Entropi̇ Yöntemi̇ne Dayali Camels Performans Değerlendi̇rme Modeli̇: Türk Mevduat Bankalari Üzeri̇ne Bi̇r Uygulama

Abstract

CAMELS (Capital, Asset, Management, Earnings, Liquidity, Sensitivity) model is a very useful model for evaluating financial performance of banks. The measurability of the components and the ease of calculations have led to the widespread use of this model. Assigning weight values to CAMELS components and their subcriteria is important in the model. Considering that the change in weights leads to a change in the performance sequence, weighting is a significant problem. In the literature, there is no general rule for weighting. Therefore, in this study, Entropy method which is an objective method for weighting is suggested. Thus, a new CAMELS model based on entropy weighting was introduced. Applications 2002-2016 period as a group of commercial banks operating in Turkey performances were analyzed according to the ownership structure. In the study period, according to the total CAMELS scores, it was determined that the SEDBs (State Equity Deposit Banks) group performed better than the PEDBs (Private Equity Deposit Banks) and FEDBs (Foreign Equity Deposit Banks) groups.

Multi-Criteria Approach to Firm Performance Evaluation: An Application on the Banking Sector

“…In the study of Tufan and Kılıç (2019), the performance evaluation of logistics companies traded in BIST, Apan et al (2019) financial performance evaluation of banks, Akbulut (2019) performance analysis of İşbank, Ayçin (2019) performance evaluation of companies in the XYORT index, Ünlü et al (2016) financial performance evaluation of companies in BIST30 index, Bağcı and Rençber (2014) comparison of profitability performance of public and private banks, and Bulgurcu (2012) financial performance of technology companies traded in BIST carried out their assessment.…”