Determinants of non-core liabilities in the turkish banking system

Demirölmez, Beren
After the 2008 global financial crises, composition of bank liabilities has begun to draw more attention due to its important role in diagnosing financial vulnerability. According to literature, non-core liabilities are amongst the best indicators of financial crises and because of the more frequent data availability, they also provide real time signaling observation. Although there are various studies about non-core liabilities, there is only a very limited number of country specific studies. Therefore, our aim is to analyze determinants of non-core liabilities in Turkey for the period 2003Q1 and 2015Q4 by considering both bank level and macro level variables. This study also aims to show effectiveness of macroprudential policies over non-core liabilities in Turkey. 
Citation Formats
B. Demirölmez, “Determinants of non-core liabilities in the turkish banking system,” M.S. - Master of Science, Middle East Technical University, 2017.