CAMELS Oranları İle Mevduat Bankalarının Finansal Performansı: Bileşik Endeks Yaklaşımı

Abstract

CAMELS rating system are used means of remote surveillance. This indicator including six sub-indicators namely, capital adequacy, asset quality, management quality, earning, liquidity, sensitivity to market. The aim of this study is to evaluate bank performances by using CAMELS ratios. In this study, firstly, an index was constructed for each component with DEAlike model and later was created CAMELS composite index. At first, index value was obtained of each bank and sorted. Then by, the arithmetic means of the index values found for each component was taken as the ultimate composite index value and was made a general ranking. As a result, composite index was created. Result of analysis in capital adequacy, Arap Turk Bank, Citibank and Turkish Bank was ranked among the top three. In the asset quality, Turkey Vakıfbank, Fibabank and Turkish Bank while these banks in the first place, for management quality, T.C. Ziraat Bank, Akbank and Turkey Halk Bank the highest index is the most valuable banks. In the earning, T.C. Ziraat Bank, Citibank and Akbank found the banks with the best efficiency. In the liquidity, Arap Turk Bank, Turkey Garanti Bank and Citibank are ranked among the top three. As the last component, in the sensitivity to market, Turkish Bank, Alternatifbank and Arap Türk Bank. To make a general assessment, that in according to composite index which created from CAMELS rates, Citibank, Arap Turk Bank and Turkish Bank are in the top places, but Sekerbank, Turkland Bank and Finansbank are in the last places.

Financial Performance Evaluating and Ranking Approach for Banks in Bist Sustainability Index Using Topsis and K-Means Clustering Method

“…MCDM approaches appraise financial and/or non-financial criteria for performance evaluation of banks (Chang, 2006;Dubey & Sangle, 2019;Ho & Wu, 2006;Fukuyama & Matousek, 2017;Hunjak & Jakovčević, 2001;Hussain & Hoque, 2002;Ic et al, 2020;Kumar, Malathy & Ganesh, 2010;Misra & Arrawatia, 2013;Shah, Wu & Korotkov, 2019;Shaverdi, Akbari & Fallah Tafti, 2011;Wu, Tzeng & Chen, 2009). MCDM techniques have also been used to evaluate and compare the financial performance of banks in Turkey (Bayrakdaroğlu & Ege, 2008;Çetin & Çetin, 2010;Doğan, 2013;Ertuğrul & Karakaşoğlu, 2009;Gökalp, 2015;Kabakcı & Sarı (2019); Kalıntaş & Özarı, 2019;Kandemir & Karataş, 2016;Keten & Çağlar, 2019;Önder, Taş & Hepşen, 2014;Özdemir, 2013;Seçme, Bayrakdaroğlu & Kahraman, 2009;Tüysüz & Yıldız, 2020). On the other hand, there are many different methods for measuring the efficiency and productivity of the banking system (Assaf, Matousek & Tsionas, 2013;Fang, Hasan & Marton, 2011;Tecles & Tabak, 2010).…”