Modern bankacılığa geçiş ve 2008 küresel finansal krizin Türk bankacılık sektörünün verimliliği üzerindeki etkileri.


Tezin Türü: Yüksek Lisans

Tezin Yürütüldüğü Kurum: Orta Doğu Teknik Üniversitesi, İktisadi ve İdari Bilimler Fakültesi, İktisat Bölümü, Türkiye

Tezin Onay Tarihi: 2010

Tezin Dili: İngilizce

Öğrenci: Mustafa Onur Sağ

Danışman: MELTEM DAYIOĞLU TAYFUR

Özet:

This thesis measures the effects of transformation of Turkish banks from a “traditional” one to a “modern” one over the period 2002-2009 and 2008 global financial crisis on efficiency of Turkish banks. Malmquist Total Factor Productivity Index is constructed using data envelopment analysis to measure the efficiency change in Turkish banking sector. The paper also analyzes the sensitivity of efficiency measures to different descriptions of inputs and outputs by employing two different approaches to describe the inputs and outputs of a bank. The major difference between the approaches is the use of deposits and non-deposit funds as input or output. Both confirm that the efficiency of the Turkish banking sector had increased over the period under examination and 2008 global financial crisis had adversely affected the efficiency of Turkish banks. The results show that the banks which had advanced in transformation to modern banking before 2001 financial crisis had experienced higher than the average increments in efficiency in the post-2001 financial crisis period.