Publication: Bankacılıkta risk yönetimi ve kredi rsikinin çok değişkenli istatistiksel yöntemlerle incelenmesi ve uygulamalar
Abstract
Bankacılık, Risk Yönetimi,Kredi Riski ÖZET BANKACILIKTA RİSK YÖNETİMİ VE KREDİ RİSKİNİN ÇOK DEĞİŞKENLİ İSTATİSTİKSEL YÖNTEMLERLE İNCELENMESİ VE UYGULAMALAR Bankacılık açısından risk yönetimi; bankanın faaliyetleri sırasında mevcut ve önceden görülebilir risklere karşı, riskin bertaraf/ minimize edilebilmesi için önlem alabilme ve bunların getirebileceği olumsuzluklarla başarıyla mücadele edebilme kabiliyeti şeklinde tanımlanabilir. Çalışmanın konusu olan Kredi riski; bir bankanın kredi müşterisinin sözleşme ya da anlaşma koşullarına uygun şekilde yükümlülüklerini yerine getirmeme olasılığıdır. Kredi risk yönetiminin amacı bankanın maruz kalabileceği riskleri yöneterek bankanın risk ayarlı getirisini maksimize etmektir. Bankalar portföylerindeki tüm kredi risklerini (bireysel/ kurumsal kredilere ve işlemlere ilişkin risklerini) yönetmek, kredi riskinin optimal yönetimini sağlamak durumundadırlar. Bu gerçeklerden hareketle, bu araştırmada genel olarak risk , risk yönetimi ve kredi riski incelenmiş ve Türk Bankacılık sistemindeki risk türlerinden kredi riski üzerine yoğunlaşılarak alternatif analiz yöntemleri ile incelenmiştir.Türk Bankacılık sektöründe faaliyet gösteren 46 bankaya ait 31 finansal oran kullanılmıştır.Kredi riskini açıklayacak bu 31 finansal oranı özetleyecek değişkenleri elde edebilmek adına çok değişkenli analiz yöntemlernden Faktör Analizi ve Lojistik Regresyon analizi uygulanmıştır. Elde edilen sonuçlara bağlı olarak kredi riskinin bankacılık açısından önemini tanımlayabilmek adına çalışmada kullanılan finansal oranlardan hangilerinin daha belirleyici rol oynadığı belirlenerek bankaların almaları gereken önlemler üzerinde durulmuş ve Türk bankacılık sektörü değerlendirilmiştir.
Banking, Risk Management,Credit Risk ABSTRACT BANKING AND CREDIT RISK MANAGEMENT RISK UNDER VARIABLE WİTH THE MOST VISITED AND METHODS OF ANALYSIS APPLICATIONS Banking risk management for the bank's activities during the pre-existing and can be seen against the risk, the risk of the disposal / can be minimized and to take measures to bring them successfully combat difficulties ability can be defined as. Risk management, according to activity levels can be classified in the following manner. Working with the subject of credit risk, a bank customer's loan contract or agreement in compliance with conditions is likely to fulfill obligations. The purpose of the bank's credit risk management may be exposed to the bank's risk management is to maximize the return on risk adjustment. All credit risks in banks portfolio (individual / institutional credit and the risks related to processes) to manage the credit risk will need to ensure optimal management. This is true of the movement, this study generally risk, risk management and credit risk has been examined and Turkey in the banking system risk types of credit risk, focusing on alternative methods of analysis.Turkish banking sector belonging to 46 banks 31 financial ratios used. Multivariate analysis methods were applied to obtain the name of credit risk will summarize these 31 financial ratio variables.In this analytic methods Factor Analysis and Logistic Regresyon used. The results depending on the credit risk of banking you can identify the importance to work on behalf of the financial ratios which more determined to play a determinant role of the banks need to take precautions and be on the Turkish banking sector has been evaluated.
Banking, Risk Management,Credit Risk ABSTRACT BANKING AND CREDIT RISK MANAGEMENT RISK UNDER VARIABLE WİTH THE MOST VISITED AND METHODS OF ANALYSIS APPLICATIONS Banking risk management for the bank's activities during the pre-existing and can be seen against the risk, the risk of the disposal / can be minimized and to take measures to bring them successfully combat difficulties ability can be defined as. Risk management, according to activity levels can be classified in the following manner. Working with the subject of credit risk, a bank customer's loan contract or agreement in compliance with conditions is likely to fulfill obligations. The purpose of the bank's credit risk management may be exposed to the bank's risk management is to maximize the return on risk adjustment. All credit risks in banks portfolio (individual / institutional credit and the risks related to processes) to manage the credit risk will need to ensure optimal management. This is true of the movement, this study generally risk, risk management and credit risk has been examined and Turkey in the banking system risk types of credit risk, focusing on alternative methods of analysis.Turkish banking sector belonging to 46 banks 31 financial ratios used. Multivariate analysis methods were applied to obtain the name of credit risk will summarize these 31 financial ratio variables.In this analytic methods Factor Analysis and Logistic Regresyon used. The results depending on the credit risk of banking you can identify the importance to work on behalf of the financial ratios which more determined to play a determinant role of the banks need to take precautions and be on the Turkish banking sector has been evaluated.