Özet:

In this study, an analysis has been made on measuring the resilience of banks operating in Turkey against economic crises using the stress test method. With the establishment of the BRSA after the 2001 crisis in banking, the negative effects of the crisis began to be overcome and a serious improvement occurred in the balance sheets of the banks. Stress test analysis was carried out in 4 main groups: both the banking sector and the public-owned, domestic-owned private, foreign-owned private and participation banks, using the financial data of March 2021, which was the most recent data on the date of the study, announced by the BRSA in the Stress Test Application. Analysis has been made in order to measure the resilience of the banking system in the face of possible shocks in case of possible economic crises. In the analysis, in the possible shocks of the banking sector; It has been tried to analyze how much the banks' Capital Adequacy Ratios, Liquidity Ratios and Foreign Currency Positions are affected by possible shocks and whether they are outside the legal limits. As a result of the study, the differences in durability between Public-Equity Banks and Private-Equity Banks, the comparative strengths and weaknesses of Domestic and Foreign Capital Banks between Private Equity Banks, the structural and managerial differences and strong-weakness of Participation Banks operating in the interest-free system compared to the deposit banks operating in the interest-free system. provided an opportunity to evaluate its aspects. As a result of the analysis, if the ranking is made starting from the most successful bank group; Private Banks with Domestic Capital, Private Banks with Foreign Capital, Public Banks and Participation Banks.

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