Analysis of the Relationship Between Capital Adequacy and Profitability in Turkish Banking Sector Over the Period of 1980-2017; Fourier Approach

Year 2019, Issue: 59, 61 - 73, 31.01.2019

Esra N. Kılcı

Abstract

The relationship between capital
adequacy and profitability has great importance and has been studied widely.
The effects of the capital adequacy requirements on bank performance and the
volume of these effects are important issues studied. Financial crises experienced
in U.S.A and E.U since 2008 have led to the detailed examination of the role of
the capital inadequacies in crises. When analysed the Turkish Banking Sector,
high capital adequacy and profitability ratios have been standing out, compared
to the other banks operating in the other developed and developing market
economies. The purpose of this study is to test the relationship between
capital adequacy and profitability in the banking sector during the period of
1980-2017 by using the annual data of Turkish banking sector. Dependent
variables as ROE and NIM and independent variables as equity/total assets ratio
and equity/deposit+non-deposit sources have been used in this study. The
results of the study shows that there are long-term relationships between capital
adequacy ratios and profitability indicators. 

Keywords

Capital Adequacy, Profitability, Turkish Banking Sector

TÜRK BANKACILIK SEKTÖRÜNDE 1980-2017 DÖNEMİNDE SERMAYE YETERLİLİĞİ VE KARLILIK ARASINDAKİ İLİŞKİNİN ANALİZİ; FOURIER YAKLAŞIMI

Abstract

Bankacılık sektöründe sermaye-karlılık
ilişkisi büyük önem arzetmekte ve sermaye yeterliliği düzenlemelerinin
bankacılık sektörünün karlılığı ve etkinliği üzerindeki etkileri ile bu
etkilerin büyüklüğü birçok çalışmaya konu olmaktadır. Özellikle, 2008 yılından
itibaren A.B.D ve A.B’de yaşanan krizler, sermaye düzenlemelerindeki
yetersizliklerin, krizlerin ortaya çıkması ve büyümesindeki rolünün daha
ayrıntılı bir şekilde incelenmesine yol açmıştır. Türk Bankacılık Sektörü
incelendiğinde, gelişmiş ve gelişmekte olan ülkelerde faaliyet gösteren birçok
bankaya göre, yüksek sermaye yeterlilik ve karlılık rasyoları dikkati çekmektedir.
Bu çalışmanın amacı, 1980-2017 dönemi için, Türk Bankacılık Sektörü sermaye
yeterliliği ile sektör karlılığı arasındaki ilişkinin incelenmesidir. Türk
Bankacılık Sektörü yıllık verileri kullanılarak ekonometrik bir çalışma
yapılmıştır. Karlılığa ilişkin indikatörler olarak ROE ve NIM bağımlı
değişkenler, sermaye yeterliliğine ilişkin olarak ise, özsermaye/toplam
varlıklar ve özsermaye/mevduat+mevduat-dışı kaynaklar oranları bağımsız
değişkenler olarak çalışmada kullanılmıştır. Çalışmada elde edilen sonuçlar, sermaye
yeterliliğini gösteren sözkonusu oranlar ile karlılık indikatörleri arasında uzun
dönemli ilişkiler olduğunu göstermektedir. 

Keywords

Sermaye Yeterliliği, Karlılık

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