Araştırma Makalesi
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DETERMINATION of the BANK CLUSTERS WITHIN the SCOPE of the SENSITIVITY to MARKET RISK RATIOS

Yıl 2023, Sayı: 47, 65 - 78, 31.12.2023
https://doi.org/10.61904/sbe.1272603

Öz

Foreign capital banks operating in a country have positive and negative aspects to the country's financial system and banking activities. One of the negativities is that banks with foreign capital are not prepared for certain risks and crises; and they tend to leave the country in the face of social and political problems in the country. The aim of this study is to analyze the sensitivity of foreign banks to market risk and to test whether these attitudes of foreign banks have changed despite the impositions of globalization. In line with this determined purpose, it is investigated by cluster analysis whether public, private and foreign capital deposit banks operating in Turkey differ from each other in terms of market risk sensitivity ratios. In other words, their risk groups are investigated by cluster analysis.

Results of the analysis, for the period 2018-2020 which includes the pandemic crisis have emphasized that the banks with foreign capital did not differ significantly from other deposit banks. On the contrary, there exist similarities with other banks. This shows that the banking sector has adapted to the globalization phenomenon and does not perform much differently than local banks in terms of sensitivity to market risks.

Kaynakça

  • Araújo, L. A. D. and Vinhado, F. (2016). Reputational Risk Measurement: Brazilian Banks. https://ssrn.com/abstract=2799248 or http://dx.doi.org/10.2139/ssrn.2799248.
  • Aydın, D. and Başkır, M. B. (2013). The Classification Structures of Banks by Their Capital Adequacy Ratios as the Results of Clustering Analysis and Multidimensional Scaling. Bankacılık ve Sigortacılık Araştırmaları Dergisi, 1(5-6), 29-47.
  • Bayramoğlu, M. F., and Gürsoy, İ. (2017). Individual And Sectoral Risk Ratings Of Deposit Banks In Turkey: An Applicatıon of CAMELS Analysıs. Journal of Management and Economics Research, 15(1), 1-19.
  • Cengiz, D. (2010). Clustering Of The Jint-Stock Banks Accordıng to Their Ratios. Trakya Üniversitesi Sosyal Bilimler Dergisi, 12(1), 231-247. https://dergipark.org.tr/en/pub/trakyasobed/issue/30225/326347. Chen, S., Nazir, M.I., Hashmi, S.H., and Shaikh, R. (2019). Bank Competition, Foreign Bank Entry, and Risk-Taking Behavior: Cross Country Evidence. Journal of Risk and Financial Management, 12(3): 106. https://doi.org/10.3390/jrfm12030106
  • Claessens, S., Demirgüç-Kunt, A. and Huizinga, H. (2001). How does Foreign Entry Affect Domestic Banking Markets? Journal of Banking and Finance, 25: 891–911.
  • Claessens, S., and Horen. N.V. (2013). Impact of Foreign Banks. The Journal of Financial Perspectives, 1(1), 1-14.
  • Dao, T. T. B., and Khanh, P. (2014). Cluster Analysis of Vietnamese Banks. https://ssrn.com/abstract=2543094 or http://dx.doi.org/10.2139/ssrn.2543094
  • Ercan, H., and Sayaseng, S. (2016). The Cluster Analysis of the Banking Sector in Europe. Economics and Management of Global Value Chains, 111-127.
  • Feldstein, M. (2002), Economic and Financial Crises in Emerging Markets Economies: Overview of Prevention and Management, NBER Working Paper No. 8837.
  • Karaatlı, M., and Yıldız, E. (2021). Analysis of the Financial Structure of Deposit Banks with Cluster Analysis. Business and Management Studies An International Journal, 9(1):1-17. DOI:10.15295/bmij.v9i1.1594.
  • Karagöz, Y. (2017). SPSS ve AMOS Uygulamalı Nitel-Nicel Karma Bilimsel Araştırma Yöntemleri ve Yayın Etiği (1. Basım b.). Sivas: Nobel Yayıncılık.
  • Levine, R. (1997). American Economic Association Financial Development and Economic Growth: Views and Agenda Financial Development and Economic Growth: Views and Agenda. Journal of Economic Literature, 35: 688–726.
  • Molinera, M., Apellainz, P., and Cinca, S. (1993). A Multivariate Analysis of Spanish Bond Ratings. International Journal of Management Sciences, 24(4), 451-462.
  • Özkan, M. and Boran, L. (2014). Usage of Data Mining at Financial Decision Making. Çankırı Karatekin University Journal of The Faculty of Economics and Administrative Sciences 4(1), 59-82.
  • TBB (2020). Bankalarımız 2020 Kitabı. http://www.tbb.org.tr/istatistiki Raporlar (Erişim Tarihi, 22.08.22).
  • Tekin, B., and Temelli, F. (2021). Evaluation of Financial Success of Firms on the Basis of Financial Ratios with Cluster Analysis: Case of Borsa İstanbul. Journal Of Emerging Economies and Policy, 6(1), 211-221.
  • Tekin, B. and Bastak, S.N. (2022). Comparative Performance Analysis with Cluster Analysis of Banks Operating in Turkey. Journal of Turkish Social Sciences Research, 7(1), 55-76.
  • Turkish Banks Association, Our Banks 2020 Handbook.
  • Tükenmez, M., Demireli, E., and Akkaya, G.C. Kamu Bankalarında CAMELS Performans Derecelendirme Sistemi Üzerine Bir İnceleme, 13. Ulusal Finans Sempozyumu, Bildiriler, 21-24 Ekim 2009, Afyonkarahisar.
  • Yılmaz, Z. and Uzgören, E. (2014). Classifıcation Of Cities in Terms Of Basics Banking Operations in Turkey Using Cluster Analysis Method. Dumlupınar Üniversitesi Sosyal Bilimler Dergisi, XIV. Uluslararası Ekonometri Yöneylem Araştırması ve İstatistik Sempozyumu Özel Sayısı, 535-554. Retrieved from https://dergipark.org.tr/tr/pub/dpusbe/issue/31805/351561.

