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BIST-100 ENDEKSİNDE İŞLEM GÖREN MEVDUAT BANKALARININ FİNANSAL PERFORMANSLARININ İNCELENMESİ

Yıl 2023, Cilt: 6 Sayı: 4, 680 - 699, 20.10.2023
https://doi.org/10.33723/rs.1363877

Öz

Bankacılık sektörü finans sektörünün en önemli yapı taşlarından birisi olup ülke ekonomisi için de değerli katkılar sunmaktadır. Bankacılık sektöründe yer alan güçlü bankaların finansal performanslarının incelenmesi, ekonomik büyümeyi teşvik etmek ve finansal istikrarı artırmak için önemlidir. Bu çalışmada, BIST-100 endeksinde işlem gören mevduat bankalarının finansal performanslarını etkileyen faktörler incelenmektedir. Çalışmada nicel analiz yöntemi tercih edilmiş olup, 2012-2022 yılları arasını kapsayan verilerin analizi için regresyon ve korelasyon testleri uygulanmıştır. Korelasyon analizi sonuçlarına göre, enflasyon ve GSYİH değişkenleri ile bankaların finansal performansları arasındaki ilişkiler istatistiksel olarak anlamlı bulunmuştur. Genelleştirilmiş Lineer Model (Logit) analiz sonuçlarına göre, enflasyon üzerinde Sermaye Yeterlilik Oranı, Toplam Krediler/Toplam Varlıklar, Toplam Krediler/Toplam Mevduat, Ortalama Aktif Kârlılık ve Ortalama Öz Kaynak Kârlılığı değişkenlerinin ve GSYİH üzerinde Toplam Krediler/Toplam Varlıklar ve Likit Aktifler/Toplam Aktifler değişkenlerinin istatistiksel olarak anlamlı olduğu görülmüştür. Bu çalışma ile makroekonomik koşulların bankaların finansal performans üzerindeki etkilerini anlamak ve değerlendirmek maksatlarıyla literatüre katkı sunulması hedeflenmektedir.

