MANAGEMENT OF LIQUIDITY AND LIQUIDITY RISK IN COMMERCIAL BANK: AN APPLICATION ON THE TURKISH BANKING SECTOR

Adnan Güzel

Makale detayları

MANAGEMENT OF LIQUIDITY AND LIQUIDITY RISK IN COMMERCIAL BANK: AN APPLICATION ON THE TURKISH BANKING SECTOR

Yazarlar:

Adnan Güzel

Yayıncı:

Kirsehir Ahi Evran University

Ana Başlıklar:

İşletme

Dergi:

Ahi Evran Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi Vol.7 Issue 1, pp.109-135

Belge Tipi:

Makale

Yayın Tarihi:

6/2023

Belge Dili:

Türkçe

Document ID (Org No.):

2001295024

pISSN:

2618-6217

Anahtar kelimeler:

Özet:

 Banks have to manage many risks such as market risk, credit risk, liquidity risk in the complex structure of growing global markets. Banking and risk cannot be separated from each other. There are many studies on risk and risk management in banking. However, there are not many studies on liquidity risk, which is one of the most important risks. Liquidity refers to the liquidity or short-term cashable resources of banks to meet their liabilities at a certain time, while liquidity risk refers to the ability to fulfill their future liabilities. The banks asset structure demonstrates its solvency, the ability to convert these assets into cash without significant losses in the short term and the ability to meet liabilities indicate its liquidity power. In the study, the determinants of liquidity risk of the 15 largest commercial banks were investigated. According to the results of panel data analysis; return on equity, total assets, deposit rate, FX position, inflation and economic growth variables are positive; While loan rate, credit risk, financial asset rate, fixed asset rate, CBRT overnight interest rate, exchange rate were negative, net interest margin, equity structure and TL deposit interest rate were not significant.

 Banks have to manage many risks such as market risk, credit risk, liquidity risk in the complex structure of growing global markets. Banking and risk cannot be separated from each other. There are many studies on risk and risk management in banking. However, there are not many studies on liquidity risk, which is one of the most important risks. Liquidity refers to the liquidity or short-term cashable resources of banks to meet their liabilities at a certain time, while liquidity risk refers to the ability to fulfill their future liabilities. The banks asset structure demonstrates its solvency, the ability to convert these assets into cash without significant losses in the short term and the ability to meet liabilities indicate its liquidity power. In the study, the determinants of liquidity risk of the 15 largest commercial banks were investigated. According to the results of panel data analysis; return on equity, total assets, deposit rate, FX position, inflation and economic growth variables are positive; While loan rate, credit risk, financial asset rate, fixed asset rate, CBRT overnight interest rate, exchange rate were negative, net interest margin, equity structure and TL deposit interest rate were not significant.

 Banks have to manage many risks such as market risk, credit risk, liquidity risk in the complex structure of growing global markets. Banking and risk cannot be separated from each other. There are many studies on risk and risk management in banking. However, there are not many studies on liquidity risk, which is one of the most important risks. Liquidity refers to the liquidity or short-term cashable resources of banks to meet their liabilities at a certain time, while liquidity risk refers to the ability to fulfill their future liabilities. The banks asset structure demonstrates its solvency, the ability to convert these assets into cash without significant losses in the short term and the ability to meet liabilities indicate its liquidity power. In the study, the determinants of liquidity risk of the 15 largest commercial banks were investigated. According to the results of panel data analysis; return on equity, total assets, deposit rate, FX position, inflation and economic growth variables are positive; While loan rate, credit risk, financial asset rate, fixed asset rate, CBRT overnight interest rate, exchange rate were negative, net interest margin, equity structure and TL deposit interest rate were not significant.

 Bankalar büyüyen küresel piyasalardaki karmaşık yapı içinde piyasa riski, kredi riski, likidite riski gibi birçok riski yönetmek zorundadır. Bankacılık ile risk birbirinden ayrı düşünülemez. Bankacılıkta risk ve risk yönetimi üzerine çok sayıda çalışma bulunmaktadır. Ancak, en önemli risklerden biri olan, likidite riski üzerinde fazla çalışma bulunmamaktadır. Likidite, bankaların belirli bir zamanda yükümlülüklerini karşılamak amacıyla bulundurulan likit veya kısa vadede nakde dönüştürülebilecek kaynaklarını; likidite riski ise gelecekteki yükümlülüklerini yerine getirebilme yetkinliğini ifade etmektedir. Bankanın aktif yapısı borç ödeme gücünü, bu varlıkların kısa vadede önemli kayıplar gerçekleşmeksizin nakde dönüştürülebilmesi ve yükümlülüklerin karşılanabilmesi yeteneği likidite gücünü göstermektedir. Çalışmada, en büyük 15 ticari bankanın likidite riskinin belirleyicileri araştırılmıştır. Panel veri analizi sonuçlarına göre; özkaynak kârlılığı, toplam varlıklar, mevduat oranı, YP pozisyonu, enflasyon ve ekonomik büyüme değişkenleri pozitif; kredi oranı, kredi riski, finansal varlık oranı, duran varlık oranı, TCMB gecelik faiz oranı, döviz kuru negatif değerler alırken, net faiz marjı, özkaynak yapısı ve TL mevduat faiz oranı anlamlı çıkmamıştır.

Makale detayları

MANAGEMENT OF LIQUIDITY AND LIQUIDITY RISK IN COMMERCIAL BANK: AN APPLICATION ON THE TURKISH BANKING SECTOR

Yazarlar:

Adnan Güzel

Yayıncı:

Kirsehir Ahi Evran University

Ana Başlıklar:

İşletme

Dergi:

Ahi Evran Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi Vol.7 Issue 1, pp.109-135

Belge Tipi:

Makale

Yayın Tarihi:

6/2023

Belge Dili:

Türkçe

Document ID (Org No.):

2001295024

pISSN:

2618-6217

Banking

Risk Management

Liquidity

Liquidity Risk ManagementBankacılık

Risk Yönetimi

Likidite

Likidite Riski Yönetimi

Sayı

Makale detayları

Yazarlar: Adnan Güzel

Yayıncı: Kirsehir Ahi Evran University

Ana Başlıklar: İşletme

Dergi: Ahi Evran Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi Vol.7 Issue 1, pp.109-135

Belge Tipi: Makale

Yayın Tarihi: 6/2023

Belge Dili: Türkçe

Document ID (Org No.): 2001295024

pISSN: 2618-6217

Sayı

Yazarlar:

Adnan Güzel

Yayıncı:

Kirsehir Ahi Evran University

Ana Başlıklar:

İşletme

Dergi:

Ahi Evran Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi Vol.7 Issue 1, pp.109-135

Belge Tipi:

Makale

Yayın Tarihi:

6/2023

Belge Dili:

Türkçe

Document ID (Org No.):

2001295024

pISSN:

2618-6217