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Li̇ki̇di̇te Ri̇ski̇ni̇n Beli̇rleyi̇ci̇leri̇: Borsa İstanbul’A Kote Mevduat Bankalarindan Kanitlar

Author

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  • Özcan IŞIK
  • Murat BELKE

Abstract

Bu çalışmanın amacı, Türk bankacılık sektöründe faaliyet gösteren ticari bankaların likidite riskinin belirleyicilerini incelenmektir. Bu amaçla çalışmada, Borsa İstanbul'da işlem gören 13 ticari bankaya ait 2006-2015 dönemi için banka düzeyindeki veriler kullanılmıştır. Panel veri analizlerine dayalı ampirik bulgular, bankaların likidite riskinde meydana gelen değişimleri açıklamada bankaya özgü (banka büyüklüğü, özkaynak kârlılığı, banka sermayesi, mevduattaki büyüme, kredi kayıpları karşılığı) ve makroekonomik belirleyicilerin (ekonomik büyüme ve enflasyon oranı gibi) önemli olduğunu göstermektedir. Daha açık şekilde ifade edilirse, özkaynak kârlılığı, banka sermayesi, mevduattaki büyüme, kredi kayıpları karşılığı ve enflasyon oranı gibi değişkenler likidite riskiyle negatif ve anlamlı olarak ilişkiliyken, banka büyüklüğü ve ekonomik büyüme gibi değişkenler likidite riskiyle pozitif ve anlamlı olarak ilişkilidir. Ayrıca sonuçlar, küresel finansal kriz ve net faiz marjı gibi değişkenlerin ticari bankaların likidite riski üzerinde önemli bir etkisi olmadığını göstermektedir.

Suggested Citation

  • Özcan IŞIK & Murat BELKE, 2017. "Li̇ki̇di̇te Ri̇ski̇ni̇n Beli̇rleyi̇ci̇leri̇: Borsa İstanbul’A Kote Mevduat Bankalarindan Kanitlar," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 2(2), pages 113-126.
    • Handle: RePEc:ahs:journl:v:2:y:2017:i:2:p:113-126
    DOI: 10.30784/epfad.354458
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    More about this item

    Keywords

    Likidite Riski; Panel Veri Analizi; Ticari Bankalar; BİST; Turkey;
    All these keywords.

    JEL classification:

    • G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models

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