Küresel Finansal Krizin Devlet Bankaları ve Özel Sermayeli Bankaların Likidite Davranışının Değişimine Etkisi: Türk Mevduat Bankacılığı Örneği

Year 2019, Issue: 111, 403 - 434, 30.04.2019

Onur Özdemir , Fatih Kayhan

https://doi.org/10.33203/mfy.494491

Abstract

Bu
çalışmanın amacı, 2008 küresel finansal krizinin Türkiye’de kamu ve özel
sermayeli bankaların likidite davranışı farkını önemli oranda değiştirip
değiştirmediğini tespit etmektir. Analizde kullanılan örneklem 2005-2015 arası çeyrek
dönem verileri temelinde Türkiye’de faaliyet gösteren kamu ve özel sermayeli
mevduat bankalarını kapsamaktadır. Ampirik bulgular göstermektedir ki;
Türkiye’de, özel sermayeli muadillerinin aksine, kamu mevduat bankaları, kriz
sonrasında krizin ülke ekonomisindeki olumsuz etkisini sınırlama güdüsü ile
hareket ederek aktiflerine oranla daha fazla kredi plase etmişler ve likidite
oranlarını göreceli olarak azaltmışlardır.

Keywords

Finansal Varlık, Özel ve Kamu Sermayeli Bankacılık, Küresel Finansal Kriz, DiD Analizi, Standart Hata Düzeltme Modeli

The Effect of Global Financial Crisis on the Change in Differences Between State Banks and Private Banks’ Liquidity Behavior: The Case of Turkish Deposit Banking

Abstract

The aim of this paper is to analyze
whether the 2008 global financial crisis significantly changed the differences
between public and private deposit banks’ liquidity behavior in Turkey. The
sample of this study covers public and private deposit banks which are operational
in Turkey from 2005 to 2015 on the basis of quarterly released bank data. Empirical
findings indicate that, contrary to the privately owned rivals, state-run
deposit banks lowered their liquid assets in their balance sheets more than
their private rivals and in return, they lent more for the purpose of
eliminating the negative influences of crisis in Turkey.

Keywords

Financial Assets, Public and Private Banking, Global Financial Crisis, DiD Analysis, Standard Error Correction Method

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