Kırgızistan’da Ticari Bankaların Maliyet Etkinliğini Etkileyen Faktörler

Year 2019, Issue: 112, 31 - 56, 29.10.2019

Dastan Aseinov

https://doi.org/10.33203/mfy.479424

Abstract

Ticari
bankaların etkinliği hem onların sahipleri ve yöneticileri, hem de düzenleyici
ve denetleyici otoriteler için önemli sorunlardandır. Bu çalışmanın amacı,
Kırgız bankalarının maliyet etkinliliğini etkileyen faktörleri araştırmaktır.
2000-2013 dönemi ve 17-23 ticari bankaları kapsayan dengesiz panel veri seti
kullanarak Battese ve Coelli'nin (1995) önerdiği stokastik maliyet sınır modeli
tahmin edilmiştir. Elde edilen sonuçlar bankacılık maliyet etkinliliğini daha
çok ölçüde kapitalizasyonun, yabancı mülkiyetin, kredi riskinin, likidite
riskinin ve kur riskinin etkilediğini göstermektedir. Maliyet etkinliğindeki değişimler, bankaların risk
alma davranışlarının düzenleyici ve gözetim otoritelerince izlenmesinde bir
gösterge olarak kullanılabilir. 

Keywords

bankacılık, stokastik sınır analizi, geçiş ekonomileri, maliyet etkinliği;

Factors Affecting Cost Efficiency of Commercial Banks in Kyrgyzstan

Abstract

Efficiency of commercial banks is among important
challenges not only for their shareholders and managers, but also for
regulation and supervision authorities. The aim of this study is to examine
factors affecting the banking cost efficiency for Kyrgyz banks. We estimate
stochastic cost frontier model proposed by Battese ve Coelli (1995) using
unbalanced panel data set captured 17-23 Kyrgyz commercial banks for period of
2000-2013. Obtained results suggest that capitalization, foreign ownership,
credit risk, liquidity risk and currency risk have most influence on banking
cost efficiency. Cost efficiency scores can be used as an indicator for
monitoring of risk-taking behavior of commercial banks by regulatory and
supervisory authorities.

Keywords

banking, stochastic frontier analysis, transition economies, cost efficiency;

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