Determining the Factors Affecting Capital Adequacy with the Help of Panel Regression: Deposit Banks Example

Year 2021, Volume: 5 Issue: 9, 289 - 303, 30.12.2021

Ayşegül Ertuğrul Ayrancı

Abstract

The main service and field of activity of the banking sector is the intermediary function of resources. With financial globalization, the financial system and financial products have diversified, and with the globalization of technology, structural changes have emerged in the banking sector. The diversification of financial products has led to a differentiation in their risks.In the risk and profitability management of banks, it is of great importance that their capital structures are at a level to meet the risks. The strength and adequacy of the banks' capital structures are the most important conditions for the safe functioning of the banking system. The more effectively and efficiently the capital adequacy ratio is used, the more efficient the banks become. The aim of this study is to determine the factors affecting capital adequacy with the help of panel regression analysis for the Turkish banking sector public and private capital deposit banks for the annual data for the period of 2010-2020. As a result of panel regression analysis; return on assets, liquidity adequacy ratio, deposit level and legal equity / risk weighted items total ratios positively affect the capital adequacy ratio, while the non-performing loans (gross) / total cash loans ratio negatively affect statistically. The most effective variables positively on capital adequacy were obtained as return on assets and liquidity adequacy ratio.

Keywords

Capital adequacy, Deposit banks, Panel regression analysis

Sermaye Yeterliliğini Etkileyen Faktörlerin Panel Regresyon Yardımıyla Belirlenmesi: Mevduat Bankaları Örneği

Abstract

Bankacılık sektörünün temel hizmet ve faaliyet konusu kaynaklara aracılık yapma fonksiyonudur. Finansal küreselleşmeyle birlikte finansal system ve finansal ürünler çeşitlenmiş ve teknolojinin küreselleşmesiyle de birlikte bankacılık sektöründe yapısal değişiklikler ortaya çıkmıştır. Finansal ürünlerin çeşitlenmesi risklerinde farklılaşmasına neden olmuştur. Bankaların risk ve karlılık yönetiminde, sermaye yapılarının riskleri karşılayacak düzeyde olması büyük önem taşımaktadır. Bankaların sermaye yapılarının gücü ve yeterliliği bankacılık sisteminin güvenli bir şekilde işlemesinin en önemli koşıludur. Sermaye yeterliliği oranı ne kadaer etkili ve verimli bir şekilde kullanılırsa o derecede bankaların etkinliği de artmaktadır. Bu çalışmanın amacı, 2010-2020 dönemi yıllık veriler için, Türk bankacılık sektörü kamu ve özel sermayeli mevduat bankalarına yönelik, panel regersyon analizi yardımıyla sermaye yeterliliğini etkileyen faktörlerin belirlenmesidir. Panel regresyon analizi sonucunda; aktif karlılığı, likidite yeterlilik oranı, mevduat düzeyi ve yasal özkaynak / risk ağırlıklı kalemler toplamı oranlarının sermaye yeterliliği rasyosunu pozitif yönde, takipteki alacaklar (brüt) / toplam nakdi krediler oranının negatif yönde istatistik anlamlı etkilediği belirlenmiştir. Sermaye yeterliliği üzerinde olumlu yönde en etkili değişkenler aktif karlılığı ve likidite yeterlilik oranı olarak elde edilmiştir.

Keywords

Sermaye yeterliliği, Mevduat bankaları, Panel regresyon analizi

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