Predicting bank failures in Turkey by Discrete Choice Models

Download

io-0000017c-4cbcfc47.pdf

Date

2009

Author

Ercan, Hakan

Metadata

Show full item record

This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Item Usage Stats

135
views

66
downloads

This study investigates the factors that were important in the failure of banks in 1997-2006. The study uses cross-section time series data from 81 banks and employs limited dependent variable models. The major objectives are to examine the determinants of bank failures by explaining the contribution of both microeconomic and macroeconomic factors in the Turkish banking system and to estimate the likelihood of banking failure.

Subject Keywords

Bank failures, Discrete choice model, Turkey

URI

http://www2.feas.metu.edu.tr/metusd/ojs/index.php/metusd/article/view/292
https://hdl.handle.net/11511/93082

Journal

ODTÜ Gelişme Dergisi

Collections

Department of Political Science and Public Administration, Article

Suggestions

OpenMETU
Core

Predicting bank failures in Turkey by Discrete Choice Models Ercan, Hakan (Orta Doğu Teknik Üniversitesi (Ankara, Turkey), 2009) This study investigates the factors that were important in the failure of banks in 1997-2006. The study uses cross-section time series data from 81 banks and employs limited dependent variable models. The major objectives are to examine the determinants of bank failures by explaining the contribution of both microeconomic and macroeconomic factors in the Turkish banking system and to estimate the likelihood of banking failure.
Banking failures in Turkey : an econometric analysis Evirgen, Özgü; Ercan, Hakan; Department of Economics (2007) This study investigates the factors that were important in the failure of 36 banks in 1997-2006. The study uses cross-section time series data from 81 banks and employs limited dependent variable models, a duration model and a dynamic panel data model in the analysis. The major concerns are to examine the determinants of banking failures by explaining the contribution of microeconomic and macroeconomic factors in Turkish banking system, to estimate the likelihood of banking failure and timing of failure, to...
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...
The Effects of bank specific, industry specific and macroeconomic factors on bank profitability in OECD countries between 2000-2009 Maltaş, Zeynep; Ayaydın Hacıömeroğlu, Hande; Department of Business Administration (2013) This thesis analyzes the bank-specific, industry-specific and macroeconomic determinants of bank profitability (ROA) in 31 OECD Countries between 2000 and 2009 using a panel data. Each country‟s banking sector is treated as a single representative bank. Fixed effects model is used in the study. Deposits, capitalization, non-interest income, GDP growth are found to have a positive impact on bank profitability while non-performing loans, operating expenses and financial sector development have negative effect...
Determinants of non-core liabilities in the turkish banking system Demirölmez, Beren; Tunç, Gül İpek; Department of Economics (2017) 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, ou...

Citation Formats

H. Ercan, “Predicting bank failures in Turkey by Discrete Choice Models,” ODTÜ Gelişme Dergisi, vol. 36, no. 3, pp. 95–126, 2009, Accessed: 00, 2021. [Online]. Available: http://www2.feas.metu.edu.tr/metusd/ojs/index.php/metusd/article/view/292.