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THE EFFECT OF COVID-19 PANDEMIC ON LIQUIDITY AND PROFITABILITY STRUCTURE OF DEPOSIT BANKS: AN ANALYSIS ON BIST BANKING INDEX

Year 2022, Volume: 24 Issue: COVID-19 Özel Sayısı, 194 - 210, 30.06.2022
https://doi.org/10.31460/mbdd.1060604

Abstract

The study examines the impact of the Covid-19 Pandemic on the liquidity and profitability of deposit banks in the BIST Banking Index. While the years 2017, 2018 and 2019 were chosen as the pre-covid period, the year 2020 was chosen to represent the covid period. In order to measure liquidity, the Liquid Assets/Short-Term Liabilities ratio was used and the Return on Equity (ROE) was used as the profitability ratio. Wilcoxon signed-rank test was used to measure the relationship between variables in the study. As a result of the study, a significant relationship was found between the liquidity of deposit banks and the covid-19 pandemic in 2017. As a result of the analysis applied to the other two periods, 2018 and 2019, before Covid, no significant relationship was found between the pandemic and liquidity. On the other hand, while a statistically significant relationship was found between profitability and covid-19 pandemic in 2017 and 2018 before Covid, no significant relationship was found with 2019.

References

  • Afkar, T., & Fauziyah, F. (2021). Predictions and Trends Profitability for Islamic Commercial Banks in Indonesia During The Covıd-19 Pandemic. International Journal of Economics, Business and Accounting Research, 5(1) http://jurnal.stie-aas.ac.id/index.php/IJEBAR/article/view/2136
  • Ahadıat, A., & Kesumah, F. S. D. (2021). Risk Measurement and Stock Prices during the COVID-19 Pandemic: An Empirical Study of State-Owned Banks in Indonesia. The Journal of Asian Finance, Economics and Business, 8(6), 819-828. https://doi.org/10.13106/jafeb.2021.vol8.no6.0819
  • Amnim, O. E. L., Aipma, O. P. C., & Obiora Fabian, C. (2021). Impact of Covid-19 Pandemic on Liquidity and Profitability of Firms in Nigeria. Social Sciences, 11(3), 1331-1344. http://dx.doi.org/10.6007/IJARBSS/v11-i3/9229
  • Aydın Y. (2019). Türk Bankacılık Sektöründe Karlılığı Etkileyen Faktörlerin Panel Veri Analizi ile İncelenmesi. Gümüşhane Üniversitesi Sosyal Bilimler Enstitüsü Elektronik Dergisi, 10(1), 181-189. https://dergipark.org.tr/en/pub/gumus/issue/44146/486202
  • Bankacılık Düzenleme ve Denetleme Kurumu. (2021, Ekim). Türk Bankacılık sektörü Temel Göstergeleri, https://www.bddk.org.tr/Veri/EkGetir/8?ekId=70.
  • Bumin, M. (2009). Türk Bankacilik Sektörünün Karlilik Analizi: 2002-2008. Maliye ve Finans Yazıları, 1(84), 39-60. https://dergipark.org.tr/en/pub/mfy/issue/16296/170845
  • Çelik, S., & Kaya, F. (2019). Banka Kârlılığına Etki Eden Mikro Değişkenler: Türk Bankacılık Sektörü Üzerine Bir Araştırma. Bolu Abant İzzet Baysal Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 19(3), 765-788. https://doi.org/10.11616/basbed.v19i49542.594328
