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Çalışmanın amacı, Türk Bankacılık Sektöründe Net Faiz Marjının banka ölçeğindeki belirleyicilerini tespit etmektir. Bu amaçla 2006 4. Çeyrek ile 2017 4. Çeyrek arasında sürekli faaliyet göstermiş olan ticari bankaların verilerinden oluşan panel veri seti sabit etkiler yöntemi ile analiz edilmiştir. Bulgular bankaların net faiz marjlarının aktif karlılığı, faaliyet giderleri, likidite, mevduat oranı, kredi riski ve kur riskleri ile pozitif ölçek, özkaynak oranı ve faiz dışı gelirler değişkenleri ile negatif ilişkili olduğunu ortaya koymaktadır. Takipteki krediler, faiz riski ve bilanço dışı işlemler ise net faiz marjı ile ilişkili bulunmamıştır. Ayrıca bankaların uyguladıkları marjlara ilişkin geçmiş eğilimlerini sonraki dönemlerde de devam ettirdikleri görülmüştür.
The aim of the study is to identify the indicators of the net interest margin in the bank scale in the Turkish banking sector. For this purpose in 2006 4. Fourth in 2017 4. The panel data set consisting of data from commercial banks that have been continuously operating between the quarter was analyzed using the fixed effects method. The findings show that net interest margins of banks are positive with active profitability, operating expenses, liquidity, deposit rates, credit risk and currency risks; scale, self-source ratio and non-profit revenues are negative with variables. Followed loans, interest risk and non-balance transactions were not related to net interest margin. In addition, the banks have continued their past trends in relation to the margins they implement in the subsequent periods.
The aim of this paper is to investigate the bank level determinants of Net Interest Margin for commercial banks operating in Turkish Banking Sector. For this purpose a panel data set which consists of countinuosly operated commercial banks during 2002Q4-2017Q4 is analysed using Driscoll-Kraay and difference GMM estimators. Results suggest that bank level variables are more significant in determining net interet margin rather than macro variables. Factors having impact on reducement of margins and thus improvement of intermediation efficiency are credit risk management, cost management and generating alternative income through operation diversity. Moreover banks operated with higher margins priorly seems to maintain this tendency during the next periods. Effects of Global Financial Crisis in 2008 on determinants of net interest margin are also investigated.
Field : Filoloji; İlahiyat; Sosyal, Beşeri ve İdari Bilimler
Journal Type : Ulusal
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