Türk Bankacılık Sisteminde Net Faiz Marjı Belirleyicilerinin Tespit Edilmesi: Panel Data Analizi

Year 2019, , 233 - 266, 30.04.2019

Abdulhakim Diko

https://doi.org/10.33203/mfy.474931

Cited By: 2

Abstract

Çalışma, Türk Bankacılık sisteminde net
faiz marjı belirleyicilerinin tespit edilmesini ve bankacılık sektörü
üzerindeki etkilerini araştırmayı amaçlamaktadır. Ekonometrik çalışma, Türkiye’de
2003-2015 yılları arasında sürekli olarak faaliyet gösteren kamu, özel ve yüzde
yüz yabancı sermayeli toplam 23 bankanın çeyrek dönem mali verileri ve  makro ekonomik veriler ile
gerçekleştirilmiştir. Çalışmada panel veri analizi yöntemi kullanılarak
sonuçlar, ekonometrik analizden önce sektör temsilcileri ile yapılan anket
sonuçları ile birlikte değerlendirilmiştir. Sonuçlar göstermektedir ki; 2009
krizinden sonra bankaların net faiz marjları azalmaya başlamış, faiz dışı
gelirler ile oparasyonel maliyetlerin banka karlılığı üzerindeki etkisi
artmıştır. 

Keywords

Turkish Banking Industry, Net Interest Margin, Panel Data Analysis, Dealership Model

Determinants of Net Interest Margins in Turkish Banking System: A Panel Data Analysis

Abstract

This study aims to investigate the
determinants of net interest margin within the Turkish banking system and to
determine their effects on the banking sector.The econometric study has been
carried out with macroeconomic data and quarterly financial data of 23 banks
with state-owned, privately-owned and foreign banks that are operating between
2003 and 2015. Panel data analysis was used and results were evaluated together
with the survey conducted before the study. The results show that the net
interest margins of banks started to decrease especially after the crisis of
2009 and the effect of non-interest income and operational costs on bank
profitability has increased. 

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