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Sermaye Kisitlari ve Kredi Buyumesi : Mekanik Bir Analiz

Author

Listed:
  • Koray Alper
  • Mehmet Selman Colak
  • Ertan Tok

Abstract

[TR] Bu calismada Turk bankacilik sektorunde sermaye yeterliligi, karlilik ve kredi buyumesi arasindaki iliski matematiksel olarak ifade edilerek, degiskenler arasinda uzun ve kisa donemli etkilesimler niceliksel olarak irdelenmektedir. Analizler, uzun donemde yuksek SYR ve gorece hizli bir kredi buyumesinin bir arada gerceklesmesine imkan verecek karlilik oranlarinin mevcut oranlardan bir miktar daha yuksek olduguna isaret etmektedir. Ote yandan, sektorun mevcut sermaye tamponlarinin guclu bir kredi buyumesini, karlilik oranlarinin toparlanmasina uzunca bir sure taniyabilecek olcude saglam oldugu degerlendirilmektedir. [EN] This study aims to mathematically express the relationship among capital adequacy, profitability, and credit growth in Turkish banking sector and to investigate quantitatively the short-run dynamics and long-run equilibrium relations among these variables. The results demonstrate that profitability levels that would enable banks to sustain high credit growth and high capital adequacy rates in the long run are slightly higher than the current levels. However, current capital buffers are large enough to give a considerable time for profitability rates to recover while supporting relatively strong credit growth rates.

Suggested Citation

  • Koray Alper & Mehmet Selman Colak & Ertan Tok, 2016. "Sermaye Kisitlari ve Kredi Buyumesi : Mekanik Bir Analiz," CBT Research Notes in Economics 1618, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    • Handle: RePEc:tcb:econot:1618
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    References listed on IDEAS

    as
    1. Henri Fraisse & Mathias Lé & David Thesmar, 2020. "The Real Effects of Bank Capital Requirements," Management Science, INFORMS, vol. 66(1), pages 5-23, January.
    2. Douglas Elliott & Mr. Andre O Santos, 2012. "Assessing the Cost of Financial Regulation," IMF Working Papers 2012/233, International Monetary Fund.
    3. Brun , Matthieu & Fraisse , Henri & Thesmar , David, 2013. "The Real Effects of Bank Capital Requirements," HEC Research Papers Series 988, HEC Paris.
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