Empirical Analysis of Turkish Banking Sector Institutional and Macroeconomic Determinants of Risks

Hikmet Akyol; Selim Başar

Makale detayları

Empirical Analysis of Turkish Banking Sector Institutional and Macroeconomic Determinants of Risks

Yazarlar:

Hikmet Akyol | Selim Başar

Yayıncı:

Istanbul University

Ana Başlıklar:

İşletme

Dergi:

İstanbul İktisat Dergisi Vol.74 Issue 1, pp.59-98

Belge Tipi:

Makale

Yayın Tarihi:

4/2024

Belge Dili:

İngilizce

Document ID (Org No.):

2001326560

pISSN:

2602-4152

Anahtar kelimeler:

Özet:

 This research examines the macroeconomic and institutional sources of individual, systemic, and systematic risks in the Turkish banking sector. The period between 2008:Q3 and 2019:Q3 of the nine deposit banks selected for this purpose were estimated using panel data analysis estimators. The results indicate that selected macroeconomic and institutional variables affect banking risks. These findings are important for revealing the institutional and macroeconomic sources of risks in the Turkish banking sector. Therefore, the results contain significant propositions for researchers, market participants, and politicians. Market participants and researchers can anticipate defaults and financial instability using selected macroeconomic and institutional variables. The estimation results reveal Turkish banks institutional soundness and financial performance strength. In addition, the extent to which banks are effective intermediaries in the sector was analysed. This research documented a strong link between global market indicators and banking risks. JEL Classification : E44 , G20 , G21.

 This research examines the macroeconomic and institutional sources of individual, systemic, and systematic risks in the Turkish banking sector. The period between 2008:Q3 and 2019:Q3 of the nine deposit banks selected for this purpose were estimated using panel data analysis estimators. The results indicate that selected macroeconomic and institutional variables affect banking risks. These findings are important for revealing the institutional and macroeconomic sources of risks in the Turkish banking sector. Therefore, the results contain significant propositions for researchers, market participants, and politicians. Market participants and researchers can anticipate defaults and financial instability using selected macroeconomic and institutional variables. The estimation results reveal Turkish banks institutional soundness and financial performance strength. In addition, the extent to which banks are effective intermediaries in the sector was analysed. This research documented a strong link between global market indicators and banking risks. JEL Classification : E44 , G20 , G21.

 This research examines the macroeconomic and institutional sources of individual, systemic, and systematic risks in the Turkish banking sector. The period between 2008:Q3 and 2019:Q3 of the nine deposit banks selected for this purpose were estimated using panel data analysis estimators. The results indicate that selected macroeconomic and institutional variables affect banking risks. These findings are important for revealing the institutional and macroeconomic sources of risks in the Turkish banking sector. Therefore, the results contain significant propositions for researchers, market participants, and politicians. Market participants and researchers can anticipate defaults and financial instability using selected macroeconomic and institutional variables. The estimation results reveal Turkish banks institutional soundness and financial performance strength. In addition, the extent to which banks are effective intermediaries in the sector was analysed. This research documented a strong link between global market indicators and banking risks. JEL Classification : E44 , G20 , G21.

 This research examines the macroeconomic and institutional sources of individual, systemic, and systematic risks in the Turkish banking sector. The period between 2008:Q3 and 2019:Q3 of the nine deposit banks selected for this purpose were estimated using panel data analysis estimators. The results indicate that selected macroeconomic and institutional variables affect banking risks. These findings are important for revealing the institutional and macroeconomic sources of risks in the Turkish banking sector. Therefore, the results contain significant propositions for researchers, market participants, and politicians. Market participants and researchers can anticipate defaults and financial instability using selected macroeconomic and institutional variables. The estimation results reveal Turkish banks institutional soundness and financial performance strength. In addition, the extent to which banks are effective intermediaries in the sector was analysed. This research documented a strong link between global market indicators and banking risks. JEL Classification : E44 , G20 , G21.

Makale detayları

Empirical Analysis of Turkish Banking Sector Institutional and Macroeconomic Determinants of Risks

Yazarlar:

Hikmet Akyol | Selim Başar

Yayıncı:

Istanbul University

Ana Başlıklar:

İşletme

Dergi:

İstanbul İktisat Dergisi Vol.74 Issue 1, pp.59-98

Belge Tipi:

Makale

Yayın Tarihi:

4/2024

Belge Dili:

İngilizce

Document ID (Org No.):

2001326560

pISSN:

2602-4152

Individual risk

Systematic risk

Systemic risk

MacroFinance

Sayı

Makale detayları

Empirical Analysis of Turkish Banking Sector Institutional and Macroeconomic Determinants of Risks

Yazarlar: Hikmet Akyol | Selim Başar

Yayıncı: Istanbul University

Ana Başlıklar: İşletme

Dergi: İstanbul İktisat Dergisi Vol.74 Issue 1, pp.59-98

Belge Tipi: Makale

Yayın Tarihi: 4/2024

Belge Dili: İngilizce

Document ID (Org No.): 2001326560

pISSN: 2602-4152

Individual risk

Systematic risk

Systemic risk

MacroFinance

Sayı

Yazarlar:

Hikmet Akyol | Selim Başar

Yayıncı:

Istanbul University

Ana Başlıklar:

İşletme

Dergi:

İstanbul İktisat Dergisi Vol.74 Issue 1, pp.59-98

Belge Tipi:

Makale

Yayın Tarihi:

4/2024

Belge Dili:

İngilizce

Document ID (Org No.):

2001326560

pISSN:

2602-4152