BibTex RIS Kaynak Göster

CAMELS Dereceleme Sistemi ve Türk Ticari Bankacılık Sektöründe Başarısızlık Tahmini

Yıl 2008, Cilt: 2 Sayı: 2, 25 - 48, 01.12.2008

Kaynakça

  • Berger, A., Davies, A.M. ve Elannery, M.I.. (2000). Comparing Market and Su- pervisory Assessments of Bank Performance: Who Knows What When?. Jour- nal of Money, Credit, and Banking, 32(3): 642-667.
  • Berger, A.N. ve Davies, S.M.. (1998). The Information Content of Bank Exami- nations. Journal of Financial Services Research, 14(2): 117-144.
  • BIS. (2006a). Core Princeples for Effective Banking Supervision. Basel Commit- tee on Banking Supervision, October.
  • BIS. (2006b). International Convergence of Capital Measurement and Capital Stamdards. Basel Committee on Banking Supervision, June.
  • Federal Deposit Insurance Corporation, Banking and Economic Review, 6-11.
  • Hirtle, B.J. ve Lopez, J.A., (1999). Supervisory Information and the Frequency of Bank Examinations. Federal Reserve Bank of New York Economıc Policy Re- view, April , 1-19.
  • Jagtiani, J., Kolari, J. ve Lemieux Shin, H.. (2003). Early Warning Models for Bank Supervision: Simplier Could be Better. Federal Reserve Bank of Chicago Economic Perspectives, January/February, 49-60.
  • Kao, C. ve Liu, S.T.. (2004). Prediction of Bank Performance with Financial Fo- recasts: A Case of Taiwan Commercial Banks. Journal of Banking & Finance, 28: 2353-2368.
  • Karacabey, A.A.. (2007). Bank Failure Prediction Using Modified Minimum De- viation Model. International Research Journal of Finance and Economics, 12: 147-159.
  • Kaya, Y.T.. (2001). Türk Bankacılık Sektöründe CAMELS Analizi”. Bankacılık Dü- zenleme ve Denetleme Kurumu MSPD Çalısma Raporu, No: 2001/6.
  • King, T.B., Nuxoll, D.A. ve Yeager, T.J.. (2006). Are the Causes of Bank Distress Changing? Can the Researchers Keep up?, The Federal Reserve Bank of St. Lou- is Review, 57-80, January/February.
  • Kılıç, S.B.. (2006). Türk Bankacılık Sistemi İçin Çok Kriterli Karar Alma Analizine Dayalı Bir Erken Uyarı Modelinin Tahmini. ODTÜ Gelisme Dergisi, 33: 117-154.
  • Menard, S.. (1995). Applied Logistic Regression Analysis, Sage Publication.
  • Olmeda, I. ve Fernandez, E.. (1997). Hybrid Classifiers for Financiaş Multicriteri- a Decision Making: The Case of Bankruptcy Prediction. Computational Econo- mics, 10: 317-335.
  • Pekkaya, S., Aydoğan, E. M. ve Tosuner, A.. (2002). Türk Bankacılık Sisteminde Finansal Risk Analizi. İsletme ve Finans Dergisi, 197: 47-67.
  • Sahajwala, R. ve Berg, P.. (2000). Supervisoty Risk Assesment and Early War- ning Systems. Basel Committee on Banking Supervision Working Papers, 4: 1- 53.
  • Sharma, S.. (1996). Applied Multivariate Techniques, John Wiley & Sons.
  • Sinkey, J. F.. (1975). A Multivariate Statistical Analysis of The Characteristics of Problem Banks. Journal of Finance, 30(1): 21–36.
  • Swicegood, P. ve Clark, J.A.. (2001). Off-Site Monitoring Systems for Predicting Bank Underperformance: A Comparison of Neural Networks, Discriminant Analysis and Professional Human Judgement. International Journal of Intelli- gent Systems in Accounting, Finance & Management, 10: 169-186.
  • Tam, K.Y. ve Kiang, M.Y.. (1992). Managerial Applications of Neural Net- works: The Case of Bank Failure Prediction. Management Science, 38(7): 926- 947.
  • Thawornwong S., ve Enke D.. (2003). Forecasting Stock Returns With Artificial Neural Networks, Neural Networks In Business Forecasting, (Ed.) Zhang, P.G., Idea Group Inc.
  • Vellido, A., Lisboa, P.J.G. ve Vaughan J.. (1999). Neural Networks In Business: A Survey of Applications (1992-1998). Expert Systems with Applications, 17(1): 51-70.
  • Whalen, G. ve Thomson, J.B.. (1988). Using Financial Data to Identify Changes in Bank Condition. Economic Review – Federal Reserve Bank of Cleveland, 24(2): 17-26.
  • Whalen, G. (2005). A Hazard Model of CAMELS Down-Grades of Low-Risk Community Banks, Economics Working Paper, 2005-1, http://occ.tre- as.gov/ftp/workpaper/wp2005-1.pdf
  • Wheelock, D.C. ve Wilson, P.W.. (2005). The Contribution of On-Site Examina- tion Ratings to an Emprical Model of Bank Failures. Review of Accounting & Fi- nance , 4(4): 110-133.

