Mevduat Bankalarının Performansında Ölçek Faktörü - Türkiye Örneği

Year 2023, , 244 - 262, 02.07.2023

Hatice Elanur Kaplan , Adalet Hazar , Şenol Babuşcu

https://doi.org/10.30784/epfad.1284307

Abstract

Bu çalışmanın amacı ölçek faktörünün banka performansı ile ilişkisini sorgulamaktır. Ekonomideki bazı sektörlerde ölçek avantajının ön plana çıktığı görülmektedir. Literatürde banka performans analizi yapılırken örneklemin homojen olmasını sağlayan ölçeklendirmenin yapıldığı ve her bir grup için ayrı analizin sağlandığı az sayıda çalışmanın olması, bu çalışmanın farkını oluşturmaktadır. Bankacılık sektöründe ölçeğin avantaj yaratıp yaratmadığı konusu; kaynakların etkin kullanımı ve maliyet avantajı açısından önemlidir. Bu çerçevede Türk Bankacılık Sektöründe faaliyet gösteren mevduat bankalarının 2012Q4-2020Q3 dönemi performansına ölçek büyüklüğünün etkisinin incelenebilmesi için bankalar öncelikle ölçeklerine göre gruplandırılmıştır. Büyük, orta ve küçük ölçekli bankalar olarak 3 kümeye ayrılarak; büyük ve orta ölçekli 7 adet ve küçük ölçekli banka için ise 13 adet şeklinde iki farklı panel analiz yapılmıştır. Sonuç olarak ulaşılan bulgular, ticari bankaların analizinde ölçek yapısına göre içsel değişkenlerin ve makro ekonomik değişkenlerin banka performansını açıklayıcı gücü yüksek ve anlamlı bileşenleri olduğu, bankaların kârlılık performanslarında önem arz ettiğini göstermektedir. Seçilen açıklayıcı değişkenlerin, ticari bankaların Büyük, Orta ve Küçük Ölçekli Bankalar olarak daha homojen gruplar olarak ele alındığında da anlamlı ve güçlü tahmin ediciler oldukları görülmektedir.

Keywords

Mevduat Bankaları, Banka Performansı, Kümeleme Analizi

Scale Factor in the Performance of Deposit Banks – The Turkey Case

Abstract

The objective of this research was to clarify how the scale factor and bank performance relate to one another. It was observed that the benefit of scale emerged in various economic areas. In terms of efficient resource usage and cost advantage, the banking industry must determine if scale creates an advantage or not. Because banks’ financial services are strongly linked to the expansion of the economy. In this framework, banks were divided into three clusters as large-, medium-, and small-scaled banks and analyzed as two different panels, consisting of 7 large- and medium-scaled banks and 13 small-scaled banks, to explicate the factors influencing the performance of deposit banks between 2012:Q4-2020:Q3. As a result, the study’s findings showed that internal and macroeconomic variables, which were significant components regarding the scale structure of the banks’ performance, had a high explanatory power in the analysis of commercial banks and were crucial to the profitability of the banks. Even when deposit banks were categorized as Large-, Medium-, and Small-Scaled Banks, the chosen explanatory variables were significant and strong estimators.

