Determining the Relationship Between Capital Adequacy Ratio and Financial Ratios with Panel Data Analysis: A Study on the Turkish Banking Sector

Batuhan Medetoğlu

Makale detayları

Determining the Relationship Between Capital Adequacy Ratio and Financial Ratios with Panel Data Analysis: A Study on the Turkish Banking Sector

Yazarlar:

Batuhan Medetoğlu

Yayıncı:

Istanbul University

Ana Başlıklar:

Ekonometri (Diğer)

Dergi:

EKOIST Journal of Econometrics and Statistics Issue 39, pp.172-182

Belge Tipi:

Makale

Yayın Tarihi:

12/2023

Belge Dili:

Türkçe

Document ID (Org No.):

2001311537

pISSN:

2651-396X

Anahtar kelimeler:

Özet:

 Banking is institutions that act as intermediaries and perform activities determined by law in order to meet the financial needs of units that supply and demand funds. In addition to accepting deposits and lending, transactions such as factoring, leasing, and intermediation in the capital market are also carried out by banks. Banks have an important place in the financial system in terms of asset size and volume. It is important for banks to be financially strong for a sustainable economic structure. For a sustainable structure, the capital adequacy ratio created by the Basel process, which took place after the 1974 oil crisis, is considered an important indicator for banks and it is stated that it is important that it is at least 8. The capital adequacy ratio, which is also used to prevent risks from being encountered, is accepted as one of the basic indicators of the banks. This study was carried out to determine the relationship between the capital adequacy ratios of banks and their financial ratios. Within the scope of the study, the 10 banks with the highest asset size in 2021 were accepted as the sample. Capital adequacy ratios of banks are taken as a dependent variable, and a financial ratio of 7 is taken as an independent variable. The data obtained covers the years 2011-2021. Panel data analysis was used as a method to determine the relationship between capital adequacy ratio and financial ratios. As a result of the study, it was concluded that there is a statistically significant relationship between the capital adequacy ratio and all financial ratios. The direction and coefficients of the financial ratios that have a statistically significant relationship with the capital adequacy ratio were interpreted and evaluations were made. In the study, it is thought that the determination of the financial ratios that affect the capital adequacy ratio is important, and performing analyses using financial ratios and capital adequacy ratios in different periods is offered as a suggestion to valuable researchers, institutions, and industry stakeholders.

 Banking is institutions that act as intermediaries and perform activities determined by law in order to meet the financial needs of units that supply and demand funds. In addition to accepting deposits and lending, transactions such as factoring, leasing, and intermediation in the capital market are also carried out by banks. Banks have an important place in the financial system in terms of asset size and volume. It is important for banks to be financially strong for a sustainable economic structure. For a sustainable structure, the capital adequacy ratio created by the Basel process, which took place after the 1974 oil crisis, is considered an important indicator for banks and it is stated that it is important that it is at least 8. The capital adequacy ratio, which is also used to prevent risks from being encountered, is accepted as one of the basic indicators of the banks. This study was carried out to determine the relationship between the capital adequacy ratios of banks and their financial ratios. Within the scope of the study, the 10 banks with the highest asset size in 2021 were accepted as the sample. Capital adequacy ratios of banks are taken as a dependent variable, and a financial ratio of 7 is taken as an independent variable. The data obtained covers the years 2011-2021. Panel data analysis was used as a method to determine the relationship between capital adequacy ratio and financial ratios. As a result of the study, it was concluded that there is a statistically significant relationship between the capital adequacy ratio and all financial ratios. The direction and coefficients of the financial ratios that have a statistically significant relationship with the capital adequacy ratio were interpreted and evaluations were made. In the study, it is thought that the determination of the financial ratios that affect the capital adequacy ratio is important, and performing analyses using financial ratios and capital adequacy ratios in different periods is offered as a suggestion to valuable researchers, institutions, and industry stakeholders.

 Banking is institutions that act as intermediaries and perform activities determined by law in order to meet the financial needs of units that supply and demand funds. In addition to accepting deposits and lending, transactions such as factoring, leasing, and intermediation in the capital market are also carried out by banks. Banks have an important place in the financial system in terms of asset size and volume. It is important for banks to be financially strong for a sustainable economic structure. For a sustainable structure, the capital adequacy ratio created by the Basel process, which took place after the 1974 oil crisis, is considered an important indicator for banks and it is stated that it is important that it is at least 8. The capital adequacy ratio, which is also used to prevent risks from being encountered, is accepted as one of the basic indicators of the banks. This study was carried out to determine the relationship between the capital adequacy ratios of banks and their financial ratios. Within the scope of the study, the 10 banks with the highest asset size in 2021 were accepted as the sample. Capital adequacy ratios of banks are taken as a dependent variable, and a financial ratio of 7 is taken as an independent variable. The data obtained covers the years 2011-2021. Panel data analysis was used as a method to determine the relationship between capital adequacy ratio and financial ratios. As a result of the study, it was concluded that there is a statistically significant relationship between the capital adequacy ratio and all financial ratios. The direction and coefficients of the financial ratios that have a statistically significant relationship with the capital adequacy ratio were interpreted and evaluations were made. In the study, it is thought that the determination of the financial ratios that affect the capital adequacy ratio is important, and performing analyses using financial ratios and capital adequacy ratios in different periods is offered as a suggestion to valuable researchers, institutions, and industry stakeholders.

