MEVDUAT BANKALARININ UZUN VADELİ PERFORMANSLARININ ÇOK KRİTERLİ KARAR VERME YÖNTEMLERİ İLE DEĞERLENDİRİLMESİ: TÜRKİYE ÖRNEĞİ

Year 2022, , 87 - 114, 20.04.2022

Mehmet Özçalıcı , Ahmet Kaya , Hasan Emin Gürler

https://doi.org/10.30794/pausbed.975901

Cited By: 4

Abstract

Bu çalışmada, entegre bir ÇKKV çerçevesi ile Türkiye'de faaliyet gösteren mevduat bankalarının uzun vadeli performanslarının ölçülmesi amaçlanmaktadır. Mevduat bankalarının performansı değerlendirilirken borsa göstergelerinin etkisi de dikkate alınmıştır. Uzun vadeli performans göstergeleri elde etmek için 2014-2018 yılları arasında seçilen oranların aritmetik ortalaması hesaplanmıştır. Kriterlerin ağırlıkları En İyi-En Kötü Yöntemi ile belirlenmiştir. Bankaların uzun vadeli performansını değerlendirmek için ARAS, EDAS, MOORA, OCRA ve TOPSIS olmak üzere beş farklı ÇKKV yöntemi kullanılmıştır. En büyük öneme sahip olan finansal oran, uzman değerlendirmelerine göre likit varlık/toplam varlık oranıdır. Ortalama aktif getirisi ve özsermaye/toplam aktifler oranı, nihai puanla yüksek oranda ilişkili kriterler olarak belirlenmiştir.

Keywords

Banka Performansı, Finansal Performans, Borsa Göstergeleri, Çok Kriterli Karar Verme, En İyi-En Kötü Yöntemi

LONG-TERM PERFORMANCE EVALUATION OF DEPOSIT BANKS WITH MULTI-CRITERIA DECISION MAKING TOOLS: THE CASE OF TURKEY

Abstract

In this study, it is aimed to measure the long term performance of deposit banks operating in Turkey with an integrated MCDM framework. The effect of stock market indicators is also considered when evaluating the performance of deposit banks. The arithmetic average of the selected ratios between 2014 and 2018 is calculated to obtain long term performance indicators. The weights of the criteria are set with the Best-Worst Method. Five different MCDM tools, namely ARAS, EDAS, MOORA, OCRA and TOPSIS, are used to evaluate the long-term performance of banks. The financial ratio, which has the highest importance, is liquid asset / total assets ratio, according to the expert evaluations. The average return on assets and shareholders’ equity/total assets ratio is determined as highly correlated criteria with the final score.

Keywords

Bank Performance, Financial Performance, Stock Market Indicators, Multi-Criteria Decision Making, Best-Worst Method

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