Türk Bankacılık Sektöründe Karlılığın Çok Değişkenli Gri Model ve Gri İlişkisel Analiz ile Tahmini

Finansal sistemin omurgası niteliğindeki bankacılık sektörü, finansal mevduatların üretken yatırımlara dönüşmesini sağlaması açısından hızlı ekonomik büyüme ve gelişmenin önemli bir parçası konumundadır. Karlılık, bütün iktisadi işletmelerde olduğu gibi bankalarında temel amacı ve varlık koşuludur. İktisadi sistem ile etkileşim içerisinde olan bankacılık sektöründe yaşanacak olası bir sıkıntı sadece finans sektörünü değil, tüm ekonomiyi etkileyecektir. Sektöre ait bütün bu özellikler; bankaların ekonomideki rolleri ile birlikte değerlendirildiğinde, bankaların karlılık düzeyleri ve karlılıklarının sürekliliği daha da önemli hale gelmektedir. Bu çalışmada, öncelikle Türk bankacılık sektöründe karlılığın belirleyicileri tespit edilmiş daha sonra çok değişkenli gri model, gri ilişkisel analiz ile birleştirilerek Türk bankacılık sektörü karlılığına ilişkin geleceğe yönelik tahminler yapılmıştır.

Forecasting Profitability in Turkish Banking Sector with Multivariate Grey Model and Grey Relational Analysis

Banking sector which can be considered to be the backbone of financial system is an important part of economical growth and development in terms of ensuring the conversion of financial deposits to productive investments. Profitability is the main aim and the condition for existence for banks just like it is in all commercial enterprises. A possible problem to be faced in banking sector which is in interaction with commercial system will affect not only the finance sector, but the whole economy. When all these properties related with the sector are evaluated together with the roles of banks in the economy, profitability level of the banks and the sustainability of the profitability level become more important. In this study, first of all the determinants of profitability in Turkish banking sector were determined and then they were combined with multivariate grey model and grey relational analysis so as to forecast the future profitability trend of Turkish banking sector.

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