Abstract:

The . The CAMELS (Capital, Asset, Management, Earnings, Liquidity, Sensitivity) model is a very useful model in the assessment of the financial performance of banks. The measurability of the components and the ease of calculations have led to the widespread use of this model. The assignment of weight values to the CAMELS components and their sub-criteria is an important place. Considering that the change of weights leads to a change in performance ranking, weighting creates a major problem. There has not yet been a general rule for weighting in literature. In this study, the Entropi method is recommended, which is an objective method for weighting. Thus, a new CAMELS model based on entropic weighting has been introduced. In terms of the ownership structure operating in Turkey as an application, the performance of the deposit bank groups in the period 2002-2016 has been analyzed. A completely objective analysis has been made without any expert or decision-making opinion. During the research period, the total CAMELS scores showed better financial performance than the KSMB (Public Capital Deposit Banks) group, the ÖSMB (Private Capital Deposit Banks) and the YSMB (Foreign Capital Deposit Banks) group.