Kaynakça

  • Almazari, A. A. (2013). Capital Adequacy, Cost Income Ratio and the Performance of Saudi Banks (2007-2011). International Journal of Academic Research in Accounting, Finance and Management Sciences, 3(4), 284–293. https://doi.org/10.6007/ijarbss/v9-i10/6471
  • Anwar, Y., & Murwaningsari, E. (2017). The Effect of Credit Risk and Capital Adequacy Ratio upon Return on Asset. The Accounting Journal of Binaniaga, 2(2), 23–38. https://doi.org/10.33062/ajb.v2i02.101
  • Arpa, M., Giulini, I., Ittner, A., & Pauer, F. (2001). The influence of macroeconomic developments on Austrian banks: implications for banking supervision. In Bis papers (Issue 1).
  • Athanasoglou, P. P., Brissimis, S. N., & Delis, M. D. (2008). Bank-specific, industry-specific, and macroeconomic determinants of bank profitability. Journal of International Financial Markets, Institutions and Money, 18, 121–136. https://doi.org/10.1016/j.intfin.2006.07.001
  • Billel, B. (2023). Determinants of capital adequacy ratio of Algerian commercial banks: A Panel Data Analysis. Management and Economics Research Journal, 5(2), 131–153. https://doi.org/10.5897/ajbm11.1957
  • Brastama, R. F., & Yadnya, I. P. (2020). The Effect of Capital Adequacy Ratio and Non Performing Loan on Banking Stock Prices with Profitability as Intervening Variable. American Journal of Humanities and Social Sciences Research, 4(12), 43–49. www.ajhssr.com
  • Bucevska, V., & Hadzi Misheva, B. (2017). The Determinants of Profitability in the Banking Industry: Empirical Research on Selected Balkan Countries. Eastern European Economics, 55, 146–167. https://doi.org/10.1080/00128775.2016.1260473
  • Dao, B. T. T., & Nguyen, K. A. (2020). Bank Capital Adequacy Ratio and Bank Performance in Vietnam : A Simultaneous Equations Framework. Journal of Asian Finance, Economics and Business, 7(6), 39–46. https://doi.org/10.13106/JAFEB.2020.VOL7.NO6.039
  • Freixas, X. (2005). Deconstructing Relationship Banking. Investigaciones Económicas, 29(1), 3–31. http://www.redalyc.org/articulo.oa?id=17329101
  • Goddard, J., Liu, H., Molyneux, P., & Wilson, J. O. S. (2013). Do Bank Profits Converge? European Financial Management, 19(2), 345–365. https://doi.org/10.1111/j.1468-036X.2010.00578.x
  • Hasyim, F., Ningrum, A. D. K., & Robbani, J. F. (2023). Panel Modelling To Analyze Financial Performance On Islamic Commercial Banks. Scientific Journal of Students Islamic Economics and Business, 4, 1–8.
  • Majumder, M. T. H., & Li, X. (2018). Bank risk and performance in an emerging market setting: the case of Bangladesh. Journal of Economics, Finance and Administrative Science, 23(46), 199–229. https://doi.org/10.1108/JEFAS-07-2017-0084
  • Naceur, Sami Ben, & Omran, M. (2011). The effects of bank regulations, competition, and financial reforms on banks’ performance. Emerging Markets Review, 12, 1–20. https://doi.org/10.1016/j.ememar.2010.08.002
  • Nuhiu, A., Hoti, A., & Bektashi, M. (2017). Determinants of commercial banks profitability through analysis of financial performance indicators: Evidence from Kosovo. Business: Theory and Practice, 18, 160–170. https://doi.org/10.3846/btp.2017.017
  • O’Connell, M. (2023). Bank-specific, industry-specific and macroeconomic determinants of bank profitability: evidence from the UK. Studies in Economics and Finance, 40(1), 155–174. https://doi.org/10.1108/SEF-10-2021-0413
  • Öhman, P., & Yazdanfar, D. (2018). Organizational-level profitability determinants in commercial banks: Swedish evidence. Journal of Economic Studies, 45(6), 1175–1191. https://doi.org/10.1108/JES-07-2017-0182
  • Orazalin, N., & Mahmood, M. (2019). The financial crisis as a wake-up call: corporate governance and bank performance in an emerging economy. Corporate Governance (Bingley), 19(1), 80–101. https://doi.org/10.1108/CG-02-2018-0080
  • Pasiouras, F., & Kosmidou, K. (2007). Factors influencing the profitability of domestic and foreign commercial banks in the European Union. Research in International Business and Finance, 21, 222–237. https://doi.org/10.1016/j.ribaf.2006.03.007
  • Sarıtaş, H., Kangallı Uyar, S. G., & Gökçe, A. (2016). Banka Karlılığı ile Finansal Oranlar ve Makroekonomik Değişkenler Arasındaki İlişkilerin Sistem Dinamik Panel Veri Modeli ile Analizi: Türkiye Araştırması. Eskişehir Osmangazi Üni̇versi̇tesİ İİBF Dergi̇si̇, 11(1), 87–108. http://acikerisim.pau.edu.tr/xmlui/handle/11499/28005
  • Tan, Y., & Floros, C. (2012a). Bank profitability and GDP growth in China: A note. Journal of Chinese Economic and Business Studies, 10(3), 267–273. https://doi.org/10.1080/14765284.2012.703541
  • Tan, Y., & Floros, C. (2012b). Bank profitability and inflation: The case of China. Journal of Economic Studies, 39(6), 675–696. https://doi.org/10.1108/01443581211274610
  • Taşkın, F. D. (2011). Türkiye de Ticari Bankaların Performansını Etkileyen Faktörler. Ege Akademik Bakis (Ege Academic Review), 11(2), 289–298. https://doi.org/10.21121/eab.2011219572
  • Turgut, A., & Ertay, H. İ. (2016). Bankacılık Sektörünün Ekonomik Büyüme Üzerindeki Etkisi: Türkiye Üzerine Nedensellik Analizi. Aksaray Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 8(4), 114–128.
  • Uddin, M. J., Majumder, M. T. H., Akter, A., & Zaman, R. (2022). Do the diversification of income and assets spur bank profitability in Bangladesh? A dynamic panel data analysis. Vilakshan - XIMB Journal of Management, 19(2), 177–194. https://doi.org/10.1108/xjm-01-2021-0023
  • Vong, P. I., & Chan, H. S. (2009). Determinants of Bank Profitability in Macao. Macau Monetary Research Bulletin Vong, 12(6), 93–113.
  • https://www.kap.org.tr/tr/Endeksler Erişim Tarihi 10.08.2023.
  • https://www.borsaistanbul.com/tr/endeksErişim Tarihi 10.08.2023.
  • https://www.qnbfinansbank.enpara.com/bilgi-bankasi Erişim Tarihi 10.08.2023.
  • https://www3.tcmb.gov.tr/sektor/dosyalar/menu/ratios_tr.pdf Erişim Tarihi 10.08.2023.
  • https://www.worldbank.org/en/home Erişim Tarihi 10.07.2023.
  • https://www.tbb.org.tr/tr/bankacilik/banka-ve-sektor-bilgileri/ Erişim Tarihi 01.07.2023.