BANKALARIN PİYASA RİSKİNE DUYARLILIK RASYOLARI ÇERÇEVESİNDE GRUPLANDIRILMASI

Yıl 2023, Sayı: 47, 65 - 78, 31.12.2023
https://doi.org/10.61904/sbe.1272603

Öz

Bir ülkede faaliyet gösteren yabancı sermayeli bankaların finansal sistem ve bankacılık faaliyetlerine olumlu ve olumsuz yönleri bulunmaktadır. Olumsuzluklardan biri, yabancı sermayeli bankaların belirli risklere ve krizlere karşı hazırlıklı olmaması ve ülkedeki sosyal ve siyasi sorunlarla karşılaştığında ülkeden ayrılmaya eğilim göstermesidir. Bu çalışmanın amacı, yabancı bankaların piyasa riskine duyarlılığını analiz etmek ve küreselleşmenin etkilerine rağmen yabancı bankaların bu tutumlarının değişip değişmediğini test etmektir. Belirlenen bu amaç doğrultusunda, Türkiye'de faaliyet gösteren kamu, özel ve yabancı sermayeli mevduat bankalarının piyasa riskine duyarlılık oranları açısından birbirlerinden farklı olup olmadığı kümeleme analizi ile araştırılmaktadır.
Pandemi krizini de kapsayan 2018-2020 dönemine ilişkin analiz sonuçları, yabancı sermayeli bankaların diğer mevduat bankalarından önemli ölçüde farklılaşmadığını vurgulamıştır. Aksine, diğer bankalarla benzerlikler bulunmaktadır. Bu durum, bankacılık sektörünün küreselleşme olgusuna uyum sağladığını ve piyasa risklerine duyarlılık açısından yerel bankalardan çok farklı performans göstermediğini göstermektedir.

