Döviz Kuru Oynaklığının Türkiye’deki Ticari Bankaların Performansı Üzerine Etkisi

Öz

Özellikle gelişmekte olan ülkelerde bankalar yurt dışından borçlanmakta ve bunu yurtiçine kredi olarak vermektedirler. Bu nedenle bankaların bilançolarında yabancı para cinsinden varlık ve yükümlülükler de olabilmektedir. Bu durum döviz kuru riskini de beraberinde getirmektedir. Bu çalışmanın amacı, 2003q1-2018q3 dönemi için, Türkiye Bankacılık Sisteminde faaliyette bulunan mevduat bankalarının karlılığı üzerinde döviz kuru ve döviz kuru oynaklığının etkisini araştırmaktır. Çalışmada, analiz yöntemi olarak Arellano (1987), Froot (1989) ve Rogers (1993) ile Driscoll ve Kraay (1998) tarafından geliştirilen tahminciler kullanılmıştır. Analizlerden, reel döviz kurunun bankaların net faiz marjı, ortalama aktif karlılığı ve ortalama özkaynak karlılığı üzerinde pozitif ve istatistiki açıdan anlamlı etkide bulunduğu sonucuna ulaşılmıştır. Sonuçlar ayrıca, döviz kuru oynaklığının ortalama özkaynak ve aktif karlılığı üzerinde etkide bulunmadığını, net faiz marjı üzerinde ise pozitif bir etkide bulunduğunu ortaya koymuştur. 

Anahtar Kelimeler

• Mevduat Bankaları
• ROA
• ROE
• Döviz Kuru Oynaklığı

Kaynakça

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