CAMELS Rating System and Forecasting the Financial Failure in the Turkish Commercial Banking Sector

Yıl 2008, Cilt: 2 Sayı: 2, 25 - 48, 01.12.2008

Kaynakça

  • Berger, A., Davies, A.M. ve Elannery, M.I.. (2000). Comparing Market and Su- pervisory Assessments of Bank Performance: Who Knows What When?. Jour- nal of Money, Credit, and Banking, 32(3): 642-667.
  • Berger, A.N. ve Davies, S.M.. (1998). The Information Content of Bank Exami- nations. Journal of Financial Services Research, 14(2): 117-144.
  • BIS. (2006a). Core Princeples for Effective Banking Supervision. Basel Commit- tee on Banking Supervision, October.
  • BIS. (2006b). International Convergence of Capital Measurement and Capital Stamdards. Basel Committee on Banking Supervision, June.
  • Federal Deposit Insurance Corporation, Banking and Economic Review, 6-11.
  • Hirtle, B.J. ve Lopez, J.A., (1999). Supervisory Information and the Frequency of Bank Examinations. Federal Reserve Bank of New York Economıc Policy Re- view, April , 1-19.
  • Jagtiani, J., Kolari, J. ve Lemieux Shin, H.. (2003). Early Warning Models for Bank Supervision: Simplier Could be Better. Federal Reserve Bank of Chicago Economic Perspectives, January/February, 49-60.
  • Kao, C. ve Liu, S.T.. (2004). Prediction of Bank Performance with Financial Fo- recasts: A Case of Taiwan Commercial Banks. Journal of Banking & Finance, 28: 2353-2368.
  • Karacabey, A.A.. (2007). Bank Failure Prediction Using Modified Minimum De- viation Model. International Research Journal of Finance and Economics, 12: 147-159.
  • Kaya, Y.T.. (2001). Türk Bankacılık Sektöründe CAMELS Analizi”. Bankacılık Dü- zenleme ve Denetleme Kurumu MSPD Çalısma Raporu, No: 2001/6.
  • King, T.B., Nuxoll, D.A. ve Yeager, T.J.. (2006). Are the Causes of Bank Distress Changing? Can the Researchers Keep up?, The Federal Reserve Bank of St. Lou- is Review, 57-80, January/February.
  • Kılıç, S.B.. (2006). Türk Bankacılık Sistemi İçin Çok Kriterli Karar Alma Analizine Dayalı Bir Erken Uyarı Modelinin Tahmini. ODTÜ Gelisme Dergisi, 33: 117-154.
  • Menard, S.. (1995). Applied Logistic Regression Analysis, Sage Publication.
  • Olmeda, I. ve Fernandez, E.. (1997). Hybrid Classifiers for Financiaş Multicriteri- a Decision Making: The Case of Bankruptcy Prediction. Computational Econo- mics, 10: 317-335.
  • Pekkaya, S., Aydoğan, E. M. ve Tosuner, A.. (2002). Türk Bankacılık Sisteminde Finansal Risk Analizi. İsletme ve Finans Dergisi, 197: 47-67.
  • Sahajwala, R. ve Berg, P.. (2000). Supervisoty Risk Assesment and Early War- ning Systems. Basel Committee on Banking Supervision Working Papers, 4: 1- 53.
  • Sharma, S.. (1996). Applied Multivariate Techniques, John Wiley & Sons.
  • Sinkey, J. F.. (1975). A Multivariate Statistical Analysis of The Characteristics of Problem Banks. Journal of Finance, 30(1): 21–36.
  • Swicegood, P. ve Clark, J.A.. (2001). Off-Site Monitoring Systems for Predicting Bank Underperformance: A Comparison of Neural Networks, Discriminant Analysis and Professional Human Judgement. International Journal of Intelli- gent Systems in Accounting, Finance & Management, 10: 169-186.
  • Tam, K.Y. ve Kiang, M.Y.. (1992). Managerial Applications of Neural Net- works: The Case of Bank Failure Prediction. Management Science, 38(7): 926- 947.
  • Thawornwong S., ve Enke D.. (2003). Forecasting Stock Returns With Artificial Neural Networks, Neural Networks In Business Forecasting, (Ed.) Zhang, P.G., Idea Group Inc.
  • Vellido, A., Lisboa, P.J.G. ve Vaughan J.. (1999). Neural Networks In Business: A Survey of Applications (1992-1998). Expert Systems with Applications, 17(1): 51-70.
  • Whalen, G. ve Thomson, J.B.. (1988). Using Financial Data to Identify Changes in Bank Condition. Economic Review – Federal Reserve Bank of Cleveland, 24(2): 17-26.
  • Whalen, G. (2005). A Hazard Model of CAMELS Down-Grades of Low-Risk Community Banks, Economics Working Paper, 2005-1, http://occ.tre- as.gov/ftp/workpaper/wp2005-1.pdf
  • Wheelock, D.C. ve Wilson, P.W.. (2005). The Contribution of On-Site Examina- tion Ratings to an Emprical Model of Bank Failures. Review of Accounting & Fi- nance , 4(4): 110-133.
Toplam 25 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Bölüm Research Article
Yazarlar

Murat Çinko Bu kişi benim

Emin Avcı Bu kişi benim

Yayımlanma Tarihi 1 Aralık 2008
Yayımlandığı Sayı Yıl 2008 Cilt: 2 Sayı: 2

Kaynak Göster

APA Çinko, M., & Avcı, E. (2008). CAMELS Dereceleme Sistemi ve Türk Ticari Bankacılık Sektöründe Başarısızlık Tahmini. BDDK Bankacılık Ve Finansal Piyasalar Dergisi, 2(2), 25-48.