Türk Bankacılık Sektöründe Sistemik Öneme Sahip Yerel Bankaların Belirlenmesinde Gösterge Bazlı Bir Yöntem Önerisi

Bu çalışmada, Türk Bankacılık Sektörü'nde faaliyet gösteren sistemik öneme sahip yerel bankalar (D-SIB) tespit edilmeye çalışılmıştır. Bu kapsamda örneklemde yer alan bankalar, geliştirilen gösterge bazlı yöntem ve kümeleme analizi yardımıyla 2012 yıl sonu kamuya açık mali tablo verileri kullanılarak sistemik önem derecelerine göre gruplandırılmıştır. Söz konusu bankalardan en yüksek sistemik önem derecesine sahip 7 tanesinin, kalan 21 bankadan ayrı olarak kümelendiğinin görüldüğü çalışmada, bu 7 banka D-SIB olarak nitelendirilmiştir

An Indicator Based Assessment Methodology Proposal for the Identification of Domestic Systemically Important Banks within the Turkish Banking Sector

An Indicator Based Assessment Methodology Proposal for the Identification of Domestic Systemically Important Banks within the Turkish Banking SectorThis study aims to identify domestic systemically important banks (D-SIB) operating within the Turkish Banking Sector. In this regard, adopting an indicator based assessment methodology together with the cluster analysis application, banks in the sample are classified in terms of their degree of systemic importance by using publicly available year-end data of 2012. The study has shown that a total of 7 banks with the highest systemic importance clustered away from the remaining 21 banks in the sample and these 7 banks in the study have been defined as D-SIBs

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