Risk Algısının Türkiye’de Bankacılık Sektörüne Etkileri: Bankacılık Sağlamlık Endeksi İle Bir Değerlendirme(The Effects of Risk Perception on Banking Sector in Turkey: An Assessment with Banking System Soundness Index)

Abstract

ÖZ

Banking Soundness Index for Turkey: The Principal Component Analysis Approach

“…The results obtained from the study were previously reported by Sanar and Kara (2016) who developed financial soundness, financial stability, and financial fragility indexes, Chadwick and Öztürk (2018), Aksu et al (2018) and were partially similar to the findings of Varlık and Varlık (2016). The periodic differences in the studies and the differences in the variables used upon generating the index are thought to account for such a difference.…”

“…The study concluded that there were deteriorations in the stability index during the periods through which economic conditions deteriorated. Varlık and Varlık (2016) developed a banking system soundness index for Turkey utilizing the monthly data obtained over the period 2004-2015 and examined the impact of risk perception towards Turkey on the index. The principal component analysis method was employed to create the index.…”

“…Unlike other studies, this study aims to develop a robustness index for the sector utilizing the variables that reflect the financial situation of the banking sector, which has been a single part of the financial system. In the literature, it is seen that Varlık and Varlık (2016) developed a banking soundness index for Turkey utilizing the variables pertinent to the balance sheet structure of the banking sector. Unlike the study, in order to create the banking soundness index, the indicator set related to the financial structure of the sector created by the IMF is taken into consideration in this study.…”