Likidite Riski Yönetiminin Türkiye’deki Özel Ticari Bankalarının Kârlılığı Üzerindeki Etkisi: 2010-2021 Dönemi İçin Bir Analiz

Year 2024, Volume: 26 Issue: 1, 19 - 39, 29.06.2024

Nigar Alev

Abstract

Bankaların temel işlevi, kısa vadeli mevduatları uzun vadeli krediye dönüştürmektir. Bu rol, bankaları doğası gereği likidite riskine karşı savunmasız hale getirir. Bu çalışmanın amacı, likidite riskinin Türkiye’de faaliyette bulunan özel sermayeli ticari bankaların karlılığı üzerindeki etkisini incelemektir. Verileri eksiksiz elde edilebilen sekiz özel ticari bankanın 2010-2021 dönemine ilişkin yıllık verileri Türkiye Bankalar Birliği’nin veri tabanından elde edilmiştir. Likidite risk yönetimi değişkenleri ile banka karlılığı arasındaki ilişkinin doğasını belirlemek için tanımlayıcı istatistikler, korelasyonlar ve regresyon analizleri kullanarak elde edilen ikincil verileri değerlendirmek için Stata 17 istatistiksel yazılım programı kullanılmıştır. Korelasyon analizi bulgularına göre, likit varlıkların kısa vadeli yükümlülüklere oranı, likit varlıkların toplam mevduatlara oranı ve toplam kredilerin toplam varlıklara oranı negatif bir korelasyona sahiptir. Buna karşılık, kredinin toplam mevduatlara oranı karlılık ile pozitif ilişkilidir. Regresyon bulgularına göre, likit varlıkların kısa vadeli yükümlülüklere oranı ve kredilerin toplam varlıklara oranı Türkiye’de faaliyette bulunan özel ticari bankaların karlılığı üzerinde istatistiksel olarak anlamlı ve negatif etkilere sahiptir. Buna karşılık, kredilerin toplam mevduatlara oranı bankaların karlılığını olumlu etkilemektedir.

Keywords

Likidite, likidite riski yönetimi, karlılık

THE RELATIONSHIP OF LIQUIDITY RISK MANAGEMENT AND BANK PROFITABILITY: AN EMPIRICAL ANALYSIS FOR PRIVATE COMMERCIAL BANKS IN TURKEY

Abstract

The main function of banks is to convert short-term deposits into long-term loans. This role inherently makes banks vulnerable to liquidity risk. The aim of this study is to examine the effect of liquidity risk on the profitability of privately owned commercial banks operating in Türkiye. The annual data for the period of 2010-2021 of eight private commercial banks, whose data can be obtained completely, ere obtained from the database of the Banks Association of Türkiye. Stata 17 statistical software program was used to evaluate secondary data obtained using descriptive statistics, correlations and regression analyzes to determine the nature of the relationship between liquidity risk management variables and bank profitability. According to the correlation analysis findings, the ratio of liquid assets to short-term liabilities, the ratio of liquid assets to total deposits and the ratio of total loans to total assets have a negative correlation. In contrast, the ratio of loans to total deposits is positively correlated with profitability. According to the regression findings, the ratio of liquid assets to short-term liabilities and the ratio of loans to total assets have statistically significant and negative effects on the profitability of private commercial banks operating in Türkiye. On the other hand, the ratio of loans to total deposits positively affects the profitability of banks.

Keywords

Liquidity, liquidity risk management, profitability

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