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

Yıl 2018, Cilt: 40 Sayı: 1, 51 - 68, 27.06.2018
https://doi.org/10.14780/muiibd.434951

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.

Kaynakça

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Toplam 33 adet kaynakça vardır.

Ayrıntılar

Birincil Dil İngilizce
Konular Ekonomi
Bölüm Makaleler
Yazarlar

Gökhan Övenç

Resul Aydemir Bu kişi benim

Yayımlanma Tarihi 27 Haziran 2018
Gönderilme Tarihi 1 Nisan 2018
Yayımlandığı Sayı Yıl 2018 Cilt: 40 Sayı: 1

Kaynak Göster

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 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. Haziran 2018;40(1):51-68. doi:10.14780/muiibd.434951
Chicago 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 40, sy. 1 (Haziran 2018): 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 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, 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 (Haziran 2018), 51-68. https://doi.org/10.14780/muiibd.434951.
JAMA 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, 2018, ss. 51-68, doi:10.14780/muiibd.434951.
Vancouver 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.