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

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10.3848:iif.2013.326.3632.pdf

Date

2013-5-1

Author

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.

Subject Keywords

Liquidity, Stress Test, Banking

URI

https://hdl.handle.net/11511/51961

Journal

İktisat İşletme ve Finans

DOI

https://doi.org/10.3848/iif.2013.326.3632

Collections

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.