Sermaye Kisitlari ve Kredi Buyumesi: Mekanik Bir Analiz

Koray Alper, Mehmet Çolak () and Ertan Tok

CBT Research Notes in Economics from Research and Monetary Policy Department, Central Bank of the Republic of Turkey

Abstract: [TR] Bu calismada Turk bankacilik sektorunde sermaye yeterliligi, karlilik ve kredi buyumesi arasindaki iliski matematiksel olarak ifade edilerek, degiskenler arasinda uzun ve kisa donemli etkilesimler niceliksel olarak irdelenmektedir. Analizler, uzun donemde yuksek SYR ve gorece hizli bir kredi buyumesinin bir arada gerceklesmesine imkan verecek karlilik oranlarinin mevcut oranlardan bir miktar daha yuksek olduguna isaret etmektedir. Ote yandan, sektorun mevcut sermaye tamponlarinin guclu bir kredi buyumesini, karlilik oranlarinin toparlanmasina uzunca bir sure taniyabilecek olcude saglam oldugu degerlendirilmektedir. [EN] This study aims to mathematically express the relationship among capital adequacy, profitability, and credit growth in Turkish banking sector and to investigate quantitatively the short-run dynamics and long-run equilibrium relations among these variables. The results demonstrate that profitability levels that would enable banks to sustain high credit growth and high capital adequacy rates in the long run are slightly higher than the current levels. However, current capital buffers are large enough to give a considerable time for profitability rates to recover while supporting relatively strong credit growth rates.

Date: 2016
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