Keywords

Deposit Banks, Bank Performance, Cluster Analysis

References

• Ahmad, S., Nafees, B. and Khan, A. (2012). Determinants of profitability of Pakistani banks: Panel data evidence for the period 2001-2010. Journal of Business Studies Quarterly, 4(1), 149-165. Retrieved from https://jbsq.org/
• Aladwan, M.S. (2015). The impact of bank size on profitability: An empirical study on listed Jordanian commercial banks. European Scientific Journal, 11(34), 217-236. Retrieved from https://eujournal.org/
• Alharbi, A.T. (2017). Determinants of Islamic banks’ profitability: International evidence. International Journal of Islamic and Middle Eastern Finance and Management, 10(3), 331-350. https://doi.org/10.1108/IMEFM-12-2015-0161
• Almaqtari, F.A., Al‐Homaidi, E.A., Tabash, M.I. and Farhan, N.H. (2019). The determinants of profitability of Indian commercial banks: A panel data approach. International Journal of Finance and Economics, 24(1), 168–185. https://doi.org/10.1002/ijfe.1655
• Alp, A., Ban, Ü., Demirgüneş, H.K. and Kılıç, S. (2010). Türk bankacılık sektöründe karlılığın içsel belirleyicileri. İMKB Dergisi, 12(46), 1-13. Erişim adresi: https://www.borsaistanbul.com/
• Batten, J. and Vo, X.V. (2019). Determinants of bank profitability-Evidence from Vietnam. Emerging Markets Finance & Trade, 55(6), 1417–1428. https://doi.org/10.1080/1540496X.2018.1524326
• Bucevska, V. and Misheva, B.H. (2017). The determinants of profitability in the banking industry: Empirical research on selected Balkan countries. Eastern European Economics, 55, 146–167. https://doi.org/10.1080/00128775.2016.1260473
• Demirgüç-Kunt, A. and Huizinga, H. (1999), Determinants of commercial bank interest margins and profitability: Some international evidence. The World Bank Economic Review, 13(2), 379-408. https://doi.org/10.1093/wber/13.2.379
• Dietrich, A. and Wanzenried, G. (2011). Determinants of bank profitability before and during the crisis: Evidence from Switzerland. Journal of International Financial Markets, Institutions & Money, 21, 307–327. https://doi.org/10.1016/j.intfin.2010.11.002
• Dizgil, E. (2017). An empirical research on micro level factors that affect the profitability of deposit banks in Turkey. Journal of BRSA Banking and Financial Markets, 11(2), 31-52. Retrieved from https://www.bddk.org.tr/KurumHakkinda/Detay/26
• Gujarati D.N. (2004). Basic econometrics (4 ed.). New York: The McGraw-Hill Companies.
• Kaya, P., Babuscu, S. and Hazar, A. (2021). The determinants of profitability of large-scale and small-scale Turkish deposit banks. Journal of Corporate Governance, Insurance, and Risk Management (JCGIRM), 8(1), 1-18. https://doi.org/10.51410/jcgirm.8.1.1
• Lee, S. (2013). Financial crisis, regulatory changes and bank profit. Review of European Studies, 5(5), 151-158. doi:10.5539/res.v5n5p151
• Madugu, A.H., Ibrahim, M. and Amoah, J.O. (2020). Differential effects of credit risk and capital adequacy ratio on profitability of the domestic banking sector in Ghana. Transnational Corporations Review, 12(1), 37-52. https://doi.org/10.1080/19186444.2019.1704582
• Menicucci, E. and Paolucci, G. (2016). The determinants of bank profitability: Empirical evidence from European banking sector. Journal of Financial Reporting and Accounting, 14(1), 86-115. https://doi.org/10.1108/JFRA-05-2015-0060
• Nguyen, H.H. (2020). Impact of bank capital adequacy on bank profitability under Basel II accord: Evidence from Vietnam. Journal of Economic Development, 45(1), 31-46. Retrieved from https://jed.cau.ac.kr/
• Paleni, H., Hidayat, S. and Jatmiko, D.P. (2017). Determinants of profitability: Evidence from Indonesian firms. International Journal of Economic Perspectives, 11(3), 1049-1057. Retrieved from http://ijeponline.com/
• Pasiouras, F. and Kosmidou, K. (2007). Factors influencing the profitability of domestic and foreign commercial banks in the European Union. Research in International Business and Finance, 21(2), 222-237. https://doi.org/10.1016/j.ribaf.2006.03.007
• Pervan, M., Pelivan, I. and Arnerić, J. (2015). Profit persistence and determinants of bank profitability in Croatia. Economic Research-Ekonomska Istraživanja, 28(1), 284–298. https://doi.org/10.1080/1331677X.2015.1041778
• Saona, P. (2016). Intra- and extra-bank determinants of Latin American banks’ profitability. International Review of Economics and Finance, 45, 197-214. https://doi.org/10.1016/j.iref.2016.06.004
• Serwadda, I. (2018). Determinants of commercial banks’ profitability. Evidence from Hungary. ACTA Universitas Agriculturae Et Silviculturae Mendeliane Brunensis, 66, 1325-1335. https://doi.org/10.11118/actaun201866051325
• Spathis, Ch., Kosmidou, K. and Doumpos, M. (2002). Assessing profitability factors in the Greek banking system. A multicriteria methodology. International Transactions in Operational Research, 9, 517-530. https://doi.org/10.1111/1475-3995.00371
• Sufian, F. and Habibullah, M.S. (2009). Determinants of bank profitability in a developing economy: Empirical evidence from Bangladesh. Journal of Business Economics and Management, 10(3), 207-217. https://doi.org/10.3846/1611-1699.2009.10.207-217
• Tatoğlu Yerdelen, F. (2018). İleri panel veri analizi. İstanbul: Beta Yayıncılık.
• TCMB. (2022). Elektronik veri dağıtım sistemi [Veri seti]. Erişim adresi: https://evds2.tcmb.gov.tr/
• Tran, D.T.T. and Phan, H.T.T. (2020). Bank size, credit risk and bank profitability in Vietnam. Malaysian Journal of Economic Studies, 57, 233-251. https://doi.org/10.22452/MJES.vol57no2.4
• TÜİK. (2022). İstatistik veri portalı [Veri seti]. Erişim adresi: https://data.tuik.gov.tr/Turcat