Adverse effects of Interbank funds on bank efficiency: evidence from Turkish banking sector

Aysan, Ahmet Faruk and Ertek, Gürdal and Öztürk, Seçil (2011) Adverse effects of Interbank funds on bank efficiency: evidence from Turkish banking sector. In: Meryem, Fethi and Chrysovalantis, Gaganis and Pasiouras, Fotios and Zopounidis, Constantin, (eds.) Global Trends in the Efficiency and Risk Management of Financial Services. Elsevier, Holland. (Accepted/In Press)

Warning
There is a more recent version of this item available.
[thumbnail of Adverse Effects of Interbank Funds on Bank Efficiency:  Evidence from Turkish Banking Sector] PDF (Adverse Effects of Interbank Funds on Bank Efficiency: Evidence from Turkish Banking Sector)
aysan_ertek_ozturk.pdf

Download (548kB)
Official URL: http://www.elsevier.com

Abstract

This paper investigates the relationship between interbank funds and efficiencies is for the commercial banks operating in Turkey between 2001-2006. Data Envelopment Analysis (DEA) is executed to find the efficiency scores of the banks for each year, and fixed effects panel data regression is carried out, with the efficiency scores being the response variable. It is observed that interbank funds (ratio) has negative effects on bank efficiency, while bank capitalization and loan ratio have positive, and profitability has insignificant effects. Our study serves as an illustrative evidence that interbank funds can have adverse effects in an emerging market.
Item Type: Book Section / Chapter
Uncontrolled Keywords: Turkish Banking Sector; Interbank Funds; Data Envelopment Analysis; Efficiency; Panel Regression; Cluster Analysis
Subjects: H Social Sciences > HD Industries. Land use. Labor > HD0041 Competition
H Social Sciences > HG Finance > HG1501-3550 Banking
H Social Sciences > HB Economic Theory > HB135-147 Mathematical economics. Quantitative methods
H Social Sciences > HG Finance
H Social Sciences > HG Finance > HG3691-3769 Credit. Debt. Loans
T Technology > T Technology (General) > T055.4-60.8 Industrial engineering. Management engineering
H Social Sciences > HF Commerce > HF5601 Accounting
T Technology > T Technology (General) > T055.4-60.8 Industrial engineering. Management engineering > T57.6-57.97 Operations research. Systems analysis
H Social Sciences > HF Commerce > HF4999.2-6182 Business
Divisions: Faculty of Engineering and Natural Sciences > Academic programs > Manufacturing Systems Eng.
Faculty of Engineering and Natural Sciences
Depositing User: Gürdal Ertek
Date Deposited: 24 Jan 2012 14:36
Last Modified: 26 Apr 2022 08:27
URI: https://research.sabanciuniv.edu/id/eprint/18808

Available Versions of this Item

Actions (login required)

View Item
View Item