TÜRK BANKACILIK SEKTÖRÜNDE FİNANSAL SAĞLAMLIĞIN BELİRLEYİCİLERİ: ARDL SINIR TESTİ YAKLAŞIMI (2005-2024)

Öz

Bu çalışmanın amacı, Türk bankacılık sektöründe finansal sağlamlığın temel belirleyicilerini ortaya koymaktır. Araştırmada 2005-2024 dönemi için çeyreklik veriler kullanılmıştır. Bağımlı değişken olarak finansal sağlamlık göstergesi (FSI) seçilmiş ve söz konusu veri Uluslararası Para Fonu’nun (IMF) veri tabanından elde edilmiştir. Bağımsız değişkenler ise Türkiye Bankalar Birliği’nin veri sisteminden sağlanan sermaye yeterliliği oranı (CAR), öz kaynaklar/toplam varlıklar (ETA), Türk lirası krediler/toplam krediler (LL), toplam krediler/toplam varlıklar (LTA), tüketici kredileri/toplam krediler (CL), ortalama aktif kârlılığı (ROA), ortalama öz kaynak kârlılığı (ROE) ve diğer faaliyet giderleri/toplam varlıklar (OPEX) değişkenleridir. Çalışmada değişkenler arasındaki uzun dönemli ilişkiyi sınamak amacıyla ARDL sınır testi yöntemi uygulanmıştır. Elde edilen bulgular, bankacılık sektörünün finansal sağlamlığının özellikle sermaye yeterliliği, kârlılık göstergeleri ve kredi kompoziCARnu ile yakından ilişkili olduğunu ortaya koymaktadır. Uzun dönemde pozitif ve anlamlı katsayıların varlığı, güçlü sermaye yapısı ve sürdürülebilir kârlılığın finansal sağlamlığı desteklediğini göstermektedir. Bu sonuçlar, politika yapıcılar için bankacılık sektöründe sağlamlığın artırılması adına sermaye yapısını güçlendiren ve eCLin risk yönetimini destekleyen politikaların önemine işaret etmektedir.

Anahtar Kelimeler

• Finansal Sağlamlık
• ARDL Sınır Testi
• Türk Bankacılık Sektörü

DETERMINANTS OF FINANCIAL SOUNDNESS IN THE TURKISH BANKING SECTOR: ARDL BOUNDS TESTING APPROACH (2005–2024)

Öz

The main purpose of this study is to investigate the key determinants of financial soundness in the Turkish banking sector. The analysis is based on quarterly data covering the period from 2005 to 2024. The dependent variable of the model is the Financial Soundness Indicator (FSI), which was obtained from the International Monetary Fund (IMF) database. The independent variables were collected from the data system of the Banks Association of Turkey (BAT) and include Capital Adequacy Ratio (CAR), Equity to Total Assets (ETA), Turkish Lira Loans to Total Loans (TL), Total Loans to Total Assets (LTA), Consumer Loans to Total Loans (CL), Return on Assets (ROA), Return on Equity (ROE), and Other Operating Expenses to Total Assets (OPEX). To examine the existence of a long-run relationship among the variables, the ARDL bounds testing approach was employed. The findings reveal that the financial soundness of the Turkish banking sector is closely linked to capital adequacy, profitability indicators, and loan composition. The presence of positive and statistically significant long-run coefficients indicates that a strong capital structure and sustainable profitability enhance financial soundness. These results underline the importance of policies aimed at strengthening the capital base and supporting effective risk management in order to promote financial resilience in the banking sector.

Anahtar Kelimeler

• Financial Soundness
• ARDL Bounds Test
• Turkish Banking Sector

Kaynakça

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