Türk Bankacılık Sisteminde Net Faiz Marjı Belirleyicilerinin Tespit Edilmesi: Panel Data Analizi

Çalışma, Türk Bankacılık sisteminde net faiz marjı belirleyicilerinin tespit edilmesini ve bankacılık sektörü üzerindeki etkilerini araştırmayı amaçlamaktadır. Ekonometrik çalışma, Türkiye’de 2003-2015 yılları arasında sürekli olarak faaliyet gösteren kamu, özel ve yüzde yüz yabancı sermayeli toplam 23 bankanın çeyrek dönem mali verileri ve makro ekonomik veriler ile gerçekleştirilmiştir. Çalışmada panel veri analizi yöntemi kullanılarak sonuçlar, ekonometrik analizden önce sektör temsilcileri ile yapılan anket sonuçları ile birlikte değerlendirilmiştir. Sonuçlar göstermektedir ki; 2009 krizinden sonra bankaların net faiz marjları azalmaya başlamış, faiz dışı gelirler ile oparasyonel maliyetlerin banka karlılığı üzerindeki etkisi artmıştır.

Anahtar Kelimeler:

Turkish Banking Industry, Net Interest Margin, Panel Data Analysis, Dealership Model

Determinants of Net Interest Margins in Turkish Banking System: A Panel Data Analysis

This study aims to investigate the determinants of net interest margin within the Turkish banking system and to determine their effects on the banking sector.The econometric study has been carried out with macroeconomic data and quarterly financial data of 23 banks with state-owned, privately-owned and foreign banks that are operating between 2003 and 2015. Panel data analysis was used and results were evaluated together with the survey conducted before the study. The results show that the net interest margins of banks started to decrease especially after the crisis of 2009 and the effect of non-interest income and operational costs on bank profitability has increased.

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