How Does Transparency Affect Bank Risk and Performance? Evidence from Turkey

• Autorzy: Meryem Șahan , Ibrahim Halil Eksi , Nuri Hacievliyagil

Warianty tytułu

Jak przejrzystość wpływa na ryzyko i wyniki banku? Dane z Turcji

• Języki publikacji: EN

Abstrakty

EN

Purpose: The main objective of this study is to investigate the effect of transparency on the performance of banks, which are among the most important units of the financial sector. Methodology: The Generalized Method of Moments (GMM) analysis was applied using the annual data from 22 deposit banks operating in Turkey. Four models related to profitability, credit risk, deposits, and stock returns were established by calculating a transparency score derived on the basis of 106 criteria for each year and for each bank. Findings: According to the GMM results, it was observed that transparency, credit risk, and profitability were negatively correlated, while stock returns had a positive relationship. Research limitations: There are not enough public-traded banks, especially in the stock returns section. Although this research has the largest sample size among the studies conducted to date, all banks in Turkey could not be included in its scope. Value: The analysis reveals the importance of reporting and sharing information from banks. Banks should set a transparency criterion, and a transparency score should be established using the researched criterion. (original abstract)

Cel: Głównym celem opracowania jest zbadanie wpływu przejrzystości na wyniki banków, które należą do najważniejszych jednostek sektora finansowego. Metodologia: do analizy z wykorzystaniem uogólnionej metody momentów (Generalized Method of Moments, GMM) wykorzystano dane roczne z 22 banków depozytowych działających w Turcji. 0pracowano cztery modele związane z rentownością, ryzykiem kredytowym, depozytami i stopami zwrotu z akcji. Dokonano tego poprzez obliczenie wyniku oceny przejrzystości uzyskanego na podstawie 106 kryteriów dla każdego roku i dla każdego banku. Wyniki: Zgodnie z wynikami GMM zaobserwowano, że przejrzystość, ryzyko kredytowe i rentowność były ze sobą ujemnie skorelowane, podczas gdy stopy zwrotu z akcji wykazały związek pozytywny. Ograniczenia badawcze: liczba banków notowanych na giełdzie, zwłaszcza w sekcji stóp zwrotu z akcji, jest niewystarczająca. Chociaż badana próba była największa spośród prób wykorzystanych w dotychczasowych badaniach, nie było możliwości objęcia jej zakresem wszystkich banków działających w Turcji. Wartość: Analiza wykazuje znaczenie raportowania i udostępniania informacji z banków. Banki powinny określić kryterium przejrzystości, a wynik oceny przejrzystości należy ustalić z wykorzystaniem badanego kryterium. (abstrakt oryginalny)

Słowa kluczowe

EN

Banks; Banking risk; Banks finance; Generalized method of moments (GMM); Transparency

PL

Banki; Ryzyko bankowe; Finanse banków; Uogólniona metoda momentów; Przejrzystość

• Czasopismo: Problemy Zarządzania
• Rocznik: 2022
• Tom: 20
• Numer: nr 3 (97)
• Strony: 148--168

Twórcy

autor

Meryem Șahan

• Gaziantep University, Turkey

autor

Ibrahim Halil Eksi

• Gaziantep University, Turkey

autor

Nuri Hacievliyagil

• Inonu University, Turkey

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Identyfikatory

DOI

10.7172/1644-9584.97.8