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Sensitivities To Interest And Exchange Rates Of Turkish Banks

Author

Listed:
  • Suat Teker

    (Istanbul Technical University)

  • Baris Akcay

    (Istanbul Technical University)

Abstract

This study investigates the sensitivities of the Turkish banking system to interest and exchange rate changes in the years 2002 and 2003. The major banks operating in Turkey as of year 2002 are initially classified into two seperate groups as state owned and private banks. By employing various market risk measurement techniques the capital adequacy ratios (CARs) of banking groups are computed, and interest and exchange rate shocks are then applied. The CARs are recomputed and the strength of the banking groups to these shocks are measured. The results indicate that the Turkish banks are negatively affected by likely external shocks but show relatively good strength on their CARs.Presented at the 15th International Conference,Istanbul, Turkey, May 2005.

Suggested Citation

  • Suat Teker & Baris Akcay, 2005. "Sensitivities To Interest And Exchange Rates Of Turkish Banks," International Trade and Finance Association Conference Papers 1025, International Trade and Finance Association.
    • Handle: RePEc:bep:itfapp:1025
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