FACTORS AFFECTING LIQUIDITY RISK- AN EMPIRICAL ANALYSIS ON TURKISH BANKING SECTOR
The aim of this study is to determine the factors affecting the liquidity risk of deposit banks in Turkey. In this context, 10 deposit banks with the highest asset size according to their 2020 end of year financial tables were included to the sample and the quarterly data for the 2010-2020 period we...
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| Format: | Article |
| Language: | English |
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Mehmet Akif Ersoy University
2021-11-01
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| Series: | Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi |
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| Online Access: | https://dergipark.org.tr/en/download/article-file/1913237 |
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| author | Bade Ekim Kocaman Şenol Babuşcu Adalet Hazar |
| author_facet | Bade Ekim Kocaman Şenol Babuşcu Adalet Hazar |
| author_sort | Bade Ekim Kocaman |
| collection | DOAJ |
| description | The aim of this study is to determine the factors affecting the liquidity risk of deposit banks in Turkey. In this context, 10 deposit banks with the highest asset size according to their 2020 end of year financial tables were included to the sample and the quarterly data for the 2010-2020 period were tested by static panel data analysis. According to the model results, it is determined that "Equity / Total Assets", "Money Market Funds/Total Assets" and "Inflation" variables affect the liquidity risk. It is also important and specific for the study that the “Money Market Funds/Total Assets” ratio is a determining factor in the liquidity risk, in terms of the literature contribution of the study. |
| format | Article |
| id | doaj-art-ad7a6e7ba8b84e1395224902a9f84027 |
| institution | Kabale University |
| issn | 2149-1658 |
| language | English |
| publishDate | 2021-11-01 |
| publisher | Mehmet Akif Ersoy University |
| record_format | Article |
| series | Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi |
| spelling | doaj-art-ad7a6e7ba8b84e1395224902a9f840272025-01-27T14:05:29ZengMehmet Akif Ersoy UniversityMehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi2149-16582021-11-01831840185710.30798/makuiibf.979907273FACTORS AFFECTING LIQUIDITY RISK- AN EMPIRICAL ANALYSIS ON TURKISH BANKING SECTORBade Ekim Kocaman0https://orcid.org/0000-0002-8967-3935Şenol Babuşcu1https://orcid.org/0000-0003-2870-6358Adalet Hazar2https://orcid.org/0000-0002-1483-8360Başkent ÜniversitesiBaşkent ÜniversitesiBaşkent ÜniversitesiThe aim of this study is to determine the factors affecting the liquidity risk of deposit banks in Turkey. In this context, 10 deposit banks with the highest asset size according to their 2020 end of year financial tables were included to the sample and the quarterly data for the 2010-2020 period were tested by static panel data analysis. According to the model results, it is determined that "Equity / Total Assets", "Money Market Funds/Total Assets" and "Inflation" variables affect the liquidity risk. It is also important and specific for the study that the “Money Market Funds/Total Assets” ratio is a determining factor in the liquidity risk, in terms of the literature contribution of the study.https://dergipark.org.tr/en/download/article-file/1913237li̇kidite riskipanel veri analizibankacılık sektörüliquidity riskpanel data analysisbanking sector |
| spellingShingle | Bade Ekim Kocaman Şenol Babuşcu Adalet Hazar FACTORS AFFECTING LIQUIDITY RISK- AN EMPIRICAL ANALYSIS ON TURKISH BANKING SECTOR Mehmet Akif Ersoy Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi li̇kidite riski panel veri analizi bankacılık sektörü liquidity risk panel data analysis banking sector |
| title | FACTORS AFFECTING LIQUIDITY RISK- AN EMPIRICAL ANALYSIS ON TURKISH BANKING SECTOR |
| title_full | FACTORS AFFECTING LIQUIDITY RISK- AN EMPIRICAL ANALYSIS ON TURKISH BANKING SECTOR |
| title_fullStr | FACTORS AFFECTING LIQUIDITY RISK- AN EMPIRICAL ANALYSIS ON TURKISH BANKING SECTOR |
| title_full_unstemmed | FACTORS AFFECTING LIQUIDITY RISK- AN EMPIRICAL ANALYSIS ON TURKISH BANKING SECTOR |
| title_short | FACTORS AFFECTING LIQUIDITY RISK- AN EMPIRICAL ANALYSIS ON TURKISH BANKING SECTOR |
| title_sort | factors affecting liquidity risk an empirical analysis on turkish banking sector |
| topic | li̇kidite riski panel veri analizi bankacılık sektörü liquidity risk panel data analysis banking sector |
| url | https://dergipark.org.tr/en/download/article-file/1913237 |
| work_keys_str_mv | AT badeekimkocaman factorsaffectingliquidityriskanempiricalanalysisonturkishbankingsector AT senolbabuscu factorsaffectingliquidityriskanempiricalanalysisonturkishbankingsector AT adalethazar factorsaffectingliquidityriskanempiricalanalysisonturkishbankingsector |