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Dergiler / BDDK Bankacılık ve Finansal Piyasalar Dergisi / 2026 / Cilt: 19 Sayı: 1

Karbon Emisyonları ve Makroekonomik Değişkenlerin Bankacılık İstikrarına Etkisi: Türk Bankacılık Sektörü Üzerine Dinamik Panel Veri Analizi

Hakan Kum(NEVŞEHİR HACI BEKTAŞ VELİ ÜNİVERSİTESİ)0000-0002-7880-8355
Sayfa
65–91
Yayın Tarihi
2025-06-24
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⚡ TL;DR(1 Cümlede Hızlı Çıkarım)

CO₂ emisyonlarının NPL üzerinde pozitif, Z-Skor ve ROA üzerinde negatif ve istatistiksel olarak anlamlı etkiler yarattığı tespit edilmiştir.

📌 3 Maddede Bu Makale

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Amaç & Hipotez:Bu çalışma, Türkiye gibi gelişmekte olan piyasalar için politika odaklı öneriler sunarak iklim kaynaklı finansal riskler üzerine gelişen literatüre katkı sağlamaktadır.
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Temel Bulgular & Veri:Ayrıca, panel veri analizi kullanılarak karbon emisyonlarının Türk bankacılık sektörünün istikrarı üzerindeki etkilerini incelemektedir.2005–2023 dönemine ait 20 büyük bankaya ilişkin yıllık veriler kullanılarak sabit etkiler modeli ve Sistem GMM yöntemi uygulanmıştır.
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Sonuç & Katkı:CO₂ emisyonlarının NPL üzerinde pozitif, Z-Skor ve ROA üzerinde negatif ve istatistiksel olarak anlamlı etkiler yarattığı tespit edilmiştir.
🔬Tür:Literatür & Derleme Çalışması
📍Kapsam:2005–2023 Verileri
⚙️Değişkenler:Karbon emisyonları · Bankacılık istikrarı · Dinamik panel veri analizi

Özet

Bu çalışma, Türkiye gibi gelişmekte olan piyasalar için politika odaklı öneriler sunarak iklim kaynaklı finansal riskler üzerine gelişen literatüre katkı sağlamaktadır. Ayrıca, panel veri analizi kullanılarak karbon emisyonlarının Türk bankacılık sektörünün istikrarı üzerindeki etkilerini incelemektedir.2005–2023 dönemine ait 20 büyük bankaya ilişkin yıllık veriler kullanılarak sabit etkiler modeli ve Sistem GMM yöntemi uygulanmıştır. Analizde bankacılık istikrarı, üç temel gösterge ile ölçülmüştür: Takipteki kredi oranı (NPL), finansal istikrar (Z-Skor) ve varlık kârlılığı (ROA). CO₂ emisyonlarının NPL üzerinde pozitif, Z-Skor ve ROA üzerinde negatif ve istatistiksel olarak anlamlı etkiler yarattığı tespit edilmiştir. Ayrıca, GSYİH büyümesi bankacılık istikrarını artırıcı yönde; enflasyon ve döviz kuru oynaklığı ise zayıflatıcı yönde etkide bulunmuştur. Bu sonuçlar, çevresel risklerin bankacılık istikrarı için bağımsız bir kırılganlık kaynağı haline geldiğini göstermektedir. Çalışmanın özgün katkısı, geleneksel makroekonomik belirleyicilerin yanı sıra çevresel faktörleri de dikkate alarak Türkiye örneğinde bankacılık istikrarını bütüncül biçimde analiz etmesidir. Bulgular, bankacılık sisteminin iklim kaynaklı risklere karşı direnç kapasitesinin artırılması yönünde politika yapıcılara öneriler sunmaktadır.

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Bu Makaleye Atıf Yap

Kum, H. (2025). Karbon Emisyonları ve Makroekonomik Değişkenlerin Bankacılık İstikrarına Etkisi: Türk Bankacılık Sektörü Üzerine Dinamik Panel Veri Analizi. BDDK Bankacılık ve Finansal Piyasalar Dergisi, Cilt: 19 Sayı: 1, 65–91. https://doi.org/10.46520/bddkdergisi.1724029

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