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Journals / Finans Politik ve Ekonomik Yorumlar / 2016 / Sayı: 620

Determinants of the Use Derivatives in Banking: An Analysis with MARS Model

Bankaların Türev Ürün Kullanımını Etkileyen Faktörler: Mars Yöntemi ile Bir İnceleme

Suat OKTAR
Serhat YÜKSEL
Pages
31–46
Publication Date
2016-10-01
DOI
—
🏛️Bibliographic metadata and full text access for this article are provided via DergiPark.
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AI Summary & Key Takeaways

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

In addition to this, we have defined that there is a positive relationship between non-performing loans ratio and derivatives for Turkish banks

📌 3 Key Takeaways

🎯
Objective & Hypothesis:This study aims to define the determinants of the use of derivatives in banking.
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Key Findings & Data:Within this scope, quarterly data for the period between 2003:1 and 2015:3 has been used in this study together with MARS method to achieve this objective.
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Conclusion & Impact:In addition to this, we have defined that there is a positive relationship between non-performing loans ratio and derivatives for Turkish banks
🔬Design:Modeling & Simulation
📍Scope:2003 Verileri
⚙️Variables:Türev Ürünler · Bankaların Türev Ürün Kullanımı · MARS

Abstract

This study aims to define the determinants of the use of derivatives in banking. Within this scope, quarterly data for the period between 2003:1 and 2015:3 has been used in this study together with MARS method to achieve this objective. The re sults of this model are statistically significant. As a result, we have found that the provision that the banks make for doubtful receivables, was negatively related with the use of derivative. In addition to this, we have defined that there is a positive relationship between non-performing loans ratio and derivatives for Turkish banks

Özet

Bu çalışmanın amacı bankaların türev ürün kullanımını etkileyen faktörlerin belirlenmesidir. Bu kapsamda, ilgili çalışmada Türkiye’deki bankalara ait 2003:12015:3 dönem aralığındaki üç aylık veriler kullanılmıştır. Söz konusu amaca MARS yöntemi kullanılarak ulaşılmaya çalışılmıştır. Elde edilen sonuçlar istatistiki anlamda oldukça başarılıdır. Netice itibarıyla, bankaların müşterilerden tahsil edemeyeceğini düşündüğü alacakları için ayırdıkları özel karşılıkların türev ürün kullanımı ile ters yönde bir ilişkiye sahip olduğu sonucuna ulaşılmıştır. Öte yandan, bankaların takipteki kredi oranının artması durumunda daha fazla türev ürün kullanarak söz konusu olumsuz durumu yönetmeye çalıştığı belirlenmiştir

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Cite This Article

OKTAR, S., YÜKSEL, S. (2016). Determinants of the Use Derivatives in Banking: An Analysis with MARS Model. Finans Politik ve Ekonomik Yorumlar, Sayı: 620, 31–46. https://ajindex.com/articles/989180

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