Classification of Turkish Commercial Banks Under Fuzzy c-Means Clustering

Year 2013, Volume: 7 Issue: 2, 13 - 36, 01.12.2013

İsmail Hakkı Gökgöz Fatih Altınel F.pınar Yetkin Gökgöz İlker Koç

Abstract

As the major actors of credit system, banks have a great importance not just for financial system but also for the whole of economy. Thus, financial soundness of banks, affected by many financial risks, should be monitored closely. This study focuses on classification of the deposit and participation banks of Turkey regarding their soundness. Financial Stability Indicators FSIs are used to attain this goal. Research method is mainly based on fuzzy cmeans clustering method which relies on fuzzy logic. The results show that the participation banks are grouped together in the same cluster. Also, Denizbank A.Ş., Finansbank A.Ş., Yapı ve Kredi Bankası A.Ş. and Türk Ekonomi Bankası A.Ş., having similar characteristics regarding ownership and scope of financial services, are found to be grouped together in all periods under consideration. Moreover, it has been seen that size is not the most decisive factor for classification purposes

Keywords

Financial Risk, Financial Soundness Indicators, Turkish Commercial Banks, Data Clustering, Fuzzy c-Means Clustering.

Türk Bankacılık Sistemindeki Bankaların c-Ortalamalı Bulanık Kümeleme Analizi ile Sınıflandırılması

Abstract

Kredi sisteminin ana aktörlerinden olan bankalar sadece finans sistemi için değil tüm ekonomi için büyük önem taşır. Bu sebeple, birçok riskle karşı karşıya olan bankaların sağlamlıklarının yakından izlenmesi gerekir. Bu çalışmada, Türk mevduat ve katılım bankalarının finansal sağlamlıklarına göre sınıflandırılması amaçlanmıştır. Bu amaç için Finansal Sağlamlık Göstergeleri FSIs kullanılmıştır. Çalışma ana yöntem olarak c-ortalamalı bulanık kümeleme analizine dayanmaktadır. Çalışma sonucunda katılım bankalarının birlikte gruplandığı görülmüştür. Bunun yanında, sahiplik ve faaliyet gösterilen alan açısından benzer özellikler taşıyan Denizbank A.Ş., Finansbank A.Ş., Yapı ve Kredi Bankası A.Ş. ile Türk Ekonomi Bankası A.Ş.’nin araştırmaya konu olan tüm dönemlerde aynı grup altında gruplanmıştır. Ayrıca, finansal büyüklüğün gruplandırmada en belirleyici gösterge olmadığı sonucuna ulaşılmıştır

Keywords

Finansal Risk, Finansal Sağlamlık Göstergeleri, Türk Ticari Bankaları, Veri Kümeleme, c-Ortalamalı Bulanık Kümeleme.

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