The Relationship Between Liqudity And Profitability In Banking Sector: A Practice In Borsa Istanbul
International Journal of Economics and Management Studies |
© 2019 by SSRG - IJEMS Journal |
Volume 6 Issue 12 |
Year of Publication : 2019 |
Authors : Dr. Sıdıka Öznur SAKINÇ |
How to Cite?
Dr. Sıdıka Öznur SAKINÇ, "The Relationship Between Liqudity And Profitability In Banking Sector: A Practice In Borsa Istanbul," SSRG International Journal of Economics and Management Studies, vol. 6, no. 12, pp. 184-189, 2019. Crossref, https://doi.org/10.14445/23939125/IJEMS-V6I12P120
Abstract:
The banking sector plays an important role in the guidance of both national and international economic events. The banks are usually the first institutions referred by the financial sector as well as the real sector in finding sources of funds. It has become a requirement for a strong economy that
banks have solid financial structures. Liquidity management has an important share in both providing continuity and increasing effectiveness in banking sector just like in the other sectors, and it also affects profitability. In this study, the relationship between the liquidity and profitability of 12 banks operating in Borsa İstanbul (BİST) is analyzed during the period of 2007-2017 by using panel data regression analysis. As a result of the analysis, it is seen that there is an increase in profitability when liquidity increases and vice versa.
Keywords:
Banking sector, Liquidity, Liquidity Risk, Profitability, Panel Data Regression Analysis.
References:
[1] Akhtar, M. F., Ali, K., and Sadaqat, S. “Liquidity risk management: a comparative study between conventional and Islamic banks of Pakistan”. Interdisciplinary journal of research in business, 1(1), 35-44. 2011.
[2] Akgüç, Ö. „Finansal Yönetim‟. Muhasebe Enstitüsü Yayın No. 56, 5. Baskı, İstanbul. 1989.
[3] Al-Jafari, M. K. and Alchami M. “Determinants of Bank Profitability: Evidence from Syria”, Journal of Applied Finance & Banking, 4(1), 17-45. 2014.
[4] Atan, M. and Çatalbaş, E. „Ticaret Bankalarında Karlılığı Etkileyen Faktörlerin İncelenmesi‟. VI. Ulusal Ekonometri ve İstatistik Sempozyumu Gazi Üniversitesi, Ankara. 2003.
[5] Athanasoglou P., Delis M. and Staikouras, C. “Determinants of Banking Profitability in the South Eastern European Region,” Bank of Greece Working Paper, 06/47. 2006.
[6] Berger, A. N., and Bouwman, C. H. “Bank liquidity creation”. The review of financial studies, 22(9), 3779-3837. 2009.
[7] BIS. „Implementetation of the Basel Standarts‟. https://www.bis.org/bcbs/implementation.htm?m=3%7C14%7C656. Available: 11.09.2019.
[8] BIS. „About BIS-overview‟. https://www.bis.org/about/index.htm. Available:05.08.2019.
[9] Bolak,M. „Finans Mühendisliği: Kavramlar, Araçlar‟.Beta Yayınları. İstanbul. 1998.
[10] Bolak,M. „Risk Yönetimi‟. Birsen Yayınevi. İstanbul.2004.
[11] Bourke, P. „Concentration and other determinants of bank profitability in Europe, North America and Australia‟ . Journal of Banking and Finance 13, 65-79. 1989.
[12] Curak, M., Poposki, K., and Pepur, S. “Profitability determinants of the Macedonian banking sector in changing environment”. Procedia-Social and Behavioral Sciences, 44, 406-416. 2012.
[13] Çelik, S., and Akarım, Y. D. “Likidite Riski Yönetimi: Panel Veri Analizi ile İMKB Bankacılık Sektörü Üzerine Ampirik Bir Uygulama”. Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi, 13(1), 1-17. 2012.
[14] Diamond, D. W. “Debt maturity structure and liquidity risk”. The Quarterly Journal of Economics, 106(3), 709-737. 1991.
[15] Doğan,S. and Şarsel,Y. „Enflasyonun Bankacılık Sektörü Üzerine Etkileri ve Türk Bankacılık Sektörüne Bir Bakış Türkiye Bankalar Birliği‟. Ankara. 1994.
[16] Ercan, M.K. and Ban, Ü. „Finansal Yönetim‟. Gazi Kitapevi. Ankara. 2010.
[17] Gujarati D. N. Basic Econometrics, 4 ed. The McGraw-Hill Companies, New York. 2004.
[18] Gülhan, Ü. and Uzunlar E. “Bankacılık Sektöründe Kârlılığı Etkileyen Faktörler: Türk Bankacılık Sektörüne Yönelik Bir Uygulama” Atatürk Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 15(1), 341-368. 2011.
[19] Hester, D. D., and Zoellner, J. F. “The relation between bank portfolios and earnings: An econometric analysis”. The review of Economics and Statistics, 372-386. 1966.
[20] Ismal, R. “Assessment of liquidity management in Islamic banking industry”. International Journal of Islamic and Middle Eastern Finance and Management, 3(2), 147-167. 2010.
[21] Kozanoğlu, H. „Yükselen Ülkelerin Banka Sorunu‟. NTV Mag Dergisi 13. 2000.
[22] Molyneux P. and Thornton, J. “Determinants of European bank profitability: A note”. Journal of Banking and Finance 16, 1173-1178. 1992.
[23] Okay, E., “Türk Bankacılık Sektöründe Risk ve Kriz” , İstanbul Ticaret Üniversitesi Sosyal Bilimler Dergisi. http://acikerisim.ticaret.edu.tr/xmlui/bitstream/handle/11
467/189/M00026.pdf?sequence=1 Available: 15.07.2019. 2002.
[24] Saldanlı, A. and Aydın, M. “Bankacılık Sektöründe Karlılığı Etkileyen Faktörlerin Panel Veri Analizi ile İncelenmesi: Türkiye Örneği”, İstanbul Üniversitesi İktisat Fakültesi Ekonometri Ve İstatistik Dergisi, 24, 1-9.2016.
[25] Türker Kaya, Y. „Türk Bankacılık Sektöründe Karlılığın Belirleyicileri: 1997- 2000‟. MSPD Çalışma Raporları: 2002/1, BDDK Mali Sektör Politikaları Dairesi. 2002.
[26] Türkiye Bankalar Birliği (TBB). „Basel II ve III Nedir‟. https://www.tbb.org.tr/content/upload/konferanssunumlari/127/tbb-tim_basel.pdf Available: 10.06.2019. 2013.
[27] Van Greuning, H., Brajovic and Bratanovic, S. “Analyzing Banking Risk : A Framework for Assessing Corporate Governance and Risk Management”, Third Edition. World Bank. https://openknowledge.worldbank.org/handle/10986/2618 Available: 07.08.2019. 2009.
[28] Yılmaz, A. A. „Profitability of Banking System: Evidence From Emerging Markets‟, WEI International Academic Conference Proceedings. Antalya. 2013.