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Analysis of The Factors Affecting The Profitability of Banks In Turkey By Lasso Regression

Year 2022, Volume: 2 Issue: 1, 46 - 57, 30.06.2022

Abstract

In the article examining the factors affecting the profitability indicators of the banking sector, which has a large share in the financial sector in Turkey, the analysis of the factors affecting the return on assets and return on equity ratios of the top 10 deposit banks in 2020, ranked according to their asset size in 2020, was made with the lasso regression method. As a result of the analysis, separate models were established for return on assets and return on equity. Among the independent variables, only the deposit variable was excluded from the model and it was seen that the effect on profitability was not as much as the variables of securities portfolio, equity, NPL ratio, asset share, inflation and gross domestic product.

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There are 22 citations in total.

Details

Primary Language English
Journal Section Research Articles
Authors

Gizem Nur Bayrakcı This is me 0000-0003-0009-3844

Publication Date June 30, 2022
Published in Issue Year 2022 Volume: 2 Issue: 1

Cite

APA Bayrakcı, G. N. (2022). Analysis of The Factors Affecting The Profitability of Banks In Turkey By Lasso Regression. AYBU Business Journal, 2(1), 46-57.
AMA Bayrakcı GN. Analysis of The Factors Affecting The Profitability of Banks In Turkey By Lasso Regression. AYBU Business Journal. June 2022;2(1):46-57.
Chicago Bayrakcı, Gizem Nur. “Analysis of The Factors Affecting The Profitability of Banks In Turkey By Lasso Regression”. AYBU Business Journal 2, no. 1 (June 2022): 46-57.
EndNote Bayrakcı GN (June 1, 2022) Analysis of The Factors Affecting The Profitability of Banks In Turkey By Lasso Regression. AYBU Business Journal 2 1 46–57.
IEEE G. N. Bayrakcı, “Analysis of The Factors Affecting The Profitability of Banks In Turkey By Lasso Regression”, AYBU Business Journal, vol. 2, no. 1, pp. 46–57, 2022.
ISNAD Bayrakcı, Gizem Nur. “Analysis of The Factors Affecting The Profitability of Banks In Turkey By Lasso Regression”. AYBU Business Journal 2/1 (June 2022), 46-57.
JAMA Bayrakcı GN. Analysis of The Factors Affecting The Profitability of Banks In Turkey By Lasso Regression. AYBU Business Journal. 2022;2:46–57.
MLA Bayrakcı, Gizem Nur. “Analysis of The Factors Affecting The Profitability of Banks In Turkey By Lasso Regression”. AYBU Business Journal, vol. 2, no. 1, 2022, pp. 46-57.
Vancouver Bayrakcı GN. Analysis of The Factors Affecting The Profitability of Banks In Turkey By Lasso Regression. AYBU Business Journal. 2022;2(1):46-57.