TY  - JOUR
T1  - TOPLAM RİSKE VE SİSTEMATİK RİSKE GÖRE BANKA TÜRLERİNİN PERFORMANSLARININ DEĞERLENDİRİLMESİ
TT  - Assessing the Performance of Different Bank Types Based on Total and Systematic Risk
AU  - Çömlekçi, İstemi
PY  - 2025
DA  - September
Y2  - 2025
DO  - 10.17753/sosekev.1672175
JF  - EKEV Akademi Dergisi
PB  - Erzurum Kültür Eğitim Vakfı
WT  - DergiPark
SN  - 1301-6229
SP  - 246
EP  - 262
IS  - 103
LA  - tr
AB  - Çalışmada toplam risk ve sistematik risk faktörlerini dikkate alarak farklı banka türlerinin performanslarını entropi temelli Topsis yöntemi ile belirlenmesi amaçlanmıştır. Bu amaç doğrultusunda toplam riske göre performans ölçüm modellerinden Sharpe oranı, M2 performans ölçütü, Sortino Oranı ve sistematik riske göre performans ölçüm modellerinden Treynor Oranı, T2 performans ölçütü, Jensen Alfa Değeri olmak üzere toplam 6 farklı model kullanılarak karar verme kriterleri hesaplanmıştır. Toplam riske ve sistematik riske göre belirlenen kriterlerin ağırlıkları Entropi yöntemi ile hesaplanmış, daha sonra performanslarının sıralanması ise Topsis yöntemi ile gerçekleştirilmiştir. Entropi yöntemi ile kriter ağırlık değerleri hesaplanması sonucunda, banka türlerinin performansına etki eden en önemli kriterin Jensen Alfa Değeri olduğu, en az etkili kriterin ise T2 değeri olduğu sonucuna ulaşılmıştır. Topsis yöntemi sonucunda banka türlerine göre en yüksek performans sırasıyla Katılım Bankaları, Yabancı sermayeli bankalar, Özel sermayeli bankalar ve kamu bankaları şeklinde gerçekleşmiştir.
KW  - Banka performansı
KW  - Toplam risk
KW  - Sistematik risk
KW  - Entropi yöntemi
KW  - Topsis yöntemi
N2  - The study aims to determine the performance of different types of banks by considering total risk and systematic risk factors using the entropy-based Topsis method. In line with this objective, decision-making criteria were calculated using six different performance evaluation models: Sharpe Ratio, M2 Performance Measure, and Sortino Ratio for total risk-based models, as well as Treynor Ratio, T2 Performance Measure, and Jensen's Alpha for systematic risk-based models. The weights of the criteria determined based on total and systematic risk were calculated using the Entropy method, and the ranking of performances was conducted using the Topsis method. The results of the Entropy method indicated that Jensen's Alpha was the most influential criterion affecting bank performance, while T2 value was the least influential. According to the Topsis results, the highest performance among the bank types was observed in the following order: Participation Banks, Foreign Banks, Private Banks, and Public Banks.
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UR  - https://doi.org/10.17753/sosekev.1672175
L1  - https://dergipark.org.tr/tr/download/article-file/4755420
ER  -