Ticari bankacılık sektörünün camels analizi: Türkiye örneği

Çalışmanın amacı, Türk ticari bankacılık sektörünün performansını CAMELS de recelendirme sistemiyle analiz etmektir. Ayrıca, çalışma, CAMELS sisteminin bankacılık krizlerini tahmin etmedeki başarılı olup olamayacağını test eder. Ça lışma, 1995-2008 döneminde faaliyet gösteren kamu, özel ve yabancı bankaları kapsamaktadır. Bu çalışmanın sonuçlarından ilki, ticari bankaların performansın da 2001 krizi sonrasında önemli bir iyileşme yaşanmıştır. İkincisi, kamu bankalarının performansında diğerlerine göre 2001 kriz sonrasında çok daha fazla bir iyileşme gözlenmiştir. Üçüncüsü, yabancı bankaların özellikle karlılık, sermaye yeterliliği ve likidite kalitesi bakımından global kriz öncesi ciddi bir bozulma görülmüştür. Dördüncüsü, özel bankaların performansı ile sektörün tamamının performansı birbirine oldukça yakın seyretmiştir. Son olarak, CAMELS, krizin zamanını tam olarak tahmin etmek güç olmasına rağmen, bankaların riskliliğini ölçmede oldukça başarılıdır.

Camels analysis of commercial banking sector: The case of Turkey

The purpose of this paper is to analyze the performance of Turk commercial banking sector through CAMELS. In addition, the paper tests whether CAMELS works to predict banking crises. The paper comprises of public, private and foreign commercial banks working in 1995-2008 period. The first of the results of this study was an important improvement in the performance of commercial banking after 2001 crises. Secondly, after 2001 crisis, the performance of public banks compared to other banks increased much more. Thirdly, before the global crisis, it was seen a serious deterioration in the performance of foreign banks with re gard to especially capital, liquidity and earnings quality. Fourthly, during all period, the performance of private banks was quite similar to the one of commercial banking sector as a whole. Last, although it is hardly ever possible to predict exactly the time of crises, CAMELS has a quite successful performance to analyze the risks of banking sector.

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