for credit risk assessment using structural models and liability combinations. Investment Knowledge, 5(21), 100–121. /0000-0002-1840-3081 [In Persian]
Pozzi, R., Rossi, T. & Secchi, R. (2021). Industry 4.0 technologies: critical success factors for implementation and improvements in manufacturing companies. Production Planning & Control, 34(2):
Purwanto, A., Novitasari, D. & Asbari, M. (2022). Tourist Satisfaction and Performance of Tourism Industries: How the Role of Innovative Work Behaviour, Organizational Citizenship Behaviour? Journal of Industrial Engineering & Management Research, 3(1) :1-12.
Raimundo, R.J.G., Rosário, A.M.F.T. & Rocha, A.L.M. (2022). Knowledge Management in Marketing. In Information and Knowledge in Internet of Things (pp. 59-78). Springer, Cham.
Rajaee Ramesh, S. T. (2022). Investigating the relationship between credit risk management and risk performance of commercial banks in Shiraz [Master’s thesis]. Payame Noor University, Shiraz Branch. [In Persian]
Ranji Jafroodi, N., & Pourali, B. (2021). The impact of credit risk management on lending performance of Agricultural Bank branches. Development and Capital, 6(2(11)), 157–183. Retrieved from https://www.sid.ir/fa/journal/ViewPaper.aspx?id=590374 [In Persian]
Rostami Jaz, H., & Sabouri, N. (2023). Investigating the relationship between innovative dimensions of total quality management and banking risk reduction considering macroeconomic indicators. Accounting and Management Outlook, 6(86), 274–284. [In Persian]
Rostami, M. (2020). Credit risk management modeling for agricultural sector facilities (case study: Agricultural Bank) using grounded theory. [Doctoral dissertation]. Faculty of Agriculture and Natural Resources, Islamic Azad University, Ilam Branch. [In Persian]
Safabakhsh, M., Ahmadi Sharif, M., Nematizadeh, S., & Keshtkar Heranki, M. (2024). Identifying criteria and indicators of credit risk management with a knowledge management approach in the banking industry. Year 16(58), 617–641 www.magiran.com/p2785851. [In Persian]
Sanjari, Y. (2021). The relationship between credit risk management, capital adequacy, and financial performance of banks [Master’s thesis]. Payame Noor University, Lorestan Province, Alishtar Branch. [In Persian]
Sarmadi, Aziza, Bab Al-Hawaji, Fahimah, Hassanzadeh, Mohammad, & Hariri, Najla. (1403). Critical factors for the success of knowledge management in the banking industry using meta-synthesis. Information Management Sciences and Technologies, 10(1), 31-60. doi: 10.22091/stim.2024.2872. [In Persian].
Shamshur, A. & Weill, L. (2019). Does bank efficiency influence the cost of credit? Journal of Banking & Finance, Elsevier, 105(C), 62-73. DOI: 10.1016/j.jbankfin.2019.05.002
Soehaditama, J. P., Machdar, N. M., & Manurung, A. H. (2023). Determinant Banking Credit Risk Management. Indonesian Journal of Business Analytics, 3 (4), 1105-1112. DOI:
Sorguli, S., Gardi, B., Othman, B.J., Aziz, H.M., Ahmed, S.A., Sabir, B.Y., Ismael, N.B., Hamza, P.A., Ali, B.J. & Anwar, G. (2021). Innovation: Knowledge Management in the Innovating Industries. International Journal of Electrical, Electronics and Computers, 6(3), 10-23.
Wulandari, D. (2022). Customer Satisfaction as a Priority in Excellent Banking Services. KINERJA: Jurnal Manajemen Organisasi dan Industri, 1 (1), 27-34. DOI:10.2307/32542558.125
Yeasin, H. M. (2022). Impact of credit risk management on financial performance: A study of commercial banks in Bangladesh. Interdisciplinary Journal of Applied and Basics Subjects, 2 (1), 14-22. DOI:10.125/12458.256
Yingying Li, Ying Li & Yan Li (2019), What factors are influencing credit card customer’s default behaviors in china?, Physica A: Statistical Mechanics and its Applications, Elsevier, 526(C). DOI: 10.1016/j.physa.2019.04.097
Zarghami, S., Amiri, M., Taghavi Fard, M. T., & Makouei, A. (2022). Reducing key variables in bank evaluation using data envelopment analysis and structural equation modeling. Strategic Research in Budgeting and Finance, 3(3), 11-37. https://www.magiran.com/p2528309 [In Persian] | ||
|
آمار تعداد مشاهده مقاله: 136 تعداد دریافت فایل اصل مقاله: 57 |
||