Avrupa Birliği Bankacılık Endüstrisinde Maliyet Etkinliği ve Belirleyenleri: Stokastik Sınır Analizi

Year 2018, Volume: 13 Issue: 51, 256 - 266, 31.07.2018

Ramazan Ekinci

Abstract

Bu çalışmada 2006 – 2014 dönemleri arasında 26
Avrupa Birliği (AB) ülkesinde faaliyet gösteren 156 ticari bankanın maliyet
etkinliği ve belirleyenleri incelenmektedir. Maliyet etkinsizliğine yol açan firma içi ve firma dışı faktörlerin analizinde
Battese ve Coelli (1995) modelinden yararlanılmaktadır. Elde edilen
bulgulara göre, maliyet etkinliğinin,
küresel kriz ve özellikle 2010 sonrasında başlayan Avrupa borç krizi dönemleri
ile birlikte azaldığı görülmektedir. Özsermaye rasyosu, maliyet – gelir
oranı, sermaye düzenleme rasyosu (tier 1), net faiz marjı ve kriz kuklası ile
maliyet etkinsizliği arasında pozitif bir ilişki bulunurken; likidite riski,
kredi riski, aktif büyüklüğü, özsermaye karlılığı, aracılık oranı katsayısı,
yoğunlaşma oranı ve ekonomik büyüme değişkenleri ile maliyet etkinsizliği
arasında negatif bir ilişki tespit edilmiştir.

Keywords

AB, Etk, SFA

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