Küresel Kriz Ertesinde Türkiye’de Ticari Bankaların Ölçek, Sermaye Yeterliliği, Likidite ve Kredi Risklerinin Karlılık Performansları Üzerindeki Etkileri

Abstract

The study aimed to determine the factors which affect the profitability performance of commercial banks in Turkey at the balance sheet level. For this purpose, it analyzed the annual data for the 2009-2019 period covering the 16 commercial banks operating in Turkey. In the analysis, three different models established and examined the profitability performances of the banks using the Panel Generalized Moments Method (GMM). According to the analysis results, it was seen that the profitability indicators were positively affected by the previous period values and the capital adequacy ratio. While the liquidity ratio affects the return on assets (ROA) negatively, it affects the return on equity (ROE) and net interest margin (NIM) positively. Also, the sector shares of banks negatively affected ROE and NIM. Loans under the follow-up ratio affected all three profitability indicators negatively. Finally, it has been determined that the effects of independent variables on ROE are stronger than their effects on ROA and NIM.