Küresel Kriz Ertesinde Türkiye’de Ticari Bankaların Kârlılık Performanslarının Belirleyicileri

Year 2020, Issue: 114, 211 - 40, 01.10.2020

Esengül Salihoglu

https://doi.org/10.33203/mfy.775448

Cited By: 3

Abstract

Çalışmada Türkiye’deki ticari bankaların kârlılık performanslarını bilanço düzeyinde etkileyen faktörlerin belirlenmesi amaçlanmıştır. Bu amaçla Türkiye’de faaliyette bulunan 16 ticari bankanın 2009-2019 periyodunu kapsayan yıllık verileri analiz edilmiştir. Analizde üç farklı model kurularak Panel Genelleştirilmiş Momentler Metodu (GMM) ile bankaların kârlılık performansları incelenmiştir. Analiz sonuçlarına göre, kârlılık göstergelerinin bir önceki dönem değerlerinden ve sermaye yeterlilik rasyosundan olumlu yönde etkilendiği görülmüştür. Likidite rasyosu aktif kârlılığını (ROA) negatif; öz kaynak kârlılığını (ROE) ve net faiz marjını (NIM) ise pozitif yönde etkilemiştir. Ayrıca bankaların sektör payları ROE ve NIM’a negatif yönde etki etmiştir. Donuk alacak oranı üç kârlılık göstergesini de negatif yönde etkilemiştir. Son olarak bağımsız değişkenlerin ROE üzerindeki etkilerinin ROA ve NIM’a yaptıkları etkiden daha güçlü olduğu tespit edilmiştir.

Keywords

Bankacılık Sektörü, Risk Yönetimi,, Karlılık

Determinants of Profitability Performances of Commercial Banks in Turkey after the Global Crisis Period

Abstract

The study aimed to determine the factors which affect the profitability performance of commercial banks in Turkey at the balance sheet level. For this purpose, it analyzed the annual data for the 2009-2019 period covering the 16 commercial banks operating in Turkey. In the analysis, three different models established and examined the profitability performances of the banks using the Panel Generalized Moments Method (GMM). According to the analysis results, it was seen that the profitability indicators were positively affected by the previous period values and the capital adequacy ratio. While the liquidity ratio affects the return on assets (ROA) negatively, it affects the return on equity (ROE) and net interest margin (NIM) positively. Also, the sector shares of banks negatively affected ROE and NIM. Loans under the follow-up ratio affected all three profitability indicators negatively. Finally, it has been determined that the effects of independent variables on ROE are stronger than their effects on ROA and NIM.

Keywords

Banking Sector, Risk Management, Profitability

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