Türk Bankacılık Sektöründe Sistemik Öneme Sahip Yerel Bankaların Belirlenmesinde Gösterge Bazlı Bir Yöntem Önerisi

Year 2014, Volume: 8 Issue: 2, 13 - 37, 01.12.2014

Özge Ülkütaş Saçcı Güven Sayılgan

Abstract

Bu çalışmada, Türk Bankacılık Sektörü’nde faaliyet gösteren sistemik öneme sahip yerel bankalar D-SIB tespit edilmeye çalışılmıştır. Bu kapsamda örneklemde yer alan bankalar, geliştirilen gösterge bazlı yöntem ve kümeleme analizi yardımıyla 2012 yıl sonu kamuya açık mali tablo verileri kullanılarak sistemik önem derecelerine göre gruplandırılmıştır. Söz konusu bankalardan en yüksek sistemik önem derecesine sahip 7 tanesinin, kalan 21 bankadan ayrı olarak kümelendiğinin görüldüğü çalışmada, bu 7 banka D-SIB olarak nitelendirilmiştir

Keywords

Sistemik Risk, Sistemik Önem, Sistemik Öneme Sahip Banka, Batmak İçin Çok Büyük, Kümeleme Analizi, Türk Bankacılık Sektörü

An Indicator Based Assessment Methodology Proposal for the Identification of Domestic Systemically Important Banks within the Turkish Banking Sector

Abstract

An Indicator Based Assessment Methodology Proposal for the Identification of Domestic Systemically Important Banks within the Turkish Banking SectorThis study aims to identify domestic systemically important banks D-SIB operating within the Turkish Banking Sector. In this regard, adopting an indicator based assessment methodology together with the cluster analysis application, banks in the sample are classified in terms of their degree of systemic importance by using publicly available year-end data of 2012. The study has shown that a total of 7 banks with the highest systemic importance clustered away from the remaining 21 banks in the sample and these 7 banks in the study have been defined as D-SIBs

Keywords

Systemic Risk, Systemic Importance, Systemically Important Bank, Too Big To Fail, Cluster Analysis, Turkish Banking Sector

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