SERMAYE YETERLİLİĞİ AÇISINDAN BASEL III KRİTERİNİN GEREKLİLİĞİ VE TÜRK BANKACILIK SİSTEMİNE ETKİLERİ

Yıl 2017, Cilt: 1 Sayı: 2, 19 - 45, 29.12.2017

Gulrukh Gasımova , Azar Karımov

Öz

2007 yılı küresel
mortgage krizi ve 2009 yılı Avrupa krizi sonrasında bankacılık sisteminde
oluşan sermaye ve likidite yetersizliği, ekonomiye büyük bir tehdit olarak
ortaya çıkmıştır. Bankacılık sistemini daha iyi düzenlemek amacıyla, Basel
Bankacılık Gözetim ve Denetim Otoritesi sermaye, likidite ve kredi riski
açısından BASEL III düzenleme paketini sunmuştu. Bu çalışmada yeni sermaye
düzenlemelerinin, Türkiye’de bankaların kredi faiz oranlarına ve kredi hacmine,
risk alma kapasitesine ve piyasa değerine nasıl bir etki yapacağı
incelenmektedir. Bu kapsamda, BASEL III düzenlemesi tam olarak Türkiye’de
uygulanmaya başladıktan sonra kredi faiz oranlarında mütevazi bir artış, bu
artıştan ve kredi talep inelastikliğinden dolayı kredi hacminde küçük bir düşüş
olacağı beklenilmektedir. Ayrıca, risk ağırlıkla varlıklarla ölçülen risk alma
kapasitesinde aynı zamanda da piyasa değerinde bir düşüş olacağı
belirlenmiştir. 

Anahtar Kelimeler

BASEL III, sermaye gereksinimleri, kredi faiz oranları, karlılık, piyasa değeri

Kaynakça

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