Döviz Kuru Oynaklığının Türkiye’deki Ticari Bankaların Performansı Üzerine Etkisi

Year 2019, Volume: 23 Issue: 2, 163 - 185, 30.12.2019

Nigar Alev , Ömer Özçiçek

Abstract

Özellikle
gelişmekte olan ülkelerde bankalar yurt dışından borçlanmakta ve bunu yurtiçine
kredi olarak vermektedirler. Bu nedenle bankaların bilançolarında yabancı para
cinsinden varlık ve yükümlülükler de olabilmektedir. Bu durum döviz kuru
riskini de beraberinde getirmektedir. Bu çalışmanın amacı, 2003q1-2018q3 dönemi
için, Türkiye Bankacılık Sisteminde faaliyette bulunan mevduat bankalarının karlılığı
üzerinde döviz kuru ve döviz kuru oynaklığının etkisini araştırmaktır.
Çalışmada, analiz yöntemi olarak Arellano (1987), Froot (1989) ve Rogers (1993)
ile Driscoll
ve Kraay (1998) tarafından geliştirilen tahminciler kullanılmıştır. Analizlerden, reel
döviz kurunun bankaların net faiz marjı, ortalama aktif karlılığı ve ortalama
özkaynak karlılığı üzerinde pozitif ve istatistiki açıdan anlamlı etkide
bulunduğu sonucuna ulaşılmıştır. Sonuçlar ayrıca, döviz kuru oynaklığının
ortalama özkaynak ve aktif karlılığı üzerinde etkide bulunmadığını, net faiz
marjı üzerinde ise pozitif bir etkide bulunduğunu ortaya koymuştur. 

Keywords

Mevduat Bankaları, ROA, ROE, Döviz Kuru Oynaklığı

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