{"id":6585,"date":"2026-07-21T16:44:20","date_gmt":"2026-07-21T13:44:20","guid":{"rendered":"https:\/\/www.berjournal.com\/?p=6585"},"modified":"2026-07-21T16:44:20","modified_gmt":"2026-07-21T13:44:20","slug":"capital-adequacy-and-bank-profitability-in-turkiye-system-gmm-evidence","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/capital-adequacy-and-bank-profitability-in-turkiye-system-gmm-evidence","title":{"rendered":"T\u00fcrkiye\u2019de Sermaye Yeterlili\u011fi ve Banka K\u00e2rl\u0131l\u0131\u011f\u0131: Sistem GMM Bulgular\u0131"},"content":{"rendered":"

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Makale Bilgileri<\/td>\n<\/tr>\n
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Dergi:<\/td>\nBusiness and Economics Research Journal<\/td>\n<\/tr>\n
Makalenin Ba\u015fl\u0131\u011f\u0131:<\/td>\nT\u00fcrkiye\u2019de Sermaye Yeterlili\u011fi ve Banka K\u00e2rl\u0131l\u0131\u011f\u0131: Sistem GMM Bulgular\u0131<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nHale K\u0131rer Silva Lecuna, Muhammed Mustafa Tuncer \u00c7al\u0131\u015fkan<\/td>\n<\/tr>\n
Cilt:<\/td>\n17<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n3<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2026<\/td>\n<\/tr>\n
Sayfa:<\/td>\n447-461<\/td>\n<\/tr>\n
ISSN:<\/td>\n2619-9491<\/td>\n<\/tr>\n
DOI Numaras\u0131:<\/td>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6z<\/td>\n<\/tr>\n
Bu \u00e7al\u0131\u015fma, 2004\u20132023 d\u00f6nemini kapsayan ve 21 T\u00fcrk bankas\u0131na ait 420 g\u00f6zlemden olu\u015fan dinamik panel veri seti arac\u0131l\u0131\u011f\u0131yla T\u00fcrkiye’de banka k\u00e2rl\u0131l\u0131\u011f\u0131n\u0131n belirleyicilerini derinlemesine incelemektedir. Analizde, i\u00e7sellik, otokorelasyon ve de\u011fi\u015fen varyans sorunlar\u0131n\u0131 etkin bir \u015fekilde gidermek amac\u0131yla sistem genelle\u015ftirilmi\u015f momentler y\u00f6ntemi (GMM) uygulanm\u0131\u015ft\u0131r. Ampirik sonu\u00e7lar, sermaye yeterlili\u011fi ile aktif k\u00e2rl\u0131l\u0131\u011f\u0131 (ROA) aras\u0131nda pozitif bir ili\u015fki oldu\u011funu istatistiksel olarak do\u011frulamaktad\u0131r. Yabanc\u0131 para varl\u0131k oran\u0131 ile kullan\u0131lan krediler oran\u0131 negatif; \u015fube verimlili\u011fi ve enflasyon ise pozitif ve anlaml\u0131d\u0131r. Faiz oran\u0131n\u0131n tekil etkisi istatistiksel olarak anlaml\u0131 de\u011filken, faiz-enflasyon etkile\u015fimi negatif ve %10 d\u00fczeyinde anlaml\u0131d\u0131r. Sa\u011flaml\u0131k ve d\u00f6nem kararl\u0131l\u0131\u011f\u0131 analizleri, sermaye yeterlili\u011fi katsay\u0131s\u0131n\u0131n y\u00f6n\u00fcn\u00fcn pozitif kald\u0131\u011f\u0131n\u0131, ancak etkinin b\u00fcy\u00fckl\u00fc\u011f\u00fc ve istatistiksel kesinli\u011finin d\u00f6nemlere g\u00f6re de\u011fi\u015fti\u011fini g\u00f6stermektedir. \u00c7al\u0131\u015fma, sermaye tamponlar\u0131n\u0131n k\u00e2rl\u0131l\u0131\u011f\u0131 destekleyebilece\u011fini, ancak politika \u00e7\u0131kar\u0131mlar\u0131n\u0131n d\u00f6nemsel heterojenlik dikkate al\u0131narak yap\u0131lmas\u0131 gerekti\u011fini vurgulamaktad\u0131r. Ayr\u0131ca, bankalar\u0131n dalgal\u0131 bir ekonomik ortamda uzun vadeli finansal sonu\u00e7lar\u0131 optimize etmek amac\u0131yla operasyonel verimlili\u011fe \u00f6ncelik vermeleri gerekti\u011finin alt\u0131n\u0131 \u00e7izmektedir.<\/td>\n<\/tr>\n
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Anahtar Kelimeler:<\/td>\nBanka K\u00e2rl\u0131l\u0131\u011f\u0131, Sermaye Yeterlili\u011fi, Likidite, Enflasyon, Sistem GMM<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
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JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nG21, G32, E44, C23<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n
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Makale Bilgileri Dergi: Business and Economics Research Journal Makalenin Ba\u015fl\u0131\u011f\u0131: T\u00fcrkiye\u2019de Sermaye Yeterlili\u011fi ve Banka K\u00e2rl\u0131l\u0131\u011f\u0131: Sistem GMM Bulgular\u0131 Yazar(lar): Hale K\u0131rer Silva Lecuna, Muhammed Mustafa Tuncer \u00c7al\u0131\u015fkan Cilt: 17 Say\u0131: 3 Y\u0131l: 2026 Sayfa: 447-461 ISSN: 2619-9491 DOI Numaras\u0131: \u00d6z Bu \u00e7al\u0131\u015fma, 2004\u20132023 d\u00f6nemini kapsayan ve 21 T\u00fcrk bankas\u0131na ait 420 g\u00f6zlemden olu\u015fan dinamik […]<\/p>\n

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