Publication: Likidite riskinin panel kantil modeller ile incelenmesi
Abstract
ÖZETBu çalışmanın amacı, İMKB’de işlem gören bankaların likidite riskini etkileyen faktörlerin Panel Kantil Modeller kullanılarak incelenmesidir. Analizde 9 bankanın 2002-2015 yılları arasındaki finansal verileri kullanılmıştır. Bu analize ait veriler TBB’nden elde edilmiştir. Analiz sonucunda tüm kantillerde likidite riski ile riskli likit varlıkların pozitif yönde ilişkili olduğu, büyüklük ve dış finansman ile negatif yönde ilişkili olduğu tespit edilmiştir. Riskli likit varlıkların artması bankanın likidite riskini arttırabileceği gibi dış finansmanın ve aktif büyüklüğün artması da ters yönde likidite riskini azaltan bir etkiye sahiptir.
ABSTRACTThe purpose of this study is to investigate the factors affecting the liquidity risk of the banks traded on the ISE using Panel Quantile Models. The financial data of 9 banks between 2002 and 2015 were used in the analysis. Data for this analysis were obtained from TBB. As a result of the analysis, liquidity risk was positively correlated with risky liquid assets and negatively correlated with size and external financing. The increase in risky liquid assets may increase the liquidity risk of the bank, and the increase in foreign financing and asset size has a negative effect on reducing the liquidity risk.
ABSTRACTThe purpose of this study is to investigate the factors affecting the liquidity risk of the banks traded on the ISE using Panel Quantile Models. The financial data of 9 banks between 2002 and 2015 were used in the analysis. Data for this analysis were obtained from TBB. As a result of the analysis, liquidity risk was positively correlated with risky liquid assets and negatively correlated with size and external financing. The increase in risky liquid assets may increase the liquidity risk of the bank, and the increase in foreign financing and asset size has a negative effect on reducing the liquidity risk.