  • Demirgüç-Kunt, A., Pedraza, A., & Ruiz-Ortega, C. (2021). Banking Sector Performance During the Covid-19 Crisis. Journal of Banking & Finance, 133, 106305. https://doi.org/10.1016/j.jbankfin.2021.106305
  • Demirel, S. & Ulusoy, A. (2021). Türk Bankacılık Sisteminde Karlılık Üzerinde Etkili Olan Faktörlerin Belirlenmesi. Bankacılık ve Sermaye Piyasası Araştırmaları Dergisi, 5(11), 20-48. https://dergipark.org.tr/en/download/article-file/1777144
  • Dong, Y. (2021). The Impact of the COVID-19 Pandemic on the Banking Sector: Evidence from China and the US. (Master Thesis in Business Administration, Jönköping University). https://www.diva-portal.org/smash/get/diva2:1619647/FULLTEXT01.pdf
  • Heikal, M., Khaddafi, M., & Ummah, A. (2014). Influence Analysis of Return on Assets (ROA), Return on Equity (ROE), Net Profit Margin (NPM), Debt to Equity Ratio (DER), and Current Ratio (CR), Against Corporate Profit Growth in Automotive in Indonesia Stock Exchange. International Journal of Academic Research in Business and Social Sciences, 4(12), 101. http://dx.doi.org/10.6007/IJARBSS/v4-i12/1331
  • Işık, A & Akdoğan, N. (2021). Covid-19’un Türk Bankacılık Sektöründeki Mevduat Bankalarına Etkileri. Muhasebe ve Denetime Bakış, 21(63), 111-138. https://dergipark.org.tr/en/download/article-file/1536776
  • Ohyver, M., Moniaga, J. V., Sungkawa, I., Subagyo, B. E., & Chandra, I. A. (2019). The Comparison Firebase Realtime Database and MySQL Database Performance Using Wilcoxon Signed-Rank Test. Procedia Computer Science, 157, 396-405. https://doi.org/10.1016/j.procs.2019.08.231
  • Paul, S. C., & Rahman, M. A. (2021). Current Assets, Current Liabilities and Profitability: A Cross Industry Analysis. Journal of Asian Business Strategy, 11(1), 55-68. https://doi.org/10.18488/journal.1006.2021.111.55.68
  • Petersen, M. A., & Schoeman, I. (2008). Modeling of Banking Profit Via Return-On-Assets and Return-On-Equity. In Proceedings of the World Congress on Engineering, 2, 1-6. http://www.iaeng.org/publication/WCE2008/WCE2008_pp828-833.pdf
  • Rahmi, Y., & Sumirat, E. (2021). A Study of The Impact of Alma on Profitability During the COVID-19 Pandemic. International Journal of Business, Economics, and Law, 24, 54-65. http://ijbel.com/wp-content/uploads/2021/04/IJBEL24-036.pdf
  • Türkiye Bankalar Birliği. (2021, Mayıs). Bankalarımız 2020 Kitabı, https://www.tbb.org.tr/Content/Upload/Dokuman/7766/Bankalarimiz_2020.pdf.
  • Türkdönmez, C. S., & Babuşcu, Ş. (2019). Bankaların Karlılık Performansını Etkileyen Faktörler. Başkent Üniversitesi Ticari Bilimler Fakültesi Dergisi, 3(1), 37-54. https://dergipark.org.tr/en/download/article-file/694436
  • World Health Organization. (2022, Ocak). COVID-19 ile İlgili Haftalık Epidemiyolojik Güncelleme, https://www.who.int/publications/m/item/weekly-epidemiological-update-on-covid-19---6-january-2022.

COVID-19 PANDEMİSİNİN MEVDUAT BANKALARININ LİKİDİTE VE KARLILIK YAPISINA ETKİSİ: BİST BANKACILIK ENDEKSİ ÜZERİNE BİR İNCELEME

Year 2022, Volume: 24 Issue: COVID-19 Özel Sayısı, 194 - 210, 30.06.2022
https://doi.org/10.31460/mbdd.1060604

