Yıl: 2020 Cilt: 1 Sayı: 114 Sayfa Aralığı: 211 - 240 Metin Dili: Türkçe

Küresel Kriz Ertesinde Türkiye’de Ticari Bankaların Kârlılık Performanslarının Belirleyicileri

Öz:
Çalışmada Türkiye’deki ticari bankaların kârlılık performanslarını bilanço düzeyinde etkileyen faktörlerin belirlenmesi amaçlanmıştır. Bu amaçla Türkiye’de faaliyette bulunan 16 ticari bankanın 2009-2019 periyodunu kapsayan yıllık verileri analiz edilmiştir. Analizde üç farklı model kurularak Panel Genelleştirilmiş Momentler Metodu (GMM) ile bankaların kârlılık performansları incelenmiştir. Analiz sonuçlarına göre, kârlılık göstergelerinin bir önceki dönem değerlerinden ve sermaye yeterlilik rasyosundan olumlu yönde etkilendiği görülmüştür. Likidite rasyosu aktif kârlılığını (ROA) negatif; öz kaynak kârlılığını (ROE) ve net faiz marjını (NIM) ise pozitif yönde etkilemiştir. Ayrıca bankaların sektör payları ROE ve NIM’a negatif yönde etki etmiştir. Donuk alacak oranı üç kârlılık göstergesini de negatif yönde etkilemiştir. Son olarak bağımsız değişkenlerin ROE üzerindeki etkilerinin ROA ve NIM’a yaptıkları etkiden daha güçlü olduğu tespit edilmiştir.
Anahtar Kelime:

Konular:
Sosyal > Sosyal > İşletme Finans
Sosyal > Sosyal > İşletme
Sosyal > Sosyal > İş
Sosyal > Sosyal > İktisat

Determinants of Profitability Performances of Commercial Banks in Turkey after the Global Crisis Period

Öz:
The study aimed to determine the factors which affect the profitability performance of commercial banks in Turkey at the balance sheet level. For this purpose, it analyzed the annual data for the 2009- 2019 period covering the 16 commercial banks operating in Turkey. In the analysis, three different models established and examined the profitability performances of the banks using the Panel Generalized Moments Method (GMM). According to the analysis results, it was seen that the profitability indicators were positively affected by the previous period values and the capital adequacy ratio. While the liquidity ratio affects the return on assets (ROA) negatively, it affects the return on equity (ROE) and net interest margin (NIM) positively. Also, the sector shares of banks negatively affected ROE and NIM. Loans under the follow-up ratio affected all three profitability indicators negatively. Finally, it has been determined that the effects of independent variables on ROE are stronger than their effects on ROA and NIM.
Anahtar Kelime:

Konular:
Sosyal > Sosyal > İşletme Finans
Sosyal > Sosyal > İşletme
Sosyal > Sosyal > İş
Sosyal > Sosyal > İktisat
Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık
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APA SALİHOĞLU E (2020). Küresel Kriz Ertesinde Türkiye’de Ticari Bankaların Kârlılık Performanslarının Belirleyicileri. MALİYE FİNANS YAZILARI, 1(114), 211 - 240.
Chicago SALİHOĞLU Esengül Küresel Kriz Ertesinde Türkiye’de Ticari Bankaların Kârlılık Performanslarının Belirleyicileri. MALİYE FİNANS YAZILARI 1, no.114 (2020): 211 - 240.
MLA SALİHOĞLU Esengül Küresel Kriz Ertesinde Türkiye’de Ticari Bankaların Kârlılık Performanslarının Belirleyicileri. MALİYE FİNANS YAZILARI, vol.1, no.114, 2020, ss.211 - 240.
AMA SALİHOĞLU E Küresel Kriz Ertesinde Türkiye’de Ticari Bankaların Kârlılık Performanslarının Belirleyicileri. MALİYE FİNANS YAZILARI. 2020; 1(114): 211 - 240.
Vancouver SALİHOĞLU E Küresel Kriz Ertesinde Türkiye’de Ticari Bankaların Kârlılık Performanslarının Belirleyicileri. MALİYE FİNANS YAZILARI. 2020; 1(114): 211 - 240.
IEEE SALİHOĞLU E "Küresel Kriz Ertesinde Türkiye’de Ticari Bankaların Kârlılık Performanslarının Belirleyicileri." MALİYE FİNANS YAZILARI, 1, ss.211 - 240, 2020.