AI Summary & Key Takeaways
AI InsightIn model 2, A statistically significant and positive relationship was observed between capital adequacy ratio and net interest margin and return on assets while a statistically significant and negative relationship was observed between capital adequacy ratio and financial leverage and return on equity.
📌 3 Key Takeaways
Abstract
In the study, it is aimed to determine the micro factors that affect the financial fragility of the commercial banks which are continuously operating in the Turkish banking sector during 2002-2015 period. Financial fragility is represented by the non performing loan ratio and capital adequacy ratio while the micro factors are represented by return on assets, return on equity, liquid ratio, bank size, financial leverage and net interest margin. Two different models were composed to determine the factors affecting financial fragility. These models were analyzed by panel data method. At the end of the analysis, In model 1, A statistically significant and negative relationship was observed between bank size and non performing loan ratio while a statistically significant and positive relationship was observed between liquid ratio and non performing loan ratio. In model 2, A statistically significant and positive relationship was observed between capital adequacy ratio and net interest margin and return on assets while a statistically significant and negative relationship was observed between capital adequacy ratio and financial leverage and return on equity.
Özet
Çalışmada, Türkiye bankacılık sektöründe 2002-2015 döneminde devamlı olarak faaliyet gösteren ticaret bankalarının finansal kırılganlıklarına etki eden mikro faktörlerin ortaya çıkarılması amaçlanmıştır. Finansal kırılganlık, takipteki kredi oranı ve sermaye yeterlilik rasyosu ile temsil edilirken; mikro faktörler ise aktif karlılık oranı, özsermaye karlılığı, likidite oranı, banka büyüklüğü, finansal kaldıraç ve net faiz marjı ile temsil edilmiştir. Finansal kırılganlığa etki eden faktörlerin tespit edilebilmesi için iki ayrı model oluşturulmuştur. Bu modeller panel veri yöntemi ile analiz edilmiştir. Analiz neticesinde, model 1’de takipteki kredi oranı ile banka büyüklüğü arasında anlamlı ve negatif ilişki tespit edilirken; likidite oranı ile anlamlı ve pozitif ilişki tespit edilmiştir. Model 2’de ise sermaye yeterlilik oranı ile net faiz marjı ve aktif karlılık oranı arasında anlamlı ve pozitif ilişki belirlenirken; finansal kaldıraç ve özsermaye karlılığı ile anlamlı ve negatif ilişki belirlenmiştir.