1998 YILINDA RUSYA'DA YAŞANAN BANKACILIK KRİZİ VE ÖNCÜ GÖSTERGELERİ

Bu çalışmanın amacı Rusya'da 1998 yılında yaşanmış olan bankacılık krizinin nedenlerini belirleyerek ileride meydana gelmesi muhtemel bir bankacılık krizini önceden tahmin edebilmektir. Söz konusu amaca probit modeli kullanılarak ulaşılmaya çalışılmıştır. Elde edilen modelin sonuçlarına göre cari açığın gayri safi yurt içi hasıla rakamına oranının yüksek olması ve bankaların kar rakamının öz sermayeye oranında düşüş meydana gelmesi durumlarının Rusya'daki bankacılık krizi için öncü göstergeler olduğu sonucuna ulaşılmıştır.

RUSSIAN BANKING CRISIS EXPERIENCED IN 1998 AND LEADING INDICATORS OF THIS CRISIS

This study aims to expect possible banking crisis that may occur in the future by defining leading indicators of banking crisis experienced in 1998 in Russia. In order to achieve this purpose, a model was created by using probit method. According to the results of this model, it was determined that the ratio of current account deficit to GDP and low profitability of the banks are important variables for Russian banking crisis.

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