Investigation of Financial Performances of Deposit Banks Traded in BIST-100 Index

Yıl 2023, Cilt: 6 Sayı: 4, 680 - 699, 20.10.2023
https://doi.org/10.33723/rs.1363877

Öz

The banking sector is one of the most important building blocks of the financial sector and provides valuable contributions to the country's economy. Examining the financial performance of strong banks in the banking sector is important to promote economic growth and increase financial stability. In this study, the factors affecting the financial performance of deposit banks traded in the BIST-100 index are examined. Quantitative analysis method was preferred in the study, and regression and correlation tests were applied to analyze the data covering the period 2012-2022. According to the results of the correlation analysis, the relationships between inflation and GDP variables and the financial performances of banks were found to be statistically significant. According to the Generalized Linear Model (Logit) analysis results, the variables Capital Adequacy Ratio, Total Loans/Total Assets, Total Loans/Total Deposits, Average Asset Profitability and Average Equity Profitability on inflation and Total Loans/Total Assets and Liquid Assets/Total on GDP. Assets variables were found to be statistically significant. This study aims to contribute to the literature in order to understand and evaluate the effects of macroeconomic conditions on the financial performance of banks.

Kaynakça

  • Almazari, A. A. (2013). Capital Adequacy, Cost Income Ratio and the Performance of Saudi Banks (2007-2011). International Journal of Academic Research in Accounting, Finance and Management Sciences, 3(4), 284–293. https://doi.org/10.6007/ijarbss/v9-i10/6471
  • Anwar, Y., & Murwaningsari, E. (2017). The Effect of Credit Risk and Capital Adequacy Ratio upon Return on Asset. The Accounting Journal of Binaniaga, 2(2), 23–38. https://doi.org/10.33062/ajb.v2i02.101
  • Arpa, M., Giulini, I., Ittner, A., & Pauer, F. (2001). The influence of macroeconomic developments on Austrian banks: implications for banking supervision. In Bis papers (Issue 1).
  • Athanasoglou, P. P., Brissimis, S. N., & Delis, M. D. (2008). Bank-specific, industry-specific, and macroeconomic determinants of bank profitability. Journal of International Financial Markets, Institutions and Money, 18, 121–136. https://doi.org/10.1016/j.intfin.2006.07.001
  • Billel, B. (2023). Determinants of capital adequacy ratio of Algerian commercial banks: A Panel Data Analysis. Management and Economics Research Journal, 5(2), 131–153. https://doi.org/10.5897/ajbm11.1957
  • Brastama, R. F., & Yadnya, I. P. (2020). The Effect of Capital Adequacy Ratio and Non Performing Loan on Banking Stock Prices with Profitability as Intervening Variable. American Journal of Humanities and Social Sciences Research, 4(12), 43–49. www.ajhssr.com
  • Bucevska, V., & Hadzi Misheva, B. (2017). The Determinants of Profitability in the Banking Industry: Empirical Research on Selected Balkan Countries. Eastern European Economics, 55, 146–167. https://doi.org/10.1080/00128775.2016.1260473
  • Dao, B. T. T., & Nguyen, K. A. (2020). Bank Capital Adequacy Ratio and Bank Performance in Vietnam : A Simultaneous Equations Framework. Journal of Asian Finance, Economics and Business, 7(6), 39–46. https://doi.org/10.13106/JAFEB.2020.VOL7.NO6.039
  • Freixas, X. (2005). Deconstructing Relationship Banking. Investigaciones Económicas, 29(1), 3–31. http://www.redalyc.org/articulo.oa?id=17329101
  • Goddard, J., Liu, H., Molyneux, P., & Wilson, J. O. S. (2013). Do Bank Profits Converge? European Financial Management, 19(2), 345–365. https://doi.org/10.1111/j.1468-036X.2010.00578.x
  • Hasyim, F., Ningrum, A. D. K., & Robbani, J. F. (2023). Panel Modelling To Analyze Financial Performance On Islamic Commercial Banks. Scientific Journal of Students Islamic Economics and Business, 4, 1–8.
  • Majumder, M. T. H., & Li, X. (2018). Bank risk and performance in an emerging market setting: the case of Bangladesh. Journal of Economics, Finance and Administrative Science, 23(46), 199–229. https://doi.org/10.1108/JEFAS-07-2017-0084
