Finansal Dijitalleşme ve Sahiplik Yapısına Göre Banka Finansal Performansına ve Risk Düzeyine Etkileri: Türk Bankacılık Sektöründe Bir Araştırma

Year 2024, Volume: 27 Issue: 2, 726 - 745, 29.11.2024

Çiğdem Kurt Cihangir , Sedat Yenice , Erginbay Uğurlu

https://doi.org/10.29249/selcuksbmyd.1531730

Abstract

Bu çalışmanın amacı, finansal dijitalleşmenin Türkiye’de faaliyet gösteren mevduat bankalarının finansal performanslarına ve risk düzeylerine etkisini belirlemektedir. Bankaların kamu sermayeli, özel sermayeli ve yurt dışında yerleşik (yabancı) sermayeli bankalar olarak gruplandırıldığı çalışmada 2007Ç4 – 2023Ç3 dönemine ait veriler ARDL yöntemi ile analiz edilmiştir. Bankaların, finansal sistemin temel unsuru olduğu dikkate alınarak, ekonomik büyüme ve finansal birimlerin ekonomiye güvenini temsil eden tüketici güven endeksi de makroekonomik faktörler olarak analize dahil edilmiştir. Bankaların sahiplerince belirlenen iş modeli finansal performanslarını da etkilemektedir. Özel sermayeli bankalar karı maksimum yapmaya yönelik bir iş modeli belirlerken; kamu sermayeli bankalar sosyal refahı sağlamaya ve/veya sürdürmeye yönelebilirler. Türkiye özelinde finansal dijitalleşme ile bankaların finansal performansı arasındaki ilişkiyi araştıran çalışmalar yapılmasına karşın; bankaların hem sahiplik yapısı hem de risk düzeylerini dikkate alan bir araştırma bulunmaması, bu çalışmanın özgünlüğünü oluşturmaktadır. Çalışmanın bulgularına göre bankaların karlılık ve riski ile finansal dijitalleşme arasında sahiplik açısından özel sermayeli ve yurt dışında yerleşik (yabancı) sermayeli bankaların kamu sermayeli bankalara göre daha duyarlı olduğu tespit edilmiştir. Ayrıca finansal dijitalleşme ile banka riski ve karlılığı arasında negatif yönlü bir ilişki olduğu da belirlenmiştir.

Keywords

Finansal Dijitalleşme, Finansal Performans, Sermaye Yeterliği, Türkiye Bankacılık Sektörü

Financial Digitalization and its Effects on Bank Financial Performance and Risk Level According to Ownership Structure: A Study in the Turkish Banking Sector

Abstract

The aim of this study is to determine the impact of financial digitalization on the financial performance and risk levels of deposit banks operating in Turkey. In the study where banks are grouped as public capital, private capital and non-resident (foreign) capital banks, the data for the period 2007Q4 - 2023Q3 are analyzed with the ARDL method. Considering that banks are the main component of the financial system, economic growth and consumer confidence index, which represents the confidence of financial agents in the economy, are included in the analysis as macroeconomic factors. The business model of banks determined by their owners also affects their financial performance. While private banks determine a business model to maximize profits, public banks may focus on providing and/or sustaining social welfare. Although there have been studies investigating the relationship between financial digitalization and financial performance of banks in Turkey, the uniqueness of this study is that there is no research that takes into account both the ownership structure and risk levels of banks. According to the findings of the study, it is found that private and foreign capitalized banks are more sensitive to the relationship between profitability and risk of banks and financial digitalization than public capitalized banks in terms of ownership. It is also determined that there is a negative relationship between financial digitalization and bank risk and profitability.

Keywords

Financial Digitalization, Financial Performance, Capital Adequacy, Turkish Banking Sector

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