CROSS-BORDER LOAN LIABILITY, THE EXCHANGE RATE AND PROFITABILITY IN THE TURKISH BANKING SECTOR

Gökhan Övenç; Resul Aydemir

doi:10.14780/muiibd.434951

CROSS-BORDER LOAN LIABILITY, THE EXCHANGE RATE AND PROFITABILITY IN THE TURKISH BANKING SECTOR

Öz

We examine how the cross border banking loan liabilities (syndication and securitization loans) and

the exchange rate affect the Turkish banking industry profitability using a balanced panel data for the

period 2003Q1-2016Q3. We study with different subsamples and model specifications. Overall, we find

that the banking sector financial inflows are positively associated with bank profitability. Specifically, the

results show that the banking sector cross border inflows have significant and positive impact on return

on assets (ROA), return on equity (ROE) and on net interest margin (NIM). The long-term inflows

play a more important role than the short-term inflows in explaining profitability in all specifications

while short-term inflows have no any significant effect on these profitability indicators. Moreover, we

show that the exchange rate has significant and negative impact on ROA and ROE and has insignificant

effect on NIM. Our findings are more notable in private banks compared to the whole sample. Given

the fact that the existing studies examine the banking profitability through aggregate capital inflows

and maturity mismatch, this study will fill a meaningful gap in emerging market literature.

Anahtar Kelimeler

Cross Border Banking Liability,Long-term Liability,Short-term Liability,The Exchange Rate,Bank Profitability,Net Interest Margin,Return on Asset

Kaynakça

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Ayrıntılar

Birincil Dil

İngilizce

Konular

Ekonomi

Bölüm

Araştırma Makalesi

Yazarlar

Gökhan Övenç ^*

Resul Aydemir Bu kişi benim

Yayımlanma Tarihi

27 Haziran 2018

Gönderilme Tarihi

1 Nisan 2018

Kabul Tarihi

-

Yayımlandığı Sayı

Yıl 2018 Cilt: 40 Sayı: 1

DOI

https://doi.org/10.14780/muiibd.434951

IZ

https://izlik.org/JA38KT62PD

Kaynak Göster

RIS / Bibtex

APA

Övenç, G., & Aydemir, R. (2018). CROSS-BORDER LOAN LIABILITY, THE EXCHANGE RATE AND PROFITABILITY IN THE TURKISH BANKING SECTOR. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi, 40(1), 51-68. https://doi.org/10.14780/muiibd.434951

AMA

1.Övenç G, Aydemir R. CROSS-BORDER LOAN LIABILITY, THE EXCHANGE RATE AND PROFITABILITY IN THE TURKISH BANKING SECTOR. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi. 2018;40(1):51-68. doi:10.14780/muiibd.434951

Chicago

Övenç, Gökhan, ve Resul Aydemir. 2018. “CROSS-BORDER LOAN LIABILITY, THE EXCHANGE RATE AND PROFITABILITY IN THE TURKISH BANKING SECTOR”. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 40 (1): 51-68. https://doi.org/10.14780/muiibd.434951.

EndNote

Övenç G, Aydemir R (01 Haziran 2018) CROSS-BORDER LOAN LIABILITY, THE EXCHANGE RATE AND PROFITABILITY IN THE TURKISH BANKING SECTOR. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 40 1 51–68.

IEEE

[1]G. Övenç ve R. Aydemir, “CROSS-BORDER LOAN LIABILITY, THE EXCHANGE RATE AND PROFITABILITY IN THE TURKISH BANKING SECTOR”, Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi, c. 40, sy 1, ss. 51–68, Haz. 2018, doi: 10.14780/muiibd.434951.

ISNAD

Övenç, Gökhan - Aydemir, Resul. “CROSS-BORDER LOAN LIABILITY, THE EXCHANGE RATE AND PROFITABILITY IN THE TURKISH BANKING SECTOR”. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi 40/1 (01 Haziran 2018): 51-68. https://doi.org/10.14780/muiibd.434951.

JAMA

1.Övenç G, Aydemir R. CROSS-BORDER LOAN LIABILITY, THE EXCHANGE RATE AND PROFITABILITY IN THE TURKISH BANKING SECTOR. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi. 2018;40:51–68.

MLA

Övenç, Gökhan, ve Resul Aydemir. “CROSS-BORDER LOAN LIABILITY, THE EXCHANGE RATE AND PROFITABILITY IN THE TURKISH BANKING SECTOR”. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi, c. 40, sy 1, Haziran 2018, ss. 51-68, doi:10.14780/muiibd.434951.

Vancouver

1.Gökhan Övenç, Resul Aydemir. CROSS-BORDER LOAN LIABILITY, THE EXCHANGE RATE AND PROFITABILITY IN THE TURKISH BANKING SECTOR. Marmara Üniversitesi İktisadi ve İdari Bilimler Dergisi. 01 Haziran 2018;40(1):51-68. doi:10.14780/muiibd.434951