Performance evaluation of banks and banking groups: Turkey case

Download
index.pdf
2011
Öztorul, Güliz
Show full item record
273
views
132
downloads
Bank performance is one of the vital issues for the healthy functioning of the Turkish economy. This study aims to measure performance levels of the banks in Turkey and to find the factors affecting those levels for the period of 2006-2010. Although the measures evaluating bank performance are ample in amounts we choose two different approaches: Data Envelopment Analysis (DEA) measuring bank efficiency and CAMELS analysis. DEA is carried out in different levels: first for top 14 banks in the economy; then separating the banks as the state banks, the domestic private banks and the foreign private banks. Also long term and short term, and public and non-public assets and liabilities distinctions are made in the analyses. The bank performance measures obtained from DEA and CAMELS analysis are compared and the factors affecting the performances of the Turkish banks are analyzed. The results show that high efficiency levels of the state banks decrease when the public assets and liabilities are excluded. The state banks and domestic private banks have high CAMELS' ratios, while the foreign banks have low ones. Both the bank-specific and macroeconomic factors, like ownership type, publicly trading and ATM net, play important roles in the determination of the efficiency levels of the banks in Turkey.
Banks and banking
http://etd.lib.metu.edu.tr/upload/12613821/index.pdf
https://hdl.handle.net/11511/20842
Graduate School of Social Sciences, Thesis

Suggestions

Analyzing the profit efficiency of the Turkish banking sector after the BRSA restructuring program in 2001: an empirical study using stochastic frontier approach between the years of 2002-2009
Hatunoğlu, Hande; Akbostancı Özkazanç, Elif; Department of Economics (2012)
This thesis analyzes the profit efficiency of the Turkish banking sector after the restructuring program by using Stochastic Frontier Approach. 28 banks are included in the analysis and the data belongs to the period 2002-2009. Profit efficiency scores of 28 banks are estimated by SFA. When the efficiency scores are analyzed according to the ownership status, profit efficiency scores of the state owned banks are found higher than other bank groups. Moreover, according to the asset size, large scale banks’ p...
An Empirical study on fuzzy C-means clustering for Turkish banking system
Altınel, Fatih; Gaygısız Lajunen, Esma; Department of Economics (2012)
Banking sector is very sensitive to macroeconomic and political instabilities and they are prone to crises. Since banks are integrated with almost all of the economic agents and with other banks, these crises affect entire societies. Therefore, classification or rating of banks with respect to their credibility becomes important. In this study we examine different models for classification of banks. Choosing one of those models, fuzzy c-means clustering, banks are grouped into clusters using 48 different ra...
An empirical study on early warning systems for banking sector
Boyraz, Mustafa Fatih; Gaygısız Lajunen, Esma; Department of Economics (2012)
Early Warning Systems (EWSs) for banking sectors are used to measure occurrence risks of banking crises, generally observed with a rundown of bank deposits and widespread failures of financial institutions. In countries with a small number of banks, for example Turkey with 48 banks (BDDK, 2011), every bank may be considered to have a systematic importance since the failure of any individual bank may carry a potential threat to lead to a banking crisis. Taking into account this fact the present study focuses...
Competitiveness of Turkish textiles and clothing industry
Taştepe Bilgi, Zeynep; Yılmaz, Özlem; Department of Business Administration (2013)
Turkish textile and clothing industry is one of the pillar industries of Turkish economy with its contribution to export, GDP and employment. Also, it has linkages with many other industries. As a consequent, developments emerged in the industry eventually affect the overall economy of Turkey. Hence, analysis of the competitiveness of the enterprises operating in the textile and clothing industry of Turkey is very important for a more competitive country. Within this context, the purpose of this study is to...
Influence of networks on systemic risk within banking system of Turkey
Özdemir, Özge; Günel Kılıç, Banu; Department of Information Systems (2015)
Within the Turkish banking system, systemic risk, which is defined as the propagation of a financial collapse occurred in one or more institutions to other institutions as a consequence of interconnectedness, has been examined with network analysis via the capital and liquidity channel of interbank system over the period from January 2009 to October 2014. Financial shocks of individual and multiple bank failures are simulated to measure the fragility and effectiveness of banks and peer groups. Simulation re...
Citation Formats
G. Öztorul, “Performance evaluation of banks and banking groups: Turkey case,” M.S. - Master of Science, Middle East Technical University, 2011.
METU IIS - Integrated Information Service open@metu.edu.tr