TÜRK MEVDUAT BANKALARININ SERMAYE YAPISINI ETKİLEYEN FAKTÖRLER

Year 2019, Volume: 21 Issue: 1, 155 - 170, 28.03.2019

Yüksel Aydın

https://doi.org/10.31460/mbdd.456370

Cited By: 3

Abstract

Bu
çalışmada 2006:Ç1-2016:Ç3 dönemi için Türk bankacılık sektöründe faaliyette
bulunan 22 mevduat bankasının sermaye yapısını etkileyen faktörlerin
araştırılması amaçlanmıştır. Sabit etkili panel veri tahmin sonuçlarına göre
banka büyüklüğü, aktif getiri oranı, kredi riski, likidite riski ve mevduat
düzeyi gibi bankalara özgü değişkenler bankaların sermaye yeterlilik oranı
üzerinde etkili olan faktörlerdir. Daha açık bir ifadeyle, bankaların sermaye
yeterlilik oranı aktif karlılığı ve takipteki kredilerle pozitif yönde ilişkili
iken banka büyüklüğü, likidite riski ve mevduat düzeyi ile negatif yönde
ilişkilidir. 

Keywords

Sermaye Yeterlilik Oranı, Türk Bankacılık Sektörü, Mevduat Bankaları

References

• Ahmad, R., Ariff, M., & Skully, M. J. (2008). “The determinants of bank capital ratios in a developing economy”, Asia-Pacific financial markets, 15(3-4), 255-272.
• Akhmedjonov, A., & Balci Izgi, B. (2015). “If bank capital matters, then how? The effect of bank capital on profitability of Turkish banks during the recent financial crisis”, Macroeconomics and Finance in Emerging Market Economies, 8(1-2), 160-166.
• Aktaş, R., Açıkalın, S., Bakın, B. ve Çelik, O. (2015). “The Determinants of Banks’ Capital Adequacy Ratio: Some Evidence From South Eastern European Countries”, Journal of Economics and Behavioral Studies, 7 (1), 79-88.
• Amidu, M. (2007). “Determinants of Capital Structure of Banks in Ghana: an Empirical Approach”, Baltic Journal of Management, 2(1), 67-79.Angbazo, L. (1997). “Commercial Bank Net İnterest Margins, Default Risk, İnterest-Rate Risk, and Off-balance sheet banking”, Journal of Banking & Finance, 21(1), 55-87.
• Asarkaya, Y., & Özcan, S. (2007). “Determinants of capital structure in financial institutions: The case of Turkey”, Journal of BRSA Banking and Financial Markets, 1(1), 91-109.
• Baltaci, N., & Ayaydin, H. (2014). “Firm, country and macroeconomic determinants of capital structure: Evidence from Turkish banking sector”, Emerging markets journal, 3(3), 47-58.
• Bateni, L., Vakilifard, H., & Asghari, F. (2014). “The Influential Factors on Capital Adequacy Ratio in Iranian Banks”, International Journal of Economics and Finance, 6(11), 108-116.
• Belke, M., & Unal, E. A. (2017). “Determinants of Bank Profitability: Evidence From Listed and Non-Listed Banks in Turkey”, Journal of Economics Finance and Accounting, 4(4), 404-416.
• Bitar, M., Pukthuanthong, K., & Walker, T. (2018). “The effect of capital ratios on the risk, efficiency and profitability of banks: Evidence from OECD countries”, Journal of International Financial Markets, Institutions and Money, 53, 227-262.
• Breusch, T. S., & Pagan, A. R. (1980). “The Lagrange multiplier test and its applications to model specification in econometrics”, The Review of Economic Studies, 47(1), 239-253.
• Caglayan, E., & Sak, N. (2010). “The Determinants of Capital Structure: Evidence from the Turkish Banks”, Journal of Money, Investment and Banking, 15, 57-65.
• Demir, Y., & Çakır, H.M. (2015). “Finansal İstikrar ve Türkiye'de Bankacılık Düzenlemeleri”, Balıkesir University The Journal of Social Sciences Institute, 18(33), 33-53.
• Demirhan, D. (2010). “Türkiye’deki Mevduat Bankalarının Finansal Yapıya İlişkin Kararlarının Karlılık Üzerine Etkileri”, Muhasebe ve Finansman Dergisi, (45), 157-168.
• Dreca, N. (2013), “Determinants of Capital Adequacy Ratio In Selected Bosnian Banks”, Dumlupınar University Journal of Social Sciences Special Issue of XIV. International Symposium on Econometrics, Operations Research and Statistics, 149-162.
• Hausman, J. (1978). “Specification Tests in Econometrics”, Econometrica, 46, 1251-1271. Hazar, A., Babuşcu, Ş., Tekindal, M.A., & Köksal, M.O. (2017). “Bankacılık Sektöründe Sermaye Yeterliliği Rasyosunu Belirleyen Risklerin Analizi”, Uluslararası İktisadi ve İdari İncelemeler Dergisi, (20), 135-150.
• Isik, O. (2017). “Internal Determinants of Profitability of State, Private and Foreign Owned Commercial Banks Operating in Turkey”, Journal of Economics, Finance and Accounting, 4(3), 342-353.
