Araştırma Makalesi
BibTex RIS Kaynak Göster

Yıl 2018, Cilt: 13 Sayı: 51, 256 - 266, 31.07.2018

Ramazan Ekinci

Öz

Kaynakça

  • Altunbas, Y., Liu, M.H., Molyneux, P ve Seth, R. 2000. “Efficiency and Risk in Japanese Banking”, Journal of Banking and Finance, 24, 1605–1628.
  • Altunbas, Y., Carbo, S., Gardener., E ve Molyneux, P. 2007. “Examining the Relationships between Capital, Risk, and Efficiency in European Banking”, European Financial Management, 13 (1), 49-70.
  • Allen, L., & Rai, A. 1996. “Operational Efficiency in Banking: An International Comparison”, Journal of Banking and Finance, 20, 655-672.
  • Andrieş, M.A. ve Căpraru, B. 2014. “The Nexus between Competition and Efficiency: The European Banking Industries Experience”, International Business Review, 23 (3), 566-579.
  • Battese, G.E. ve Coelli J. T. 1995. “A Model for Technical Inefficiency Effects in a Stochastic Frontier Production Function for Panel Data”, Empirical Economics, 20,325–332.
  • Berger, A.N., & DeYoung, R. 1997. “Problem Loans and Cost Efficiency in Commercial Banks”, Journal of Banking and Finance, 21, 849–870.
  • Claessens, S., & Horen Van, N. 2012. “Foreign Banks: Trends, Impact and Financial Stability”, Working paper, 330, 2–23.
  • Clerides, S., Delis, M. ve Kokas, S. 2013. “A New Data Set on Bank Competition in National Banking Markets”, Finacial Markets, Institutions & Instruments, 24 (2-3), 267-331.
  • Dietsch, M. ve Lozano-Vivas, A. 2000. “How the Environment Determines Banking Efficiency: A Comparison between French and Spanish Industries”, Journal of Banking and Finance, 24, 985–1004.
  • Farrell, J. M. 1957. “The Measurement of Productive Efficiency”, Journal of Royal Statistical Society, 120, 253- 90.
  • Falkena, H., Davel, G., Hawkins, P., Llewellyn, D., Luus, C., Masilela, E., Parr, G., Pienaar, J., & Shaw, H. 2004. “Competition in South African Banking”, Task Group Report for The National Treasury & the South African Reserve Bank, April.
  • Hasan, I., & Marton, K. 2003. “Development and Efficiency of the Banking Sector in a Transitional Economy: Hungarian Experience”, Journal of Banking and Finance, 27, 2249-2271.
  • Hassan, K., & Sanchez, B. 2007. Efficiency determinants and dynamic efficiency changes in Latin American banking industries. Networks Financial Institute, Working Papers, No. 32. Indiana University
  • Hollo, D. ve Nagy, M. 2006. “Bank Efficiency in the Enlarged European Union”, BIS Papers, 28, 217-235.
  • Kablan, S. 2010. “Banking efficiency and financial development in SubSaharan Africa”, IMF working papers, No. WP/10/136.
  • Kasman, A. ve Yildirim, C. 2006. “Cost and Profit Efficiency in Transition Banking: The Case of New EU Members”, Applied Economics, 38, 1079-1090.
  • Kosak, M., Zajc, P. ve Zoric, J. 2009. “Bank Efficiency Differences in the New EU Member States”, Baltic Journal of Economics, 9 (2), 67-90.
  • Kök, R. 1991. “Endüstriyel Verimlilik ve Etkinlik: Bir Uygulama (Türkiye Şeker Endüstrisinde Karşılaştırmalı Verimlilik ve Etkinlik Analizi)”, Atatürk Üniversitesi Yayınları, No:81, Erzurum.
  • Lensink, R., Meesters., A. ve Naaborg., I. 2008. “Bank Efficiency and Foreign Ownership: Do Good Institutions Matter?” Journal of Banking and Finance, 32, 834–844.Lozano-Vivas, A., & Pasiouras, F. 2010. “The Impact of Non-Traditional Activities on the Estimation of Bank Efficiency: International Evidence”, Journal of Banking and Finance, 34,1436–1449.
  • Lovell, C.A.K. 1993. “Production frontiers and productive efficiency”, Oxford University Press, Oxford. 3-67.
  • Mamatzakis, E., Staikouras, C., & Koutsomanoli-Filippaki, A. 2008. “Bank Efficiency in the New European Union Member States: Is There Convergence?”, International Review of Financial Analysis, 17, 1156-1172.
  • Maudos, J., Pastor, J., Perez, F.M. ve Quesada, J. 2002a. “Cost and Profit Efficiency in European Banks”, Journal of International Financial Markets, Institutions and Money, 12, 33–58.
  • Maudos, J., Pastor, M.J. ve Pérez, F. 2002. “Competition and Efficiency in the Spanish Banking Sector: The Importance of Specialisation, Applied Financial Economics, 12, 505-516.
  • Pasiouras, F., Tanna., S. ve Zopounidis, C. 2009. “The Impact of Banking Regulations, on Banks’ Cost and Profit Efficiency: Cross-country Evidence”, International Review of Financial Analysis, 18, 294– 302.
  • Sengupta, J.K. 1999. “A Dynamic Efficiency Model using Data Envelopment Analysis”, International Journal of Production Economics, 62, 209–218.
  • Sun, L., & Change, T.P. 2011. “A Comprehensive Analysis of the Effects of Risk Measures on Bank Efficiency”, Journal of Banking and Finance, 35, 1727-1735.
  • Weill, Laurent. 2003a. “Is There a Gap in Bank Efficiency between CEE and Western European Countries?”, Comparative Economic Studies, 49, 101-127.
  • Weill, L. 2009. “Convergence in Banking Efficiency across European Countries”, Journal of International Financial Markets, Institutions and Money, 19 (5), 818-833.
  • Yildirim, S., & Philippatos, G.C. 2007. “Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000”, The European Journal of Finance, 13 (2), 123-143.

