Bankalarda Likidite Stres Testi ve Türk Bankacılık Sektörü için Bir Uygulama Önerisi

2013-5-1
Delikanlı, İhsan Uğur
Kutlukaya, Mahmut
Uslu Kutlukaya, Esra
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The importance of liquidity risk for financial institutions has been better conceived after the global financial crisis. Therefore, in this paper a liquidity stress testing framework is proposed that could enhance the disclosure of financial institutions. First of all, a literature review related to liquidity risk and liquidity stress testing is given. In the following section, the regulatory framework in Turkey and Basel standards for liquidity risk are covered and the need for a liquidity risk stress testing framework is explained. Moreover, the similarities between the liquidity framework that was established in Turkey before the global financial crisis and the internationally agreed framework following the crisis (Basel-Ill) are highlighted. In the fourth section, a liquidity stress testing framework that could be standardized for financial institutions in Turkey is provided together with results of the application of this approach to Turkish banking sector by using publicly available data. The use of the proposed approach for banks' internal stress testing framework is also elaborated in this study.
Liquidity, Stress Test, Banking
https://hdl.handle.net/11511/51961
İktisat İşletme ve Finans
Department of Economics, Article

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Citation Formats
İ. U. Delikanlı, M. Kutlukaya, and E. Uslu Kutlukaya, “Bankalarda Likidite Stres Testi ve Türk Bankacılık Sektörü için Bir Uygulama Önerisi,” İktisat İşletme ve Finans, pp. 41–66, 2013, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/51961.
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