Azerbaycan Bankacılık Sisteminin Etkinliğinin Veri Zarflama Analizi ile Ölçülmesi (2015-2019)

Yıl 2022, Cilt: 10 Sayı: 1, 119 - 137, 30.04.2022

Fuad Selamzade Alig Baghirov

https://doi.org/10.18506/anemon.888731

Öz

Azerbaycan'da bankacılık sisteminin gelişmesi için para politikası uygulamak Azerbaycan Cumhuriyet Merkez Bankası'nın görevidir. Merkez Bankası, ülke genelinde ekonominin büyümesi için banka kaynaklarının dengeli ve verimli kullanılmasından sorumludur. Bu çalışmanın amacı, 2015-2019 yılları arasında Azerbaycan'da faaliyet gösteren 25 bankanın tamamının verimliliğinin girdi yönelimli Veri Zarflama Analizinin ölçeğe gore sabit getiri, ölçeğe gore değişken getiri ve Süper Etkinlik modelleri ile ölçülmesidir. Analiz sonucuna göre verimli ve verimsiz bankalar belirlenmiş ve karşılaştırılmış ve verimsiz bankalar için potansiyel iyileştirme önerileri geliştirilmiştir. Bununla bankacılık sistemine yönelik kaynakların daha verimli kullanılabileceği düşünülmüştür. Bu çalışma sonucunda yıllar içinde bankacılık sisteminin etkinliğinin arttığı görülmüştür. Etkin olmayan bankalara, referans olarak Günay Bank, Bank VTB, AFB Bank ve Bank of Baku gibi etkin bankalardan etkinlik oranlarına göre etkinliklerini artırmaları önerilmiştir. Müşterilerden alınacak mevduat hacmini artırmak için de mevduat maliyetlerinin düşürülmesi önerilir. Azerbaycan'da faaliyet gösteren bankaların ortalama etkinlik puanı 2015 yılında 0,75, 2019 yılında 0,95 olarak gerçekleşmiştir. Bu araştırmanın, gelecekteki araştırmacılar, bankalar ve banka çalışanları ve analistler için bir kaynak kaynağı olması beklenmektedir.

Anahtar Kelimeler

VZA, CCR Modeli, BCC Modeli, Süper Etkinlik, Azerbaycan, Bank Sistemi

Measuring the Efficiency of the Azerbaijan Banking System with Data Envelopment Analysis (2015-2019)

Öz

It is the duty of the Central Bank of the Azerbaijan Republic to apply monetary policy for the development of the banking system in the country. The Central Bank is responsible for the balanced and efficient use of banks' resources for the growth of the economy throughout Azerbaijan. In this study, the measurement of the efficiency of all 25 banks operating in Azerbaijan between 2015 - 2019 was investigated with constant return to scale, variable return to scale and Super efficiency models of an input-oriented Data Envelopment Analysis. According to the analysis results, efficient and inefficient banks were identified and compared, and potential improvement suggestions were developed for inefficient banks. With this, it was thought that the resources for the banking system could be used more efficiently. It has been recommended to the inefficient banks that they should increase their efficiency based on the effectiveness rates from the efficient banks such as Gunay Bank, Bank VTB, AFB Bank and Bank of Baku as reference. It is also recommended to reduce deposit costs in order to increase the volume of deposits to be received from customers. According to the findings, the efficiency of the banking system has increased over the years, and as a result, the average efficiency score of banks operating in Azerbaijan was 75 in 2015 and 95 in 2019. This research will be a source of resources for future researchers, banks, and bank employees and analysts.

Anahtar Kelimeler

DEA, CCR model, BCC Model, Super Efficiency, Azerbaijan, Banking System

Kaynakça

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