Publication: KKTC bankacılık sisteminin sermaye yeterliliği sorununun gelişmiş ülkeler ve özellikle avrupa birliği bankacılık sistemi ışığında irdelenmesi ve bir modelin geliştirilmesi
Abstract
Çalisma, banka sermayesi, fonksiyonlari, kaynaklari ve yapisi üzerinde dururarak , bankacilik riskleri ve sermaye arasindaki iliski incelenerek sermaye yapisinin tarihsel seyrinin yaninda literatürede sermaye yeterliliginin gösterdigi gelisim ve yaklasimlar, gelismis ülkelerdeki uygulamalar detayli olarak irdelenmistir. 1988'den beri gelismis ülkeler ortak bir sermaye yeterliligi standardi çerçevesinde uygulamalarini sürdürmektedirler. Benimsenen BIS kurallari gelismekte olan ülkelerce de uygulanmaktadir. KKTC'de mevcut sermaye yeterliligi kriterleri irdelenmis korelasyon ve regresyon testleri ile mevcut kriter ve gelismis ülkelerce uygulanan ve önerilen kriter degerlendirilerek daha sonra da aktif büyüklüklerin hareketleri ile finansal rasyolarin bagimliliklari ki-kare ile test edilmistir. Analizler sonrasinda gelismis ülkelerin uygulamalarina paralel bir sermaye yeterliligi uygulamasi önerilmistir.
The work presents the importance of the issue of captal structure and its adequacy. In the early 1980's , a global capital inadequacy was a growing problem in the international banking market emphasised the importance of capital adequacy regulation. It is found that some countries based capital adequacy measurement on simple leverage ratios, some on balance - sheet risk asset ratios and it become clear that there is a need for a standard capital definitions and requirements across countries. Since 1988 capital adequacy has been redefined and culminated in the BIS rules as aggregate risk weighted credit exposure. In TRNC, the capital adequacy measurement depends on simple leverage ratio. The objective of the work is to show the effectiveness of the present criteria and suggest new criteria within the light of the applications accepted by developed countries. TRNC, which is a small country, has to follow the developments in the world of globalisation. A correlation and a simple regression model are applied to test the relation between banking risks with the leverage ratio and the risk asset ratio. Moreover, the dependency of correlated variables with asset growth is tested by a chi-square test. Consequently, the statistical tests indicated the need for the new criteria in the application of capital adequacy.
The work presents the importance of the issue of captal structure and its adequacy. In the early 1980's , a global capital inadequacy was a growing problem in the international banking market emphasised the importance of capital adequacy regulation. It is found that some countries based capital adequacy measurement on simple leverage ratios, some on balance - sheet risk asset ratios and it become clear that there is a need for a standard capital definitions and requirements across countries. Since 1988 capital adequacy has been redefined and culminated in the BIS rules as aggregate risk weighted credit exposure. In TRNC, the capital adequacy measurement depends on simple leverage ratio. The objective of the work is to show the effectiveness of the present criteria and suggest new criteria within the light of the applications accepted by developed countries. TRNC, which is a small country, has to follow the developments in the world of globalisation. A correlation and a simple regression model are applied to test the relation between banking risks with the leverage ratio and the risk asset ratio. Moreover, the dependency of correlated variables with asset growth is tested by a chi-square test. Consequently, the statistical tests indicated the need for the new criteria in the application of capital adequacy.