Gana'da Banka Sermaye Yeterliliği Oranının Belirleyicileri

Yıl 2020, Cilt: 15 Sayı: 58, 160 - 166, 30.04.2020

Yüksel Akay Ünvan

https://doi.org/10.19168/jyasar.655952

Öz

Bu çalışma, 2008-2017 arasındaki ticari banka verilerine dayanarak Gana'daki bankaların sermaye yeterlilik oranını (CAR) etkileyen faktörleri araştırmaktadır. Daha spesifik olarak, çalışma bankaya özgü ve makroekonomik faktörlerin CAR üzerindeki etkisini incelemektedir. Sistem genelleştirilmiş momentler yönteminden (GMM) elde edilen kanıtlar, bankaların sermaye yeterliliği seviyesinin önemli ölçüde banka büyüklüğü, kaldıraç ve geniş para arzı tarafından yönlendirildiğini göstermektedir. Bulgular ayrıca, banka kârlılığının sermaye yeterliliğini olumlu yönde etkilerken, bu etkinin önemsiz olduğunu da göstermektedir. Çalışma, banka büyüklüğünü, kaldıraç kararlarını ve para arzını artırmaya yönelik etkin politikaların uygulanmasını önermektedir.

Anahtar Kelimeler

Sermaye Yeterliliği Oranı, Ticari Bankalar, Sistem GMM, Gana

Determinants of Bank Capital Adequacy Ratio in Ghana

Öz

This study explores the factors affecting capital adequacy ratio (CAR) of banks in Ghana relying on data for commercial banks spanning 2008-2017. More specifically, the study investigates the effect of bank-specific and macroeconomic factors on CAR. Evidence from the system generalized method of moments (GMM) reveals that banks' capital adequacy level is significantly driven by bank size, leverage, and broad money supply. The findings also posit that while bank profitability positively influences capital adequacy, the effect is insignificant. The study recommends the implementation of efficient policies geared towards enhancing bank size, leverage decisions, and money supply.

Anahtar Kelimeler

Capital Adequacy Ratio, Commercial Banks, System GMM, Ghana

Kaynakça

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