• Isik, O., & Bolat, S. (2016). “Determinants of Non-Performing Loans of Deposit Banks in Turkey”, Journal of Business, Economics and Finance, 5(4), 341-350.
• Isik, O., Kosaroglu, S. M., & Demirci, A. (2018). “The Impact of Size and Growth Decisions on Turkish Banks’ Profitability”, International Journal of Economics and Financial Issues, 8(1), 21-29.
• Işık, Ö. & Yalman, İ. N. (2017).“ Türkiye'de bankaların sermaye yapısının belirleyicilerinin ampirik analizi”, 2nd International Scientific Researches Congress on Humanities and Social Sciences, İstanbul, Turkey.
• Işık, Ö., Yalman, İ.N., & Koşaroğlu, Ş.M. (2017). “Türkiye’de Mevduat Bankalarının Kârlılığını Etkileyen Faktörler”, İşletme Araştırmaları Dergisi, 9(1), 362-380.
• Jiang, H., & Zhang, J. (2017). “Bank Capital Buffer, Franchise Value, and Risk Heterogeneity in China”, Research in International Business and Finance, 42, 1455-1466.
• Jouida, S. (2018). “Bank capital structure, capital requirements and SRISK across bank ownership types and financial crisis: panel VAR approach”, Review of Quantitative Finance and Accounting, 1-31.
• Kleff, V., & Weber, M. (2008). “How do banks determine capital? Evidence from Germany”, German Economic Review, 9(3), 354-372.Koç, Y.D., & Karahan, F. (2017). “Türk Bankacılık Sektöründe Finansal Sağlamlığın Belirleyicileri”, International Journal of Academic Value Studies (Javstudies), 3(15), 148-153.
• Myers, S. C., & Majluf, N. S. (1984). “Corporate financing and investment decisions when firms have information that investors do not have”, Journal of financial economics, 13(2), 187-221.
• Nachane, D.M. (2006). Econometrics: Theoretical foundations and empirical perspectives. New Delhi: Oxford University Press.Okuyan, H. A. (2013). “Türk Bankacılık Sektöründe Sermaye Yapısı”, Ege Akademik Bakış Dergisi, 13(3), 295-302.
• Ozili, P. K. (2017). “Bank profitability and capital regulation: Evidence from listed and non-listed banks in Africa”, Journal of African Business, 18(2), 143-168.
• Pesaran, H. (2007). “A Simple Panel Unit Root Test İn The Presence Of Cross Section Dependence” Journal of Applied Econometrics, 22 (2), 265-312.
• Rahman, M. M., Zheng, C., Ashraf, B. N., & Rahman, M. M. (2018). “Capital requirements, the cost of financial intermediation and bank risk-taking: Empirical evidence from Bangladesh”, Research in International Business and Finance, 44, 488-503.
• Reis, G. & Kötüoğlu, R. (2016). “Türk Bankacılık Sektörünün Sermaye Yeterliliği Davranışı”, Yönetim ve Ekonomi Araştırmaları Dergisi, 14(3), 101-110.
• Romdhane, M. (2012). “The Determinants of Banks’ Capital Ratio in Developing Countries: Empirical Evidence from Tunisia”, Research Journal of Finance and Accounting, 3(1), 35-46.
• Shahchera, M. (2013). “The Determinants of Banks’ Capital Structure: The case of Iran”, Journal of Money and Economy, 8(1), 141-167.
• Shim, J. (2013). “Bank Capital Buffer and Portfolio Risk: The İnfluence of Business Cycle and Revenue Diversification”, Journal of Banking & Finance, 37(3), 761-772.
• Swai, T. A., Lwiza, D. V., & Ndanshau, M. O. (2016). “Determinants of Bank Capital Structure–Does Bank Ownership Matter? Evidence From Tanzania”, Business Management Review, 19(1), 34-45.
• Tatoğlu, F.Y. (2016). Panel Veri Ekonometrisi: Stata Uygulamalı, 3. Baski, Beta Yayıncılık, İstanbul.
• Tatoğlu, F.Y. (2017). Panel Zaman Serileri Analizi, 1. Baski, Beta Yayıncılık, İstanbul.Us, V. (2015). "Banking Sector Performance in Turkey before and after the Global Crisis", İktisat İşletme ve Finans, 30(353):45-74.
• Wooldridge, J. (2015). Introductory Econometrics: A Modern Approach. Ontario: Nelson Education.Zahid, S. M., Anwar, M., Aqdas, I., & Goraya, M. U. (2015). “Capital Adequacy Behavior: Empirical Evidence from Banking Sector of Pakistan”, International Journal of Economics and Finance, 7(9), 96-104.
• Zheng, C., Rahman, M. M., Begum, M., & Ashraf, B. N. (2017). “Capital regulation, the Cost of Financial İntermediation and Bank Profitability: Evidence from Bangladesh. Journal of Risk and Financial Management, 10(9), 1-24.