Abstract

Çalışma Covid-19 Pandemisinin BİST Bankacılık Endeksinde yer alan mevduat bankalarının likidite ve karlılığı üzerindeki etkisini incelemektedir. Covid öncesi dönem olarak 2017, 2018 ve 2019 yılları seçilirken covid dönemini temsilen 2020 yılı seçilmiştir. Likiditeyi ölçmek için Likit Aktifler/Kısa Vadeli Yükümlülükler oranı kullanılırken karlılık oranı olarak da Özkaynak Karlılığı (ROE) kullanılmıştır. Çalışmada değişkenler arasındaki ilişkiyi ölçmek için Wilcoxon işaretli sıralar testi kullanılmıştır. Çalışma sonucunda 2017 yılında mevduat bankalarının likiditesi ile covid-19 pandemisi arasında anlamlı bir ilişki tespit edilmiştir. Covid öncesi diğer iki dönem olan 2018 ve 2019 yıllarına uygulanan analiz sonucunda ise pandemi ile likidite arasında anlamlı bir ilişki tespit edilememiştir. Diğer taraftan Covid öncesi 2017 ve 2018 yıllarında karlılık ve covid-19 pandemisi arasında istatistiksel olarak anlamlı bir ilişki tespit edilirken, 2019 yılı ile anlamlı bir ilişki tespit edilememiştir.