 Bankacılık, fon arz ve talep eden birimlerin finansal ihtiyaçlarını karşılamak amacıyla aracılık yapan ve kanunca belirlenmiş faaliyetleri gerçekleştiren kurumlardır. Mevduat kabulü ve kredi verme faaliyetleri yanında faktoring, leasing gibi işlemler ile sermaye piyasasında aracılık faaliyeti de bankalar tarafından gerçekleştirilmektedir. Bankalar, finansal sistemde aktif büyüklüğü ve hacim olarak önemli bir yere sahiptir. Bankaların finansal olarak güçlü olabilmesi, sürdürülebilir ekonomik yapı için önem arz etmektedir. Sürdürülebilir yapı için 1974 petrol krizi ardından gerçekleşen Basel süreci ile oluşturulan sermaye yeterlilik oranı, bankalar için önemli bir gösterge olarak kabul edilmekte ve en az 8 olmasının da önem arz ettiği belirtilmektedir. Karşılaşılacak risklerin önlenebilmesi amacıyla da kullanılan sermaye yeterlilik oranı, bankaların temel göstergelerinden kabul edilmektedir. Bu çalışma, bankaların sermaye yeterlilik oranları ile finansal oranları arasındaki ilişkinin tespit edilmesi amacıyla gerçekleştirilmiştir. Çalışma kapsamında 2021 yılında aktif büyüklüğü en fazla olan 10 banka örneklem olarak kabul edilmiştir. Bankaların sermaye yeterlilik oranları bağımlı değişken, 7 finansal rasyosu ise bağımsız değişken olarak alınmıştır. Elde edilen veriler 2011-2021 yıllarını kapsamaktadır. Sermaye yeterlilik oranı ve finansal rasyoların ilişkisinin tespiti amacıyla panel veri analizi yöntem olarak kullanılmıştır. Çalışma sonucunda, sermaye yeterlilik oranı ile bütün finansal rasyolar arasında istatistiksel olarak anlamlı ilişki olduğu sonucuna ulaşılmıştır. Sermaye yeterlilik oranı ile istatistiksel olarak anlamlı ilişkiye sahip finansal rasyoların yön ve katsayıları yorumlanarak değerlendirmelerde bulunulmuştur. Çalışmada, sermaye yeterlilik oranının etkileyen finansal rasyoların tespitinin önem taşıdığı düşünülmekte ve farklı dönemlerde finansal rasyolar ile sermaye yeterlilik oranının kullanılarak analizler gerçekleştirilmesi değerli araştırmacılara, kurumlara ve sektör ilgililerine öneri olarak sunulmaktadır.

Makale detayları

Determining the Relationship Between Capital Adequacy Ratio and Financial Ratios with Panel Data Analysis: A Study on the Turkish Banking Sector

Yazarlar:

Batuhan Medetoğlu

Yayıncı:

Istanbul University

Ana Başlıklar:

Ekonometri (Diğer)

Dergi:

EKOIST Journal of Econometrics and Statistics Issue 39, pp.172-182

Belge Tipi:

Makale

Yayın Tarihi:

12/2023

Belge Dili:

Türkçe

Document ID (Org No.):

2001311537

pISSN:

2651-396X

Banking

Risk

Financial Ratios

Basel Process

Capital Adequacy RatioBankacılık

Risk

Finansal Rasyolar

Basel Süreci

Sermaye Yeterlilik Oranı

Sayı

Makale detayları

Yazarlar: Batuhan Medetoğlu

Yayıncı: Istanbul University

Ana Başlıklar: Ekonometri (Diğer)

Dergi: EKOIST Journal of Econometrics and Statistics Issue 39, pp.172-182

Belge Tipi: Makale

Yayın Tarihi: 12/2023

Belge Dili: Türkçe

Document ID (Org No.): 2001311537

pISSN: 2651-396X

Sayı

Yazarlar:

Batuhan Medetoğlu

Yayıncı:

Istanbul University

Ana Başlıklar:

Ekonometri (Diğer)

Dergi:

EKOIST Journal of Econometrics and Statistics Issue 39, pp.172-182

Belge Tipi:

Makale

Yayın Tarihi:

12/2023

Belge Dili:

Türkçe

Document ID (Org No.):

2001311537

pISSN:

2651-396X