K. Batu TUNAY

5931

Gelişmiş ve Yükselen Ekonomilerde Krizlerin Banka Performansına Etkileri

Bu çalışmada 46 gelişmiş ve gelişmekte olan ekonominin banka sistemlerini kapsayan bir örneklem kullanılarak banka performansı üzerinde krizlerin etkileri sorgulanmıştır. Bütün örneklemin yanında gelişmiş ve yükselen ekonomiler ayrı alt örneklemler halinde de analiz edilmiştir. Analiz yöntemi olarak iki aşamalı sistem dinamik panel veri modelleri kullanılmıştır. Ulaşılan bulgular başta banka krizleri olmak üzere banka sisteminin istikrarının banka performansını güçlü bir şekilde etkilediğini göstermektedir. Diğer yandan banka sisteminin istikrarı üzerinde etkili olan rekabet koşulları ve varlık fiyatlarındaki oynaklıkların da performans istikrar ilişkisinin dolaylı belirleyicileri oldukları gözlenmiştir. En önemli bulgu kredi açığının (credit-to-GDP gap) ana ve alt örneklemler ile farklı performans ölçütleri açısından banka performansını olumsuz etkilediğinin belirlenmiş olmasıdır.

The Effects of Crisis on Bank Performance in Developed and Emerging Economies

In this study, the effects of crises on bank performance were investigated using a sample covering the banking systems of 46 developed and emerging economies. In addition to the whole sample, developed and emerging economies were analyzed in separate sub-samples. Two-stage system dynamic panel data models are used as the analysis method. The findings indicate that the stability of the banking system, especially the banking crises, strongly influenced the bank's performance. On the other hand, it has been observed that the competitive conditions and the volatility in asset prices affecting the stability of the bank system are indirect determinants of the performance stability relationship. The most important finding of the study is that credit-to-GDP gap negatively affects bank performance in terms of both whole and sub-samples and different performance measures.
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Bankacılar-Cover
  • ISSN: 1300-0217
  • Başlangıç: 1990
  • Yayıncı: Türkiye Bankalar Birliği
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