Öz
As it is the case the global financial crisis has affected some countries more than others and it also affected some banks more than others as well. Accordingly global crisis was more destructive in some countries where many banks went bankcrupt or survived wth the support from their states. The global financial crisis that is started in the USA and later spreaded in Europe, alongside damaging the EU countries, hurted other countries those were economically and/or financially integrated with EU countries. Banks are becoming sensitive to crisis due to the risk they carry on their balance sheets. The effects of crisis are strengthened by two dimensions of risk namely volatility and sensitivity. Volatility is exegenous for banks. Thus banks get affected by crisis due to their sensitivity to risk which is under their control. In line with their risk apetite banks change the structures of their balance sheets that eventually determine their sensitivity to risk. In this work, the balance sheet structures of 213 banks (commercial, savings and cooperative) in 12 Balkan countries were examined and compared for the period of 2006-2012. Within this framework it has been aimed to analyse the trends in credit risk, liquidity risk, interest rate risk and operational risk. Banks were handled from different perspectives such as being EU mamber or not, their sizes, and their geographical regions
Anahtar Kelimeler
Kaynakça
- CAUSEVİC, Fikret (2012). Small Open Economies in the Western Balkans: Controlled Fiscal Expansion for a New Deal for the Western Balkans, South East European Studies at Oxford, s.1
- BDDK, Bankaların Sermaye Yeterliliğinin Ölçülmesine ve Değerlendirilmesine İlişkin Yönetmelik (Resmi Gazete’nin 28 Haziran 2012 tarih ve 28337 sayılı nüshasında yayımlanmıştır)
- EBF. (2013). European Banking Sector 2013, http://www.ebf-fbe.eu/wp-content/ uploads /2014/02/ FF2012.pdf
- EKEN, M.Hasan, KALE,Süleyman SELİMLER, Hüseyin, ULUSOY Veysel (2013). The Effects of Global Financial Crisis on the Behavior of European Banks: A Risk and Profitability Analysis Approach,
- ACRN Journal of Finance and Risk Perspectives 1 (2), 17-42 European Investment Bank.(2013). Banking and Central and Eastern Europe and Turkey: Challenges and Oppotunities, www.
- GANİC, Mehmet.(2013). The EU Debt Crisis: A Reflection on Financial Sector of the Western Balkans, Journal of Business, Economics and Finance, Volume 2, Issue 1.
- GANİC, Mehmet .(2012). The Impact the Global Financial Crisis on the Banking Sector of Western Balkans: Cross-Country Comparison Analysis, Journal of Economic and Social Studies, (online Vol. 2, No. 2 (July 2012).
- IMF, Financial Soundness Indicators, http://elibrary-data.imf.org/Report.aspx?Report=4160278, (Erişim:15.05.2014)
- IMF, GFSR-FSITables-April2014, http://fsi.imf.org/fsitables.aspx, (Erişim:15.05.2014)
- National Bank of Romania. (2013). Financial Stability Report 2013, www.bnro.ro/files/d/Pubs_en/RSF/ eRSF2013.pdf, (Erişim: 05.06.2014)
- PERE, Engjell ve HASHORVA Albana. (2011).Western Balkans’ Countries in Focus of Global Economics Crisis, The Annals of The “Ştefan cel Mare” University of Suceava. Fascicle of The Faculty of Economics and Public Administration Vol. 11, No. 1(13), (p.103-113)
- Raiffeisen Bank International A.G. (2014) CEE Banking Sector Report : May 2014, http://www.rbinternational. com/eBusiness/services/resources/media/829189266947841370-829189181316930732_ 829602947997338151_829603177241218127-845106675835384990-1-2-EN.pdf (Erişim : 03.06.2014)
- SINKEY, J.F. Jr. (1989). Commercial Bank Financial Management in the Financial Services Industry, Third Edition, U.S.A.: MacMillan Publishing Company.
- Uncredit. (2012). CEE Banking Outlook, www.unicreditbulbank.bg /.../bulbankwebsite/.../ cee_banking_ outlook_2012.pdf (Erişim : 30.05.2014)
- ŽİVKO, İgor & KANDZİJA, Tomislav. (2013). Impact of Financial Crisis on Banking Sector Stability in Republic Croatia, Business Excellence, Vol.7 No.1 June 2013.
