KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA

İlker KOÇ, (İstanbul Ticaret Üniversitesi, Finans Enstitüsü, İstanbul, Türkiye)
Elçin AYKAÇ ALP (İstanbul Ticaret Üniversitesi, İşletme Fakültesi, İstanbul, Türkiye)
Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi
4 0
Yıl: 2020 Cilt: 19 Sayı: Özel Ek Sayfa Aralığı: 310 - 334 Metin Dili: Türkçe İndeks Tarihi: 05-05-2021

KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA

Öz:
Yapı tasarrufu (YT) sistemi, hane halklarının konut kredisi elde edebilmek içinbelirli bir süre birikim yapmasına dayanan, dünyanın birçok ülkesinde uzunzamandır uygulanan alternatif bir konut finansman yöntemidir. Bu çalışmada YTsistemi ve risk modelleri incelenerek, söz konusu modellerin ülkemiz koşullarınauygunluğun araştırılması amaçlanmıştır. Bu amaçla, Vasicek modeli maksimumolabilirlik yöntemi ile tahmin edilmiş, ayrıca R programlama dili kullanılarakMonte Carlo simülasyonu yapılmıştır. Elde edilen sonuçların gerçek piyasaverileri ile uyumlu olduğu gözlemlenmiş ve modelin ülkemizde uygulanacak YTsistemi risk yönetim çalışmalarında dikkate alınabileceği sonucuna ulaşılmıştır.
Anahtar Kelime:

CONTRACTUAL SAVINGS FOR HOUSING FINANCE METHOD, RISK MODELS AND AN EMPIRICAL ANALYSIS USING VASICEK INTEREST RATE MODEL

Öz:
Contractual savings for housing (CSH) system is an alternative housing finance method which households were granted housing loans after a certain saving period of time. In this study, the risk structure of the CSH system was examined and CSH pricing model has been analyzed by using Turkish capital market data and Vasicek model. In the analysis, Vasicek parameters are estimated by Maximum Likelihood method and Monte Carlo simulation was performed using R programming language. The result indicated that simulated rates are consistent with actual market data and the model can be taken into account in implementing CSH risk management frameworks.
Anahtar Kelime:

Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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APA koc i, AYKAÇ ALP E (2020). KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA. , 310 - 334.
Chicago koc ilker,AYKAÇ ALP ELÇİN KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA. (2020): 310 - 334.
MLA koc ilker,AYKAÇ ALP ELÇİN KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA. , 2020, ss.310 - 334.
AMA koc i,AYKAÇ ALP E KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA. . 2020; 310 - 334.
Vancouver koc i,AYKAÇ ALP E KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA. . 2020; 310 - 334.
IEEE koc i,AYKAÇ ALP E "KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA." , ss.310 - 334, 2020.
ISNAD koc, ilker - AYKAÇ ALP, ELÇİN. "KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA". (2020), 310-334.
APA koc i, AYKAÇ ALP E (2020). KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA. Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi, 19(Özel Ek), 310 - 334.
Chicago koc ilker,AYKAÇ ALP ELÇİN KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA. Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi 19, no.Özel Ek (2020): 310 - 334.
MLA koc ilker,AYKAÇ ALP ELÇİN KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA. Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi, vol.19, no.Özel Ek, 2020, ss.310 - 334.
AMA koc i,AYKAÇ ALP E KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA. Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi. 2020; 19(Özel Ek): 310 - 334.
Vancouver koc i,AYKAÇ ALP E KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA. Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi. 2020; 19(Özel Ek): 310 - 334.
IEEE koc i,AYKAÇ ALP E "KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA." Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi, 19, ss.310 - 334, 2020.
ISNAD koc, ilker - AYKAÇ ALP, ELÇİN. "KONUT FİNANSMANINDA YAPI TASARRUFU YÖNTEMİ,RİSK MODELLERİ VE VASİCEK KISA VADELİ FAİZORANI MODELİ İLE AMPİRİK BİR UYGULAMA". Istanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi 19/Özel Ek (2020), 310-334.
Sayfa Oluşturulma Tarihi
23-04-2024 17:25

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