The Effect of Liquidity on Profitability in Commercial Banks: Evidence from Turkish Banking Sector

Yıl 2022, Cilt: 16 Sayı: 2, 139 - 171, 22.09.2022

Ahmet Karakaş , Melek Acar

https://doi.org/10.46520/bddkdergisi.1178316

Cited By: 4

Öz

Ticari Bankalarda Likidite ve Kârlılık İlişkisi: Türk Bankacılık Sektörü Üzerine Bir Uygulama

Öz

Bankaların özellikle vade uyumsuzluğundan kaynaklanan likidite riskine karşı optimal düzeyde
likit varlık tutmaları, piyasa ve müşterilerin güvenini muhafaza edebilmeleri için oldukça önemlidir.
Ancak, likit varlık tutmanın kârlılığı da etkileyen fırsat maliyeti söz konusudur. Bu araştırmanın
amacı, ticari bankalarda likiditenin kârlılık ile ilişkisini araştırmaktır. Araştırmaya 2002-2020
döneminde Türkiye’de faaliyet gösteren 20 ticari banka dâhil edilmiş, bankalara ilişkin finansal
verilerde 2002 yılsonundan 2020 yılsonuna kadar çeyrek dönemler dikkate alınmıştır. Panel veri
analiz yöntemi ile yapılan araştırmada dirençli standart hatalar üretebilen tahmincilerden Driscoll-
Kraay, Parks-Kmenta ve Beck-Katz metotlarıyla tahminler yapılmıştır. Araştırma sonucunda; likit
varlık oranı ve cari oranın aktif kârlılığı oranını pozitif, özkaynak kârlılığı oranı ve net faiz marjını
negatif, asit-test oranının aktif kârlılığı oranını negatif, özkaynak kârlılığı oranı ve net faiz marjını
pozitif, kredi/mevduat oranının her üç kârlılık rasyosunu da negatif yönde etkilediği, bulguların
genel olarak likidite ile kârlılık arasında negatif yönlü bir ilişkiye işaret ettiği anlaşılmıştır.

Anahtar Kelimeler

Lİkidite, Karlılık, Bankacılık

Kaynakça

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