- Bankscope (Bureau van Dijk), www.bankscope.com (Erişim : 01.06.2014)
Öz
Global kriz bazı ülkeleri daha fazla etkilediği gibi, bazı bankaları da diğerlerine göre daha fazla
etkilemiştir. Bunun sonucu bazı ülkelerde kriz daha etkili oldu, birçok banka iflas etti, bazı bankalar
devlet desteği ile faaliyetlerini sürdürmeye çalıştı. ABD’de ortaya çıkan ve Avrupa’da devam eden kriz, AB
ülkelerini etkilemesi yanında bu ülkelerle ekonomik ve finansal ilişki halinde olan ülkeleri ve bankalarını
da etkilemiştir. Bankaların bilançolarında taşıdıkları risk nedeniyle krize daha duyarlı olmaktadır. Krizin
etkilerini oynaklık ve duyarlılık arttırmakta, oynaklık bankaların kontrolü altında değildir ve dışsal olarak
belirlenir. Ancak, bankaların krizden etkilenmesi daha çok onların riske duyarlılıklarına bağlı olmakta ve
bunun bankaların kontrolü altında olduğu kabul edilmektedir. Bankaların risk iştahına bağlı olarak, bankalar
bilanço yapılarını değiştirerek finansal ve finansal olmayan risklere karşı duyarlılıklarını değiştirebilirler. Bu
çalışmada da, 12 Balkan ülkesinde faaliyet gösteren 213 ticari, tasarruf ve kooperatif bankalarının 2006-
2012 dönemine ilişkin bilanço yapısı incelenmiş ve karşılaştırılmıştır. Bu kapsamda, kredi riski, likidite riski,
faiz riski, operasyonel riskin krizin yaşandığı bu dönemde nasıl bir seyir izlediğinin analizi amaçlanmıştır.
Bankalar, Avrupa Birliği (AB) üyesi ülkeler ile üye olmayan ülkeler, aktif büyüklükler, faaliyette bulunduğu
bölgeler ve ülkeler bazında ele alınmıştır.
Anahtar Kelimeler
Kaynakça
- CAUSEVİC, Fikret (2012). Small Open Economies in the Western Balkans: Controlled Fiscal Expansion for a New Deal for the Western Balkans, South East European Studies at Oxford, s.1
- BDDK, Bankaların Sermaye Yeterliliğinin Ölçülmesine ve Değerlendirilmesine İlişkin Yönetmelik (Resmi Gazete’nin 28 Haziran 2012 tarih ve 28337 sayılı nüshasında yayımlanmıştır)
- EBF. (2013). European Banking Sector 2013, http://www.ebf-fbe.eu/wp-content/ uploads /2014/02/ FF2012.pdf
- EKEN, M.Hasan, KALE,Süleyman SELİMLER, Hüseyin, ULUSOY Veysel (2013). The Effects of Global Financial Crisis on the Behavior of European Banks: A Risk and Profitability Analysis Approach,
- ACRN Journal of Finance and Risk Perspectives 1 (2), 17-42 European Investment Bank.(2013). Banking and Central and Eastern Europe and Turkey: Challenges and Oppotunities, www.
- GANİC, Mehmet.(2013). The EU Debt Crisis: A Reflection on Financial Sector of the Western Balkans, Journal of Business, Economics and Finance, Volume 2, Issue 1.
- GANİC, Mehmet .(2012). The Impact the Global Financial Crisis on the Banking Sector of Western Balkans: Cross-Country Comparison Analysis, Journal of Economic and Social Studies, (online Vol. 2, No. 2 (July 2012).
- IMF, Financial Soundness Indicators, http://elibrary-data.imf.org/Report.aspx?Report=4160278, (Erişim:15.05.2014)
- IMF, GFSR-FSITables-April2014, http://fsi.imf.org/fsitables.aspx, (Erişim:15.05.2014)
- National Bank of Romania. (2013). Financial Stability Report 2013, www.bnro.ro/files/d/Pubs_en/RSF/ eRSF2013.pdf, (Erişim: 05.06.2014)
- PERE, Engjell ve HASHORVA Albana. (2011).Western Balkans’ Countries in Focus of Global Economics Crisis, The Annals of The “Ştefan cel Mare” University of Suceava. Fascicle of The Faculty of Economics and Public Administration Vol. 11, No. 1(13), (p.103-113)
- Raiffeisen Bank International A.G. (2014) CEE Banking Sector Report : May 2014, http://www.rbinternational. com/eBusiness/services/resources/media/829189266947841370-829189181316930732_ 829602947997338151_829603177241218127-845106675835384990-1-2-EN.pdf (Erişim : 03.06.2014)
- SINKEY, J.F. Jr. (1989). Commercial Bank Financial Management in the Financial Services Industry, Third Edition, U.S.A.: MacMillan Publishing Company.
- Uncredit. (2012). CEE Banking Outlook, www.unicreditbulbank.bg /.../bulbankwebsite/.../ cee_banking_ outlook_2012.pdf (Erişim : 30.05.2014)
- ŽİVKO, İgor & KANDZİJA, Tomislav. (2013). Impact of Financial Crisis on Banking Sector Stability in Republic Croatia, Business Excellence, Vol.7 No.1 June 2013.
- Bankscope (Bureau van Dijk), www.bankscope.com (Erişim : 01.06.2014)
Ayrıntılar
| Birincil Dil | Türkçe |
|---|---|
| Bölüm | Makaleler |
| Yazarlar | |
| Yayımlanma Tarihi | 13 Kasım 2015 |
| Gönderilme Tarihi | 13 Kasım 2015 |
| Yayımlandığı Sayı | Yıl 2015 Cilt: 7 Sayı: 13 |