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

Download

index.pdf

Date

2012

Author

Hatunoğlu, Hande

Metadata

Show full item record

Item Usage Stats

178
views

77
downloads

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’ profit efficiency scores are found to be higher than the medium and small scale banks.

Subject Keywords

Banks and banking

URI

http://etd.lib.metu.edu.tr/upload/12614009/index.pdf
https://hdl.handle.net/11511/21277

Collections

Graduate School of Social Sciences, Thesis

Suggestions

OpenMETU
Core

A Stress testing framework for the Turkish banking sector: an augmented approach Çakmak, Bahadır; Öcal, Nadir; Department of Economics (2014) This thesis proposes a suite of models, which are a set of independent but complementary models, for conducting a macro stress test of credit risk for the Turkish banking sector. First model links financial stability to macroeconomic stability and estimates the relationship between macroeconomic variables and macrofinancial variables within a VAR framework. Second model employs static and dynamic panel data techniques to regress nonperforming loans to these macroeconomic and macrofinancial variables. With a...
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...
International neoliberal development regime and regional development banks (African Development Bank, Asian Development Bank and Inter-American Development Bank) Hecan, Mehmet; Tayfur, Mehmet Fatih; Department of International Relations (2017) This thesis aims to illuminate regional development banks’ (RDBs) role in global diffusion of neoliberal policies since the early 1980’s. In this regard, it argues that along with the Bretton Woods Institutions (BWIs), the RDBs have also facilitated the spread of neoliberal policies, as these banks have practiced similar conditional/policy-based lending. In order to better explain the complementary roles of BWIs and RDBs within an analytical framework, the thesis employs the international relations (IR) con...
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...
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...

Citation Formats

H. Hatunoğlu, “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,” M.S. - Master of Science, Middle East Technical University, 2012.