Cilt 7, Sayı 13, Sayfalar 377 - 408 2015-11-13

TÜRKİYE’DE BÜYÜK ÖLÇEKLİ BANKALAR AÇISINDAN MÜNFERİT VE SİSTEMİK RİSKLERİN ANALİZİ

K. TUNAY [1]

302 479

This study aims to analysis of individual and systemic risks of large scale commercial banks in Turkey. In the study panel data analysis have been made with annual data covering the 2003-2013 period. Empirical findings indicates that variables such as capital adequacy, leverage and size explain the individual risk. Systemic risk is affected by deposits and loans to total assets, non-interest income, organizational structure of banks. Also, bank size associated with capital and non-interest income has been observed to have an effect on systemic risk. In general, some of the systemic risk factors with individual risk factors of large scale banks operating in the system are common

Öz
Bu çalışma Türkiye’de faaliyet gösteren büyük ölçekli ticari bankaların münferit ve sistemik risklerini analiz
etmeyi amaçlamaktadır. 2003-2013 dönemini kapsayan yıllık verilerle doğrusal panel veri analizleri yapılmıştır.
Ulaşılan bulgular, sermaye yeterliliği, kaldıraç oranı ve büyüklük gibi değişkenlerin münferit riski açıkladıklarını
göstermektedir. Sistemik risk ise, mevduat ve kredilerin toplam aktiflere oranından, faiz dışı gelirlerden,
bankaların örgüt yapısından etkilenmektedir. Ayrıca büyüklükle ilişkilendirilen sermaye yeterliliği ve faiz dışı
gelirlerin de sistemik risk üzerinde etkili oldukları gözlemlenmiştir. Genel olarak sistemde faaliyet gösteren büyük
bankaların münferit risk unsurları ile sistemik risk unsurlarının bazıları ortaktır.
Anahtar Kelimeler: Büyük ölçekli bankalar, Münferit risk, Sistemik risk, Panel veri
Jel Kodları: C23, G01, G21

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Yazar: K. TUNAY
E-posta: batu.tunay@marmara.edu.tr

Bibtex @ { marufacd4630, journal = {Finansal Araştırmalar ve Çalışmalar Dergisi}, issn = {1309-1123}, address = {Marmara Üniversitesi}, year = {2015}, volume = {7}, pages = {377 - 408}, doi = {10.14784/jfrs.51026}, title = {TÜRKİYE’DE BÜYÜK ÖLÇEKLİ BANKALAR AÇISINDAN MÜNFERİT VE SİSTEMİK RİSKLERİN ANALİZİ}, language = {tr}, key = {cite}, author = {TUNAY, K.} }
APA TUNAY, K . (2015). TÜRKİYE’DE BÜYÜK ÖLÇEKLİ BANKALAR AÇISINDAN MÜNFERİT VE SİSTEMİK RİSKLERİN ANALİZİ. Finansal Araştırmalar ve Çalışmalar Dergisi, 7 (13), 377-408. DOI: 10.14784/jfrs.51026
MLA TUNAY, K . "TÜRKİYE’DE BÜYÜK ÖLÇEKLİ BANKALAR AÇISINDAN MÜNFERİT VE SİSTEMİK RİSKLERİN ANALİZİ". Finansal Araştırmalar ve Çalışmalar Dergisi 7 (2015): 377-408 <http://e-dergi-marmara.dergipark.gov.tr/marufacd/issue/510/4630>
Chicago TUNAY, K . "TÜRKİYE’DE BÜYÜK ÖLÇEKLİ BANKALAR AÇISINDAN MÜNFERİT VE SİSTEMİK RİSKLERİN ANALİZİ". Finansal Araştırmalar ve Çalışmalar Dergisi 7 (2015): 377-408
RIS TY - JOUR T1 - TÜRKİYE’DE BÜYÜK ÖLÇEKLİ BANKALAR AÇISINDAN MÜNFERİT VE SİSTEMİK RİSKLERİN ANALİZİ AU - K. TUNAY Y1 - 2015 PY - 2015 N1 - doi: 10.14784/jfrs.51026 DO - 10.14784/jfrs.51026 T2 - Finansal Araştırmalar ve Çalışmalar Dergisi JF - Journal JO - JOR SP - 377 EP - 408 VL - 7 IS - 13 SN - 1309-1123- M3 - doi: 10.14784/jfrs.51026 UR - http://dx.doi.org/10.14784/jfrs.51026 Y2 - 2017 ER -
EndNote %0 Finansal Araştırmalar ve Çalışmalar Dergisi TÜRKİYE’DE BÜYÜK ÖLÇEKLİ BANKALAR AÇISINDAN MÜNFERİT VE SİSTEMİK RİSKLERİN ANALİZİ %A K. TUNAY %T TÜRKİYE’DE BÜYÜK ÖLÇEKLİ BANKALAR AÇISINDAN MÜNFERİT VE SİSTEMİK RİSKLERİN ANALİZİ %D 2015 %J Finansal Araştırmalar ve Çalışmalar Dergisi %P 1309-1123- %V 7 %N 13 %R doi: 10.14784/jfrs.51026 %U 10.14784/jfrs.51026