İSTENMEYEN ÇIKTI ALTINDA ETKİNLİK ANALİZİ: TÜRK BANKACILIK SEKTÖRÜ ÜZERİNE BİR ANALİZ

Year 2020, Volume: 23 Issue: 43, 199 - 228, 30.06.2020

Ramazan Ekinci

https://doi.org/10.31795/baunsobed.691806

Abstract

Bu çalışmanın amacı istenmeyen çıktı olarak değerlendirilen takipteki kredilerin (NPLs) bankaların etkinlik düzeyi üzerindeki etkisini analiz etmektir. Çalışmada her bir bankaya ait riske-uyarlanmış etkinlik skorları yönlü uzaklık fonksiyonları kullanılarak yeni bir yaklaşımla hesaplanmaktadır. Böylece istenmeyen çıktının bankanın etkinlik skorları üzerindeki etkisi içsel olarak belirlenmektedir. Ayrıca duyarlılık analizleri çerçevesinde Simar-Wilson kesikli bootstrap regresyon modeli kullanılarak takipteki kredilerin banka etkinlik skorları üzerindeki etkisi dışsal olarak test edilmektedir. Çalışmanın örneklemi 2011-2018 dönemi ve Türk bankacılık sektöründe faaliyet gösteren 21 mevduat bankasından oluşmaktadır. Elde edilen bulgular, takipteki kredilerin dahil edildiği riske-uyarlanmış etkinlik skorlarının geleneksel etkinlik skorlarından daha düşük olduğunu göstermektedir. Bu sonuç istenmeyen çıktının bankaların etkinlik skorları üzerinde negatif etkisinin olduğu anlamına gelmektedir. Tahmin edilen kesikli regresyon modeli sonuçları da ulaşılan sonuçları desteklemektedir.

Keywords

Etkinlik, Takipteki Krediler, Yönlü Uzaklık Fonksiyonları, Veri Zarflama Analizi

Analyzing Efficiency with Undesirable Output: An Analysis on the Turkish Banking Sector

Abstract

The aim of this study
is to analyze the effect of non-performing loans (NPLs), which are considered
as undesirable outputs, on banks' efficiency
level. In the study, risk-adjusted efficiency scores of each bank are estimated
with a new approach by using directional distance functions. Thus, the effect
of undesirable output on the bank's
efficiency scores is determined internally. Furthermore, within the framework
of sensitivity analysis, the effect of non-performing loans on bank efficiency
scores is externally tested by using the Simar-Wilson truncated bootstrap
regression model. The sample of the study consists of the period of 2011-2018
and 21 deposit banks operating in the Turkish banking sector. The findings show
that risk-adjusted efficiency scores, including non-performing loans, are lower
than traditional efficiency scores. This result means that undesirable output has a negative
effect on banks' efficiency scores. The truncated regression results also
support the results obtained.

Keywords

Efficiency, Non-Performing Loans, Directional Distance Function, Data Envelopment Analysis

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