Avrupa Birliği Bankacılık Endüstrisinde Maliyet Etkinliği ve Belirleyenleri: Stokastik Sınır Analizi

Öz

Bu çalışmada 2006 – 2014 dönemleri arasında 26 Avrupa Birliği (AB) ülkesinde faaliyet gösteren 156 ticari bankanın maliyet etkinliği ve belirleyenleri incelenmektedir. Maliyet etkinsizliğine yol açan firma içi ve firma dışı faktörlerin analizinde Battese ve Coelli (1995) modelinden yararlanılmaktadır. Elde edilen bulgulara göre, maliyet etkinliğinin, küresel kriz ve özellikle 2010 sonrasında başlayan Avrupa borç krizi dönemleri ile birlikte azaldığı görülmektedir. Özsermaye rasyosu, maliyet – gelir oranı, sermaye düzenleme rasyosu (tier 1), net faiz marjı ve kriz kuklası ile maliyet etkinsizliği arasında pozitif bir ilişki bulunurken; likidite riski, kredi riski, aktif büyüklüğü, özsermaye karlılığı, aracılık oranı katsayısı, yoğunlaşma oranı ve ekonomik büyüme değişkenleri ile maliyet etkinsizliği arasında negatif bir ilişki tespit edilmiştir.

Anahtar Kelimeler

• AB,Etk,SFA

Kaynakça

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