Avrupa Birliği Bankacılık Endüstrisinde Maliyet Etkinliği ve Belirleyenleri: Stokastik Sınır Analizi

Yıl 2018, Cilt: 13 Sayı: 51, 256 - 266, 31.07.2018

Ramazan Ekinci

Öz

Bu çalışmada 2006 – 2014 dönemleri arasında 26
Avrupa Birliği (AB) ülkesinde faaliyet gösteren 156 ticari bankanın maliyet
etkinliği ve belirleyenleri incelenmektedir. Maliyet etkinsizliğine yol açan firma içi ve firma dışı faktörlerin analizinde
Battese ve Coelli (1995) modelinden yararlanılmaktadır. Elde edilen
bulgulara göre, maliyet etkinliğinin,
küresel kriz ve özellikle 2010 sonrasında başlayan Avrupa borç krizi dönemleri
ile birlikte azaldığı görülmektedir. Özsermaye rasyosu, maliyet – gelir
oranı, sermaye düzenleme rasyosu (tier 1), net faiz marjı ve kriz kuklası ile
maliyet etkinsizliği arasında pozitif bir ilişki bulunurken; likidite riski,
kredi riski, aktif büyüklüğü, özsermaye karlılığı, aracılık oranı katsayısı,
yoğunlaşma oranı ve ekonomik büyüme değişkenleri ile maliyet etkinsizliği
arasında negatif bir ilişki tespit edilmiştir.