  • Naceur, Sami Ben, & Omran, M. (2011). The effects of bank regulations, competition, and financial reforms on banks’ performance. Emerging Markets Review, 12, 1–20. https://doi.org/10.1016/j.ememar.2010.08.002
  • Nuhiu, A., Hoti, A., & Bektashi, M. (2017). Determinants of commercial banks profitability through analysis of financial performance indicators: Evidence from Kosovo. Business: Theory and Practice, 18, 160–170. https://doi.org/10.3846/btp.2017.017
  • O’Connell, M. (2023). Bank-specific, industry-specific and macroeconomic determinants of bank profitability: evidence from the UK. Studies in Economics and Finance, 40(1), 155–174. https://doi.org/10.1108/SEF-10-2021-0413
  • Öhman, P., & Yazdanfar, D. (2018). Organizational-level profitability determinants in commercial banks: Swedish evidence. Journal of Economic Studies, 45(6), 1175–1191. https://doi.org/10.1108/JES-07-2017-0182
  • Orazalin, N., & Mahmood, M. (2019). The financial crisis as a wake-up call: corporate governance and bank performance in an emerging economy. Corporate Governance (Bingley), 19(1), 80–101. https://doi.org/10.1108/CG-02-2018-0080
  • Pasiouras, F., & Kosmidou, K. (2007). Factors influencing the profitability of domestic and foreign commercial banks in the European Union. Research in International Business and Finance, 21, 222–237. https://doi.org/10.1016/j.ribaf.2006.03.007
  • Sarıtaş, H., Kangallı Uyar, S. G., & Gökçe, A. (2016). Banka Karlılığı ile Finansal Oranlar ve Makroekonomik Değişkenler Arasındaki İlişkilerin Sistem Dinamik Panel Veri Modeli ile Analizi: Türkiye Araştırması. Eskişehir Osmangazi Üni̇versi̇tesİ İİBF Dergi̇si̇, 11(1), 87–108. http://acikerisim.pau.edu.tr/xmlui/handle/11499/28005
  • Tan, Y., & Floros, C. (2012a). Bank profitability and GDP growth in China: A note. Journal of Chinese Economic and Business Studies, 10(3), 267–273. https://doi.org/10.1080/14765284.2012.703541
  • Tan, Y., & Floros, C. (2012b). Bank profitability and inflation: The case of China. Journal of Economic Studies, 39(6), 675–696. https://doi.org/10.1108/01443581211274610
  • Taşkın, F. D. (2011). Türkiye de Ticari Bankaların Performansını Etkileyen Faktörler. Ege Akademik Bakis (Ege Academic Review), 11(2), 289–298. https://doi.org/10.21121/eab.2011219572
  • Turgut, A., & Ertay, H. İ. (2016). Bankacılık Sektörünün Ekonomik Büyüme Üzerindeki Etkisi: Türkiye Üzerine Nedensellik Analizi. Aksaray Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 8(4), 114–128.
  • Uddin, M. J., Majumder, M. T. H., Akter, A., & Zaman, R. (2022). Do the diversification of income and assets spur bank profitability in Bangladesh? A dynamic panel data analysis. Vilakshan - XIMB Journal of Management, 19(2), 177–194. https://doi.org/10.1108/xjm-01-2021-0023
  • Vong, P. I., & Chan, H. S. (2009). Determinants of Bank Profitability in Macao. Macau Monetary Research Bulletin Vong, 12(6), 93–113.
  • https://www.kap.org.tr/tr/Endeksler Erişim Tarihi 10.08.2023.
  • https://www.borsaistanbul.com/tr/endeksErişim Tarihi 10.08.2023.
  • https://www.qnbfinansbank.enpara.com/bilgi-bankasi Erişim Tarihi 10.08.2023.
  • https://www3.tcmb.gov.tr/sektor/dosyalar/menu/ratios_tr.pdf Erişim Tarihi 10.08.2023.
  • https://www.worldbank.org/en/home Erişim Tarihi 10.07.2023.
  • https://www.tbb.org.tr/tr/bankacilik/banka-ve-sektor-bilgileri/ Erişim Tarihi 01.07.2023.
Toplam 31 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Konular Bankacılık ve Sigortacılık (Diğer)
Bölüm Makaleler
Yazarlar

Hülya Er 0000-0002-3715-2433

Erken Görünüm Tarihi 19 Ekim 2023
Yayımlanma Tarihi 20 Ekim 2023
Gönderilme Tarihi 20 Eylül 2023
Kabul Tarihi 9 Ekim 2023
Yayımlandığı Sayı Yıl 2023 Cilt: 6 Sayı: 4

Kaynak Göster

APA Er, H. (2023). BIST-100 ENDEKSİNDE İŞLEM GÖREN MEVDUAT BANKALARININ FİNANSAL PERFORMANSLARININ İNCELENMESİ. R&S - Research Studies Anatolia Journal, 6(4), 680-699. https://doi.org/10.33723/rs.1363877
R&S - Research Studies Anatolia Journal 

https://dergipark.org.tr/rs