Türk Bankacılık Sektöründe Performansın Belirleyicileri

Çalışmanın amacı, Türk Bankacılık Sektöründe performansın belirleyicilerini tespit etmektir. Bu amaçla2006-4. Çeyrek ve 2020-2. Çeyrek arasında sürekli faaliyet göstermiş olan ve mevduat kabul edenbankaların verilerinden oluşan oluşan panel veri seti Driscoll-Kraay ve fark GMM tahmincileri ile analizedilmiştir. Çalışma sonuçlarına göre bankaların aktif karlılığının; banka ölçeği ve etkinlik oranıdeğişkeninden anlamlı ve negatif yönde, özkaynak oranı, likidite oranı ve net faiz marjı değişkenlerindenanlamlı ve pozitif yönde; bir diğer karlılık göstergesi olan özsermaye karlılığının ise takipteki krediler,etkinlik oranı, kredi/mevduat oranı değişkenlerinden anlamlı ve negatif yönde; net faiz marjı değişkenindenanlamlı ve pozitif yönde etkilendiği tespit edilmiştir. Bankaların karlılık performansları açısından özkaynakoranlarını temsilen sermaye düzeylerinin belli seviyelerde olmasının, net faiz marjlarının ve likit varlıklarıntoplam varlıklar içindeki payının arttırılarak, etkinliğin sağlanıp, takipteki kredilerin toplam kredileriçerisindeki oranının düşürülmesinin önemli olduğu görülmüştür.

Determinants of Performance in the Turkish Banking Sector

The aim of the study is to identify the determinants of performance in the Turkish Banking Sector. For this purpose, panel datasets consisting of data from banks that were continuously operating and accepting deposits between quarters 2006-4 and 2020-2, were analyzed with Driscoll-Kraay and Fark GMM estimators. According to the results of the study, the asset profitability of banks was significantly and negatively affected by the bank scale and efficiency ratio variables. However, it was determined that asset profitability was significantly and positively affected by the equity ratio, liquidity ratio and net interest margin variables. Return on equity, another profitability indicator, is affected significantly and negatively by non-performing loans, efficiency ratio, loan/deposit ratio variables; but it was significantly and positively affected by the net interest margin variable. It is important that the capital values are at certain levels, since it represents the equity ratios in terms of the profitability performance of the banks. In addition, it is essential to ensure efficiency by increasing the share of net interest margins and liquid assets in total assets; and decrease the ratio of non-performing loans in total loans.

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