Anahtar Kelimeler

AB Etk SFA

Kaynakça

  • Altunbas, Y., Liu, M.H., Molyneux, P ve Seth, R. 2000. “Efficiency and Risk in Japanese Banking”, Journal of Banking and Finance, 24, 1605–1628.
  • Altunbas, Y., Carbo, S., Gardener., E ve Molyneux, P. 2007. “Examining the Relationships between Capital, Risk, and Efficiency in European Banking”, European Financial Management, 13 (1), 49-70.
  • Allen, L., & Rai, A. 1996. “Operational Efficiency in Banking: An International Comparison”, Journal of Banking and Finance, 20, 655-672.
  • Andrieş, M.A. ve Căpraru, B. 2014. “The Nexus between Competition and Efficiency: The European Banking Industries Experience”, International Business Review, 23 (3), 566-579.
  • Battese, G.E. ve Coelli J. T. 1995. “A Model for Technical Inefficiency Effects in a Stochastic Frontier Production Function for Panel Data”, Empirical Economics, 20,325–332.
  • Berger, A.N., & DeYoung, R. 1997. “Problem Loans and Cost Efficiency in Commercial Banks”, Journal of Banking and Finance, 21, 849–870.
  • Claessens, S., & Horen Van, N. 2012. “Foreign Banks: Trends, Impact and Financial Stability”, Working paper, 330, 2–23.
  • Clerides, S., Delis, M. ve Kokas, S. 2013. “A New Data Set on Bank Competition in National Banking Markets”, Finacial Markets, Institutions & Instruments, 24 (2-3), 267-331.
  • Dietsch, M. ve Lozano-Vivas, A. 2000. “How the Environment Determines Banking Efficiency: A Comparison between French and Spanish Industries”, Journal of Banking and Finance, 24, 985–1004.
  • Farrell, J. M. 1957. “The Measurement of Productive Efficiency”, Journal of Royal Statistical Society, 120, 253- 90.
  • Falkena, H., Davel, G., Hawkins, P., Llewellyn, D., Luus, C., Masilela, E., Parr, G., Pienaar, J., & Shaw, H. 2004. “Competition in South African Banking”, Task Group Report for The National Treasury & the South African Reserve Bank, April.
  • Hasan, I., & Marton, K. 2003. “Development and Efficiency of the Banking Sector in a Transitional Economy: Hungarian Experience”, Journal of Banking and Finance, 27, 2249-2271.
  • Hassan, K., & Sanchez, B. 2007. Efficiency determinants and dynamic efficiency changes in Latin American banking industries. Networks Financial Institute, Working Papers, No. 32. Indiana University
  • Hollo, D. ve Nagy, M. 2006. “Bank Efficiency in the Enlarged European Union”, BIS Papers, 28, 217-235.
  • Kablan, S. 2010. “Banking efficiency and financial development in SubSaharan Africa”, IMF working papers, No. WP/10/136.
  • Kasman, A. ve Yildirim, C. 2006. “Cost and Profit Efficiency in Transition Banking: The Case of New EU Members”, Applied Economics, 38, 1079-1090.
  • Kosak, M., Zajc, P. ve Zoric, J. 2009. “Bank Efficiency Differences in the New EU Member States”, Baltic Journal of Economics, 9 (2), 67-90.
  • Kök, R. 1991. “Endüstriyel Verimlilik ve Etkinlik: Bir Uygulama (Türkiye Şeker Endüstrisinde Karşılaştırmalı Verimlilik ve Etkinlik Analizi)”, Atatürk Üniversitesi Yayınları, No:81, Erzurum.
  • Lensink, R., Meesters., A. ve Naaborg., I. 2008. “Bank Efficiency and Foreign Ownership: Do Good Institutions Matter?” Journal of Banking and Finance, 32, 834–844.Lozano-Vivas, A., & Pasiouras, F. 2010. “The Impact of Non-Traditional Activities on the Estimation of Bank Efficiency: International Evidence”, Journal of Banking and Finance, 34,1436–1449.
  • Lovell, C.A.K. 1993. “Production frontiers and productive efficiency”, Oxford University Press, Oxford. 3-67.
  • Mamatzakis, E., Staikouras, C., & Koutsomanoli-Filippaki, A. 2008. “Bank Efficiency in the New European Union Member States: Is There Convergence?”, International Review of Financial Analysis, 17, 1156-1172.
  • Maudos, J., Pastor, J., Perez, F.M. ve Quesada, J. 2002a. “Cost and Profit Efficiency in European Banks”, Journal of International Financial Markets, Institutions and Money, 12, 33–58.
  • Maudos, J., Pastor, M.J. ve Pérez, F. 2002. “Competition and Efficiency in the Spanish Banking Sector: The Importance of Specialisation, Applied Financial Economics, 12, 505-516.
  • Pasiouras, F., Tanna., S. ve Zopounidis, C. 2009. “The Impact of Banking Regulations, on Banks’ Cost and Profit Efficiency: Cross-country Evidence”, International Review of Financial Analysis, 18, 294– 302.
  • Sengupta, J.K. 1999. “A Dynamic Efficiency Model using Data Envelopment Analysis”, International Journal of Production Economics, 62, 209–218.
  • Sun, L., & Change, T.P. 2011. “A Comprehensive Analysis of the Effects of Risk Measures on Bank Efficiency”, Journal of Banking and Finance, 35, 1727-1735.
  • Weill, Laurent. 2003a. “Is There a Gap in Bank Efficiency between CEE and Western European Countries?”, Comparative Economic Studies, 49, 101-127.
  • Weill, L. 2009. “Convergence in Banking Efficiency across European Countries”, Journal of International Financial Markets, Institutions and Money, 19 (5), 818-833.
  • Yildirim, S., & Philippatos, G.C. 2007. “Efficiency of Banks: Recent Evidence from the Transition Economies of Europe, 1993-2000”, The European Journal of Finance, 13 (2), 123-143.
Toplam 29 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Bölüm Makaleler
Yazarlar