References

  • Afkar, T., & Fauziyah, F. (2021). Predictions and Trends Profitability for Islamic Commercial Banks in Indonesia During The Covıd-19 Pandemic. International Journal of Economics, Business and Accounting Research, 5(1) http://jurnal.stie-aas.ac.id/index.php/IJEBAR/article/view/2136
  • Ahadıat, A., & Kesumah, F. S. D. (2021). Risk Measurement and Stock Prices during the COVID-19 Pandemic: An Empirical Study of State-Owned Banks in Indonesia. The Journal of Asian Finance, Economics and Business, 8(6), 819-828. https://doi.org/10.13106/jafeb.2021.vol8.no6.0819
  • Amnim, O. E. L., Aipma, O. P. C., & Obiora Fabian, C. (2021). Impact of Covid-19 Pandemic on Liquidity and Profitability of Firms in Nigeria. Social Sciences, 11(3), 1331-1344. http://dx.doi.org/10.6007/IJARBSS/v11-i3/9229
  • Aydın Y. (2019). Türk Bankacılık Sektöründe Karlılığı Etkileyen Faktörlerin Panel Veri Analizi ile İncelenmesi. Gümüşhane Üniversitesi Sosyal Bilimler Enstitüsü Elektronik Dergisi, 10(1), 181-189. https://dergipark.org.tr/en/pub/gumus/issue/44146/486202
  • Bankacılık Düzenleme ve Denetleme Kurumu. (2021, Ekim). Türk Bankacılık sektörü Temel Göstergeleri, https://www.bddk.org.tr/Veri/EkGetir/8?ekId=70.
  • Bumin, M. (2009). Türk Bankacilik Sektörünün Karlilik Analizi: 2002-2008. Maliye ve Finans Yazıları, 1(84), 39-60. https://dergipark.org.tr/en/pub/mfy/issue/16296/170845
  • Çelik, S., & Kaya, F. (2019). Banka Kârlılığına Etki Eden Mikro Değişkenler: Türk Bankacılık Sektörü Üzerine Bir Araştırma. Bolu Abant İzzet Baysal Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 19(3), 765-788. https://doi.org/10.11616/basbed.v19i49542.594328
  • Demirgüç-Kunt, A., Pedraza, A., & Ruiz-Ortega, C. (2021). Banking Sector Performance During the Covid-19 Crisis. Journal of Banking & Finance, 133, 106305. https://doi.org/10.1016/j.jbankfin.2021.106305
  • Demirel, S. & Ulusoy, A. (2021). Türk Bankacılık Sisteminde Karlılık Üzerinde Etkili Olan Faktörlerin Belirlenmesi. Bankacılık ve Sermaye Piyasası Araştırmaları Dergisi, 5(11), 20-48. https://dergipark.org.tr/en/download/article-file/1777144
  • Dong, Y. (2021). The Impact of the COVID-19 Pandemic on the Banking Sector: Evidence from China and the US. (Master Thesis in Business Administration, Jönköping University). https://www.diva-portal.org/smash/get/diva2:1619647/FULLTEXT01.pdf
  • Heikal, M., Khaddafi, M., & Ummah, A. (2014). Influence Analysis of Return on Assets (ROA), Return on Equity (ROE), Net Profit Margin (NPM), Debt to Equity Ratio (DER), and Current Ratio (CR), Against Corporate Profit Growth in Automotive in Indonesia Stock Exchange. International Journal of Academic Research in Business and Social Sciences, 4(12), 101. http://dx.doi.org/10.6007/IJARBSS/v4-i12/1331
  • Işık, A & Akdoğan, N. (2021). Covid-19’un Türk Bankacılık Sektöründeki Mevduat Bankalarına Etkileri. Muhasebe ve Denetime Bakış, 21(63), 111-138. https://dergipark.org.tr/en/download/article-file/1536776
  • Ohyver, M., Moniaga, J. V., Sungkawa, I., Subagyo, B. E., & Chandra, I. A. (2019). The Comparison Firebase Realtime Database and MySQL Database Performance Using Wilcoxon Signed-Rank Test. Procedia Computer Science, 157, 396-405. https://doi.org/10.1016/j.procs.2019.08.231
  • Paul, S. C., & Rahman, M. A. (2021). Current Assets, Current Liabilities and Profitability: A Cross Industry Analysis. Journal of Asian Business Strategy, 11(1), 55-68. https://doi.org/10.18488/journal.1006.2021.111.55.68
  • Petersen, M. A., & Schoeman, I. (2008). Modeling of Banking Profit Via Return-On-Assets and Return-On-Equity. In Proceedings of the World Congress on Engineering, 2, 1-6. http://www.iaeng.org/publication/WCE2008/WCE2008_pp828-833.pdf
  • Rahmi, Y., & Sumirat, E. (2021). A Study of The Impact of Alma on Profitability During the COVID-19 Pandemic. International Journal of Business, Economics, and Law, 24, 54-65. http://ijbel.com/wp-content/uploads/2021/04/IJBEL24-036.pdf
  • Türkiye Bankalar Birliği. (2021, Mayıs). Bankalarımız 2020 Kitabı, https://www.tbb.org.tr/Content/Upload/Dokuman/7766/Bankalarimiz_2020.pdf.
  • Türkdönmez, C. S., & Babuşcu, Ş. (2019). Bankaların Karlılık Performansını Etkileyen Faktörler. Başkent Üniversitesi Ticari Bilimler Fakültesi Dergisi, 3(1), 37-54. https://dergipark.org.tr/en/download/article-file/694436
  • World Health Organization. (2022, Ocak). COVID-19 ile İlgili Haftalık Epidemiyolojik Güncelleme, https://www.who.int/publications/m/item/weekly-epidemiological-update-on-covid-19---6-january-2022.
There are 19 citations in total.

Details

Primary Language Turkish
Subjects Business Administration
Journal Section MAIN SECTION
Authors

Nevzat Çalış 0000-0002-5604-0728

Şakir Sakarya 0000-0003-2510-7384

Early Pub Date June 6, 2022
Publication Date June 30, 2022
Submission Date January 20, 2022
Published in Issue Year 2022 Volume: 24 Issue: COVID-19 Özel Sayısı

Cite

APA Çalış, N., & Sakarya, Ş. (2022). COVID-19 PANDEMİSİNİN MEVDUAT BANKALARININ LİKİDİTE VE KARLILIK YAPISINA ETKİSİ: BİST BANKACILIK ENDEKSİ ÜZERİNE BİR İNCELEME. Muhasebe Bilim Dünyası Dergisi, 24(COVID-19 Özel Sayısı), 194-210. https://doi.org/10.31460/mbdd.1060604