Kaynakça

  • Araújo, L. A. D. and Vinhado, F. (2016). Reputational Risk Measurement: Brazilian Banks. https://ssrn.com/abstract=2799248 or http://dx.doi.org/10.2139/ssrn.2799248.
  • Aydın, D. and Başkır, M. B. (2013). The Classification Structures of Banks by Their Capital Adequacy Ratios as the Results of Clustering Analysis and Multidimensional Scaling. Bankacılık ve Sigortacılık Araştırmaları Dergisi, 1(5-6), 29-47.
  • Bayramoğlu, M. F., and Gürsoy, İ. (2017). Individual And Sectoral Risk Ratings Of Deposit Banks In Turkey: An Applicatıon of CAMELS Analysıs. Journal of Management and Economics Research, 15(1), 1-19.
  • Cengiz, D. (2010). Clustering Of The Jint-Stock Banks Accordıng to Their Ratios. Trakya Üniversitesi Sosyal Bilimler Dergisi, 12(1), 231-247. https://dergipark.org.tr/en/pub/trakyasobed/issue/30225/326347. Chen, S., Nazir, M.I., Hashmi, S.H., and Shaikh, R. (2019). Bank Competition, Foreign Bank Entry, and Risk-Taking Behavior: Cross Country Evidence. Journal of Risk and Financial Management, 12(3): 106. https://doi.org/10.3390/jrfm12030106
  • Claessens, S., Demirgüç-Kunt, A. and Huizinga, H. (2001). How does Foreign Entry Affect Domestic Banking Markets? Journal of Banking and Finance, 25: 891–911.
  • Claessens, S., and Horen. N.V. (2013). Impact of Foreign Banks. The Journal of Financial Perspectives, 1(1), 1-14.
  • Dao, T. T. B., and Khanh, P. (2014). Cluster Analysis of Vietnamese Banks. https://ssrn.com/abstract=2543094 or http://dx.doi.org/10.2139/ssrn.2543094
  • Ercan, H., and Sayaseng, S. (2016). The Cluster Analysis of the Banking Sector in Europe. Economics and Management of Global Value Chains, 111-127.
  • Feldstein, M. (2002), Economic and Financial Crises in Emerging Markets Economies: Overview of Prevention and Management, NBER Working Paper No. 8837.
  • Karaatlı, M., and Yıldız, E. (2021). Analysis of the Financial Structure of Deposit Banks with Cluster Analysis. Business and Management Studies An International Journal, 9(1):1-17. DOI:10.15295/bmij.v9i1.1594.
  • Karagöz, Y. (2017). SPSS ve AMOS Uygulamalı Nitel-Nicel Karma Bilimsel Araştırma Yöntemleri ve Yayın Etiği (1. Basım b.). Sivas: Nobel Yayıncılık.
  • Levine, R. (1997). American Economic Association Financial Development and Economic Growth: Views and Agenda Financial Development and Economic Growth: Views and Agenda. Journal of Economic Literature, 35: 688–726.
  • Molinera, M., Apellainz, P., and Cinca, S. (1993). A Multivariate Analysis of Spanish Bond Ratings. International Journal of Management Sciences, 24(4), 451-462.
  • Özkan, M. and Boran, L. (2014). Usage of Data Mining at Financial Decision Making. Çankırı Karatekin University Journal of The Faculty of Economics and Administrative Sciences 4(1), 59-82.
  • TBB (2020). Bankalarımız 2020 Kitabı. http://www.tbb.org.tr/istatistiki Raporlar (Erişim Tarihi, 22.08.22).
  • Tekin, B., and Temelli, F. (2021). Evaluation of Financial Success of Firms on the Basis of Financial Ratios with Cluster Analysis: Case of Borsa İstanbul. Journal Of Emerging Economies and Policy, 6(1), 211-221.
  • Tekin, B. and Bastak, S.N. (2022). Comparative Performance Analysis with Cluster Analysis of Banks Operating in Turkey. Journal of Turkish Social Sciences Research, 7(1), 55-76.
  • Turkish Banks Association, Our Banks 2020 Handbook.
  • Tükenmez, M., Demireli, E., and Akkaya, G.C. Kamu Bankalarında CAMELS Performans Derecelendirme Sistemi Üzerine Bir İnceleme, 13. Ulusal Finans Sempozyumu, Bildiriler, 21-24 Ekim 2009, Afyonkarahisar.
  • Yılmaz, Z. and Uzgören, E. (2014). Classifıcation Of Cities in Terms Of Basics Banking Operations in Turkey Using Cluster Analysis Method. Dumlupınar Üniversitesi Sosyal Bilimler Dergisi, XIV. Uluslararası Ekonometri Yöneylem Araştırması ve İstatistik Sempozyumu Özel Sayısı, 535-554. Retrieved from https://dergipark.org.tr/tr/pub/dpusbe/issue/31805/351561.
Toplam 20 adet kaynakça vardır.

Ayrıntılar

Birincil Dil İngilizce
Konular Bankacılıkta Risk Yönetimi
Bölüm Makaleler
Yazarlar

Semin Paksoy 0000-0003-1693-0184

Hande Şahin 0000-0002-5420-1823

Yayımlanma Tarihi 31 Aralık 2023
Yayımlandığı Sayı Yıl 2023 Sayı: 47

Kaynak Göster

APA Paksoy, S., & Şahin, H. (2023). DETERMINATION of the BANK CLUSTERS WITHIN the SCOPE of the SENSITIVITY to MARKET RISK RATIOS. Süleyman Demirel Üniversitesi Sosyal Bilimler Enstitüsü Dergisi(47), 65-78. https://doi.org/10.61904/sbe.1272603

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