Ramazan Ekinci

Yayımlanma Tarihi 31 Temmuz 2018
Yayımlandığı Sayı Yıl 2018 Cilt: 13 Sayı: 51

Kaynak Göster

APA Ekinci, R. (2018). Avrupa Birliği Bankacılık Endüstrisinde Maliyet Etkinliği ve Belirleyenleri: Stokastik Sınır Analizi. Yaşar Üniversitesi E-Dergisi, 13(51), 256-266.
AMA Ekinci R. Avrupa Birliği Bankacılık Endüstrisinde Maliyet Etkinliği ve Belirleyenleri: Stokastik Sınır Analizi. Yaşar Üniversitesi E-Dergisi. Temmuz 2018;13(51):256-266.
Chicago Ekinci, Ramazan. “Avrupa Birliği Bankacılık Endüstrisinde Maliyet Etkinliği Ve Belirleyenleri: Stokastik Sınır Analizi”. Yaşar Üniversitesi E-Dergisi 13, sy. 51 (Temmuz 2018): 256-66.
EndNote Ekinci R (01 Temmuz 2018) Avrupa Birliği Bankacılık Endüstrisinde Maliyet Etkinliği ve Belirleyenleri: Stokastik Sınır Analizi. Yaşar Üniversitesi E-Dergisi 13 51 256–266.
IEEE R. Ekinci, “Avrupa Birliği Bankacılık Endüstrisinde Maliyet Etkinliği ve Belirleyenleri: Stokastik Sınır Analizi”, Yaşar Üniversitesi E-Dergisi, c. 13, sy. 51, ss. 256–266, 2018.
ISNAD Ekinci, Ramazan. “Avrupa Birliği Bankacılık Endüstrisinde Maliyet Etkinliği Ve Belirleyenleri: Stokastik Sınır Analizi”. Yaşar Üniversitesi E-Dergisi 13/51 (Temmuz 2018), 256-266.
JAMA Ekinci R. Avrupa Birliği Bankacılık Endüstrisinde Maliyet Etkinliği ve Belirleyenleri: Stokastik Sınır Analizi. Yaşar Üniversitesi E-Dergisi. 2018;13:256–266.
MLA Ekinci, Ramazan. “Avrupa Birliği Bankacılık Endüstrisinde Maliyet Etkinliği Ve Belirleyenleri: Stokastik Sınır Analizi”. Yaşar Üniversitesi E-Dergisi, c. 13, sy. 51, 2018, ss. 256-6.
Vancouver Ekinci R. Avrupa Birliği Bankacılık Endüstrisinde Maliyet Etkinliği ve Belirleyenleri: Stokastik Sınır Analizi. Yaşar Üniversitesi E-Dergisi. 2018;13(51):256-6.