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Journals / Muhasebe Bilim Dünyası Dergisi / 2021 / Cilt: 23 - Sayı: 3

IMPACT OF FINANCIAL RISKS ON BANK PROFITABILITY: AN APPLICATION ON BIST BANK INDEX

FİNANSAL RİSKLERİN BANKA KARLILIĞI ÜZERİNE ETKİSİ: BIST BANKA ENDEKSİ ÜZERİNE BİR UYGULAMA

Ahmet Oğuz AKGÜNEŞ
Pages
556–576
Publication Date
2022-10-19
DOI
—
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

According to the analysis results, it was concluded that inflation and liquidity risk increased the profitability of the banks, but market capitalization and credit risk did not have a statistically significant effect.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this study, the relationship of banks profitability with financial risk and macroeconomic variables is analyzed.
📊
Key Findings & Data:The dataset used in this study belong to the 2008-2019 period.
💡
Conclusion & Impact:According to the analysis results, it was concluded that inflation and liquidity risk increased the profitability of the banks, but market capitalization and credit risk did not have a statistically significant effect.
🔬Design:Research Article
📍Scope:2008-2019 Verileri
⚙️Variables:Banka Karlılığı · Finansal Risk · Kredi Riski

Abstract

In this study, the relationship of banks profitability with financial risk and macroeconomic variables is analyzed. The dataset used in this study belong to the 2008-2019 period. In the study, a separate panel regression equation (FMOLS-DOLS) was established for each variable which is a dependent variable as ROA, ROE, and ROS. According to the analysis results, it was concluded that inflation and liquidity risk increased the profitability of the banks, but market capitalization and credit risk did not have a statistically significant effect.

Özet

Bu çalışmada BIST Banka endeksinde bulunan bankaların karlılıklarının finansal risk ve makroekonomik değişkenler ile olan ilişkisi analiz edilmiştir. Çalışmada 2008-2019 dönemine ait veri seti kullanılmıştır. Çalışmada bağımlı değişkenler aktif karlılığı, öz kaynak karlılığı ve net faiz marjı olup her bir değişken için ayrı panel regresyon denklemi (FMOLS-DOLS) kurulmuştur. Yapılan analizler sonucu elde edilen bulgulara göre enflasyon ve likidite riskinin banka karlılığını arttırdığı ancak piyasa kapitilizasyonu ve kredi riskinin ise istatistiksel olarak anlamlı bir etkisinin olmadığı sonucuna ulaşılmıştır.

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Cite This Article

AKGÜNEŞ, A. O. (2022). IMPACT OF FINANCIAL RISKS ON BANK PROFITABILITY: AN APPLICATION ON BIST BANK INDEX. Muhasebe Bilim Dünyası Dergisi, Cilt: 23 - Sayı: 3, 556–576. https://ajindex.com/articles/582064

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