Cilt 7 Sayı 5 (2019): Business & Management Studies: An International Journal
Makaleler

GETİRİ EĞRİSİ BANKA KÂRLILIĞINI NASIL ETKİLER? DİNAMİK PANEL VERİ ANALİZİ BULGULARI

Osman TÜZÜN
Arş. Gör. Dr., Uşak Üniversitesi
Ramazan EKİNCİ
Dr. Öğr. Üyesi, İzmir Bakırçay Üniversitesi

Yayınlanmış 2019-12-25

Anahtar Kelimeler

  • Yield curve, Bank Profitability, Net Interest Margin, System GMM
  • Getiri Eğrisi, Banka Kârlılığı, Net Faiz Marjı, Sistem GMM

Nasıl Atıf Yapılır

TÜZÜN, O., & EKİNCİ, R. (2019). GETİRİ EĞRİSİ BANKA KÂRLILIĞINI NASIL ETKİLER? DİNAMİK PANEL VERİ ANALİZİ BULGULARI. Business & Management Studies: An International Journal, 7(5), 2596–2609. https://doi.org/10.15295/bmij.v7i5.1383

Özet

Bu çalışmanın amacı bankaların kârlılığı ile getiri eğrisi arasındaki ilişkiyi incelemektir. Farklı büyüklükteki bankalar üzerinden analizler yapılarak ölçek büyüklüğüne göre bankaların getiri eğrisine verdiği tepkiler araştırılmaktadır. Analiz, Türk bankacılık sektöründe faaliyet gösteren 26 mevduat bankasını ve 2005-2017 dönemine ait yıllık verileri kapsamaktadır. Çalışmada getiri eğrisi Nelson-Siegel yaklaşımı ile tahminlenirken, bankaların kârlılık göstergesini temsilen net faiz marjı değişkeni kullanılmıştır. Ampirik bulgular ise sistem GMM yaklaşımı ile tahmin edilmiştir. Elde edilen bulgular, getiri eğrisinin eğimi ile bankaların kâr marjı arasında pozitif bir ilişkin olduğunu göstermektedir. Buna göre faiz oranlarının vade yapısı ile bankaların kâr marjının aynı yönde hareket ettiği söylenebilir. Küçük ölçekli bankalarda ise net faiz marjı ile getiri eğrisinin eğimi arasında istatistiksel olarak anlamlı bir ilişki bulunmamaktadır.  

İndirmeler

İndirme verileri henüz mevcut değil.

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