An Indicator Based Assessment Methodology Proposal for the Identification of Domestic Systemically Important Banks within the Turkish Banking Sector

Ozge ULKUTAS Sacci and Guven Sayilgan

Journal of BRSA Banking and Financial Markets, 2014, vol. 8, issue 2, 13-38

Abstract: This study aims to identify domestic systemically important banks (D-SIB) operating within the Turkish Banking Sector. In this regard, adopting an indicator based assessment methodology together with the cluster analysis application, banks in the sample are classified in terms of their degree of systemic importance by using publicly available year-end data of 2012. The study has shown that a total of 7 banks with the highest systemic importance clustered away from the remaining 21 banks in the sample and these 7 banks in the study have been defined as D-SIBs.

Keywords: Systemic Risk; Systemic Importance; Systemically Important Bank; Too Big To Fail; Cluster Analysis; Turkish Banking Sector (search for similar items in EconPapers)
JEL-codes: F65 G01 G21 (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:bdd:journl:v:8:y:2014:i:2:p:13-38

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