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Abstract

This study aims to analysis of individual and systemic risks of large scale commercial banks in Turkey. In the study panel data analysis have been made with annual data covering the 2003-2013 period. Empirical findings indicates that variables such as capital adequacy, leverage and size explain the individual risk. Systemic risk is affected by deposits and loans to total assets, non-interest income, organizational structure of banks. Also, bank size associated with capital and non-interest income has been observed to have an effect on systemic risk. In general, some of the systemic risk factors with individual risk factors of large scale banks operating in the system are common

Keywords

• Large scale banks, Individual risk, Systemic risk, Panel data

TÜRKİYE’DE BÜYÜK ÖLÇEKLİ BANKALAR AÇISINDAN MÜNFERİT VE SİSTEMİK RİSKLERİN ANALİZİ

Öz

Öz
Bu çalışma Türkiye’de faaliyet gösteren büyük ölçekli ticari bankaların münferit ve sistemik risklerini analiz
etmeyi amaçlamaktadır. 2003-2013 dönemini kapsayan yıllık verilerle doğrusal panel veri analizleri yapılmıştır.
Ulaşılan bulgular, sermaye yeterliliği, kaldıraç oranı ve büyüklük gibi değişkenlerin münferit riski açıkladıklarını
göstermektedir. Sistemik risk ise, mevduat ve kredilerin toplam aktiflere oranından, faiz dışı gelirlerden,
bankaların örgüt yapısından etkilenmektedir. Ayrıca büyüklükle ilişkilendirilen sermaye yeterliliği ve faiz dışı
gelirlerin de sistemik risk üzerinde etkili oldukları gözlemlenmiştir. Genel olarak sistemde faaliyet gösteren büyük
bankaların münferit risk unsurları ile sistemik risk unsurlarının bazıları ortaktır.
Anahtar Kelimeler: Büyük ölçekli bankalar, Münferit risk, Sistemik risk, Panel veri
Jel Kodları: C23, G01, G21

Anahtar Kelimeler

• Büyük ölçekli bankalar, Münferit risk, Sistemik risk, Panel veri

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