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Assessing the adverse effects of interbank funds on bank efficiency through using semiparametric and nonparametric methods

  • Aysan, Ahmet Faruk
  • Ertek, Gurdal
  • Ozturk, Secil

This paper investigates the relationship between interbank funds and efficiencies for the commercial banks operating in Turkey between 2001 and 2006. Data Envelopment Analysis (DEA) is executed to find the efficiency scores of the banks for each year, and fixed effects panel data regression is carried out, with the efficiency scores being the response variable. It is observed that interbank funds (ratio) has negative effects on bank efficiency, while bank capitalization and loan ratio have positive, and profitability has insignificant effects. Our study serves as novel evidence that interbank funds can have adverse effects in an emerging market.

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File URL: https://mpra.ub.uni-muenchen.de/38113/1/MPRA_paper_38113.pdf
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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 38113.

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Date of creation: 2009
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Handle: RePEc:pra:mprapa:38113
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  1. repec:pra:mprapa:17766 is not listed on IDEAS
  2. Philip Arestis & Georgios Chortareas & Evangelia Desli, 2006. "Financial Development And Productive Efficiency In Oecd Countries: An Exploratory Analysis," Manchester School, University of Manchester, vol. 74(4), pages 417-440, 07.
  3. Aysan, Ahmet Faruk & Al, Huseyin, 2006. "Assessing the Preconditions in Establishing an Independent Regulatory and Supervisory Agency in Globalized Financial Markets: The Case of Turkey," MPRA Paper 5481, University Library of Munich, Germany.
  4. Aysan, Ahmet Faruk & Ceyhan, Sanli Pinar, 2006. "Globalization of Turkey’s Banking Sector: the Determinants of Foreign Bank Penetration in Turkey," MPRA Paper 5489, University Library of Munich, Germany.
  5. Marín, Salvador & Gómez, Juan & Cándido Gómez, Juan, 2008. "Eficiencia técnica en el sistema bancario español. Dimensión y rentabilidad," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(300), pages 1017-1042, octubre-d.
  6. Aysan, Ahmet Faruk & Ceyhan, Sanli Pinar, 2007. "What Determines the Banking Sector Performance in Globalized Financial Markets: The Case of Turkey?," MPRA Paper 5495, University Library of Munich, Germany.
  7. R. D. Banker & A. Charnes & W. W. Cooper, 1984. "Some Models for Estimating Technical and Scale Inefficiencies in Data Envelopment Analysis," Management Science, INFORMS, vol. 30(9), pages 1078-1092, September.
  8. Ahmet Faruk Aysan & Ali Gunes & Osman Furkan Abbasoglu, 2007. "Concentration, Competition, Efficiency and Profitability of the Turkish Banking Sector in the Post-Crises Period," Working Papers 2007/20, Bogazici University, Department of Economics.
  9. Ahmet Faruk Aysan & S. P. Ceyhan, 2006. "Why Do Foreign Banks Invest in Turkey?," Working Papers 2006/22, Bogazici University, Department of Economics.
  10. Philip Arestis & Georgios Chortareas & Evangelia Desli, 2006. "Technical Efficiency and Financial Deepening in the non-OECD Economies," International Review of Applied Economics, Taylor & Francis Journals, vol. 20(3), pages 353-373.
  11. Berger, Allen N. & Humphrey, David B., 1997. "Efficiency of financial institutions: International survey and directions for future research," European Journal of Operational Research, Elsevier, vol. 98(2), pages 175-212, April.
  12. Clark, Jeffrey A & Siems, Thomas F, 2002. "X-Efficiency in Banking: Looking beyond the Balance Sheet," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(4), pages 987-1013, November.
  13. Isik, Ihsan & Hassan, M. Kabir, 2002. "Technical, scale and allocative efficiencies of Turkish banking industry," Journal of Banking & Finance, Elsevier, vol. 26(4), pages 719-766, April.
  14. Fuad Aleskerov & V. Belousova & M. Serdyuk & V. Solodkov, 2008. "Dynamic Analysis of the Behavioural Patterns of the Largest Commercial Banks in the Russian Federation," ICER Working Papers - Applied Mathematics Series 12-2008, ICER - International Centre for Economic Research.
  15. Aysan, Ahmet Faruk & Ceyhan, Sanli Pinar, 2008. "Structural Change and the Efficiency of Banking In Turkey: Does Ownership Matter?," MPRA Paper 17849, University Library of Munich, Germany.
  16. E. Nur Ozkan-Gunay & Arzu Tektas, 2006. "Efficiency Analysis Of The Turkish Banking Sector In Precrisis And Crisis Period: A Dea Approach," Contemporary Economic Policy, Western Economic Association International, vol. 24(3), pages 418-431, 07.
  17. Akin, Guzin Gulsun & Aysan, Ahmet Faruk & Yildiran, Levent, 2008. "Transformation of the Turkish Financial Sector in the Aftermath of the 2001 Crisis," MPRA Paper 17803, University Library of Munich, Germany.
  18. Isik, Ihsan, 2008. "Productivity, technology and efficiency of de novo banks: A counter evidence from Turkey," Journal of Multinational Financial Management, Elsevier, vol. 18(5), pages 427-442, December.
  19. Isik, Ihsan & Kabir Hassan, M., 2003. "Financial deregulation and total factor productivity change: An empirical study of Turkish commercial banks," Journal of Banking & Finance, Elsevier, vol. 27(8), pages 1455-1485, August.
  20. Savas Alpay & M. Kabir Hassan, 2007. "A Comparative Efficiency Analysis of Interest Free Financial Institutions and Conventional Banks: A Case Study on Turkey," Working Papers 0714, Economic Research Forum, revised Nov 2007.
  21. Isik, Ihsan & Hassan, M. Kabir, 2003. "Financial disruption and bank productivity: The 1994 experience of Turkish banks," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(2), pages 291-320.
  22. David Hauner, 2005. "Explaining efficiency differences among large German and Austrian banks," Applied Economics, Taylor & Francis Journals, vol. 37(9), pages 969-980.
  23. Jeffrey Brown & Dennis Glennon, 2000. "Cost structures of banks grouped by strategic conduct," Applied Economics, Taylor & Francis Journals, vol. 32(12), pages 1591-1605.
  24. Surroca, Jordi & Prior, Diego, 2007. "Cognitive strategic groups and long-run efficiency evaluation : the case of Spanish savings banks," DEE - Working Papers. Business Economics. WB wb071004, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  25. Turhan, Ibrahim M., 2008. "Why did it work this time: a comparative analysis of transformation of Turkish economy after 2002," MPRA Paper 31158, University Library of Munich, Germany.
  26. Fethi, Meryem Duygun & Pasiouras, Fotios, 2010. "Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey," European Journal of Operational Research, Elsevier, vol. 204(2), pages 189-198, July.
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