TESTING THE EFFECTS OF BRSA ON TURKISH BANKING SECTOR BY MALMQUIST INDEKS (1995-2010)

Orhan Çoban, Fatma Nur YORGANCILAR, Esra Kabaklarlı
2.590 939

Öz


Bu çalışmada seçilen on Türk bankası, BDDK(Bankacılık Düzenleme ve Denetleme Kurulu)’nın banckacılık sektörü verimliliği üzerindeki etksinin belirlenmesi için Malmquist Toplam Faktör Verimliliği (TFP) indeksi ile analiz edilmiştir.Çalışmaya göre BDDK öncesi ile BDDK sonrası yılları arasında yapısal değişimin olmadığı saptanmıştır. Veri zarflama analizine dayanan Malmquist Toplam Faktör Verimliliği (TFP) indeksi bankaların performasının ve etkinliğin belirlenmesinde kullanışmıştır. Analiz öncesi kullanılan metodları ve analiz sonuçları ile literatür çalışmasına yer verilmiştir.Sonuçlara gore BDDK’nın 2000 yılındaki kuruluşundan sonra bankacılık siteminin toplam faktor verimliliği yükselmiştir. Ayrıca analiz sonuçlarına gore regülasyon öncesi TFP %0,5 düşmesine rağmen regülasyon sonrasında ortalam %2,2 yükseliş göstermiştir

Anahtar kelimeler


Türk Bankacılık Sistemi, Regülasyon, Parametrik Olmayan Analiz

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