Bankaların ve banka gruplarının performans değerlendirmesi: Türkiye'de vaka çalışması


Tezin Türü: Yüksek Lisans

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

Tezin Onay Tarihi: 2011

Tezin Dili: İngilizce

Öğrenci: Güliz Öztorul

Danışman: ESMA GAYGISIZ LAJUNEN

Özet:

Bank performance is one of the vital issues for the healthy functioning of the Turkish economy. This study aims to measure performance levels of the banks in Turkey and to find the factors affecting those levels for the period of 2006-2010. Although the measures evaluating bank performance are ample in amounts we choose two different approaches: Data Envelopment Analysis (DEA) measuring bank efficiency and CAMELS analysis. DEA is carried out in different levels: first for top 14 banks in the economy; then separating the banks as the state banks, the domestic private banks and the foreign private banks. Also long term and short term, and public and non-public assets and liabilities distinctions are made in the analyses. The bank performance measures obtained from DEA and CAMELS analysis are compared and the factors affecting the performances of the Turkish banks are analyzed. The results show that high efficiency levels of the state banks decrease when the public assets and liabilities are excluded. The state banks and domestic private banks have high CAMELS' ratios, while the foreign banks have low ones. Both the bank-specific and macroeconomic factors, like ownership type, publicly trading and ATM net, play important roles in the determination of the efficiency levels of the banks in Turkey.