TESTING THE EFFECTS OF BRSA ON TURKISH BANKING SECTOR BY MALMQUIST INDEKS (1995-2010)

Year 2015, Volume: 8 Issue: 2, 121 - 141, 08.04.2015

Orhan Çoban , Fatma Yorgancılar Esra Kabaklarlı

Abstract

In this study ten selected Turkish banks are analyzed by The Malmquist Total Factor Productivity (TFP) index related to reveal Banking Regulation and Supervision Agency's (BRSA) impacts on banking sector productivity. In study it is determined that without structural change during the period 1995-2000 (pre BRSA) and 2000-2010 (post BRSA) years. The Malmquist Total Factor Productivity (TFP) index which bases on data envelopment analysis is used to determine the effectiveness and performance. Before analyzing; the studies in literature are given placed with together their materials, methods and also results. The results show that the changes in total factor productivity in banking system is increased after the establishment of BRSA in 2000. The analysis results indicates that while TFP decreased by 0.5%, for the pre-regulation period, after regulation, an increase occurred at average 2.2% in TFP in the Turkish banking system.

Keywords

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BDDK’NIN TÜRK BANKACILIK SEKTÖRÜ ÜZERİNDEKİ ETKİSİNİN MALMQUİST İNDEKSİ İLE TEST EDİLMESİ

Abstract

Bu çalışmada seçilen on Türk bankası, BDDK(Bankacılık Düzenleme ve Denetleme Kurulu)’nın banckacılık sektörü verimliliği üzerindeki etksinin belirlenmesi için Malmquist Toplam Faktör Verimliliği (TFP) indeksi ile analiz edilmiştir.Çalışmaya göre BDDK öncesi ile BDDK sonrası yılları arasında yapısal değişimin olmadığı saptanmıştır. Veri zarflama analizine dayanan Malmquist Toplam Faktör Verimliliği (TFP) indeksi bankaların performasının ve etkinliğin belirlenmesinde kullanışmıştır. Analiz öncesi kullanılan metodları ve analiz sonuçları ile literatür çalışmasına yer verilmiştir.Sonuçlara gore BDDK’nın 2000 yılındaki kuruluşundan sonra bankacılık siteminin toplam faktor verimliliği yükselmiştir. Ayrıca analiz sonuçlarına gore regülasyon öncesi TFP %0,5 düşmesine rağmen regülasyon sonrasında ortalam %2,2 yükseliş göstermiştir

Keywords

Türk Bankacılık Sistemi, Regülasyon, Parametrik Olmayan Analiz

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