BAKİ DEMİREL, SALİH BARIŞIK, Nagehan KARANFİL

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Türk Bankacılık Sektörü Kırılganlık Endeksini Belirleyen Faktörler

Bu çalışma 2010-2015 dönemi Türk bankacılık sektörünün finansal kırılganlığını etkileyeceği düşünülen faktörleri analiz etmeyi amaçlamıştır. Türkiye ekonomisinin finansal olarak dışa bağımlı gelişen piyasa ekonomisi olduğu varsayımına dayanan bu çalışmaya göre Türkiye sermaye hareketlerine ve onun yol açtığı risklere açıktır. Çalışmada Türk Bankacılık Sektörünün kırılganlığını temsil etmek üzere BSF4 (Genişletilmiş Bankacılık Sektörü Kırılganlık Endeksi) vekil (Proxy) bağımlı değişken olarak alınmıştır. Literatüre bağlı olarak RER (Reel Döviz Kuru), CPI (Tüketici Fiyat Endeksi), MP (Sanayi Üretim Endeksi)I, NPLs (Takipteki Krediler), TCMB (Türkiye Cumhuriyet Merkez Bankası) politika faiz oranı, VIX (Volatilite Endeksi, Korku Endeksi), USA2Y (ABD 2 yıllık hazine bonosu faizi) bağımsız değişkenler olarak modele katılmıştır. Değişkenler arasındaki kısa ve uzun dönem ilişkilerin analiz edildiği çalışmada Johansen Eş-bütünleşeme Yöntemi ve Hata Düzeltme Modeli kullanılmıştır. Çalışma bulguları Türk Bankacılık Sektörünün dışa bağımlı olduğu varsayımının tutarlı olduğunu kanıtlamaktadır.

Determinants of Turkish Banking Sector Banking Fragility Index

This study aims to analyze the factors supposed to affect Turkish banking sector financial fragility in the period of 2010-2015. According to the study that assumes Turkey is a emerging market economy that depends financially on the global economy and open to capital movements and its risks. In the study, to represent the Turkish banking fragility BSF4 (Proxy) is taken as a dependent variable. Depending on the literature, independent variables such as REP, CPI, MPI, NPIs, TCMB politic interest rate, VIX, and 2-year-American sovereign yield are taken as a model. In the study, the relationships between the variables in the long and short run are analyzed and Johansen's cointegration and error correction models are used. The results of the study show that there is a consistency between Turkish banking sector and its dependency on global economy.
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Bankacılar-Cover
  • ISSN: 1300-0217
  • Başlangıç: 1990
  • Yayıncı: Türkiye Bankalar Birliği
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