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Öğe Determining the factors of bank performance with a focus on risk and technical efficiency(World Scientific And Engineering Acad And Soc, 2008) Ozdincer, Begumhan; Ozyildirim, CenktanUnlike in the non-financial sector, the measurement of bank performance has to incorporate the multi task nature of banking and reflect the requirements of various stakeholders besides shareholders such as the regulators and the depositors who are equally important. To incorporate these features we measure a bank's technical efficiency, and various types of risk exposure and examine the impact of these measures on market to book values. We use panel regression to analyze the relationship of bank criteria with market to book values and our results show technical efficiency is priced in the market as well as the risk measures such as short-term repricing gap, adjusted return on solvency as well as the adjusted income cost ratio. We also find the takeovers to have a positive impact on market to book value.Öğe How do the risk taking behaviors of banks impact their profitability: An analysis of risk efficiency of Turkish banks(World Scientific And Engineering Acad And Soc, 2008) Ozyildirim, Cenktan; Ozdincer, BegumhanOne of the major determinants of bank performance is risk. In this study we combine the risk taking behavior and efficiency literature, by employing risk measures to assess performance with efficiency frontier models. Our empirical analysis extends the existing literature by examining the risk behavior of banks in different dimensions covering major risk measures such as capital adequacy ratio, short term repricing gap, and deposits ratio. The output variable for measuring performance is net profits adjusted for the cost of free capital. Our findings show that capital adequacy ratio negatively impacts adjusted profit performance. Overall, large banks and publicly held banks are more risk efficient compared to their counterparts.Öğe Stakeholder Returns of Islamic Banks Versus Conventional Banks(Routledge Journals, Taylor & Francis Ltd, 2018) Ozdincer, Begumhan; Yuce, AyseSharia principle shaping the Islamic banking model is most determinant on collection and deployment of funds with its ban on interest. This study aims to look at the results of funded activities in isolation for a healthier comparison between Islamic and conventional deposit banks with respect to their financial stakeholders. The differences are reflected as lower asset returns and lower returns for depositors of Islamic banks. These differences sustain throughout normal and crisis periods. Our findings show that despite differences in asset structures and returns, Islamic banks retain similar returns for shareholders to position themselves close to and in competition with their conventional counterparts.Öğe The Strategic Implications of Asset and Liability Allocation in the Turkish Banking Industry(Routledge Journals, Taylor & Francis Ltd, 2011) Ozyildirim, Cenktan; Ozdincer, BegumhanThis study aims to analyze whether banks' deviation from the mainstream in terms of asset and liability allocation enables them to perform better than their competition. Overall, deviation in the liability structure seems to have a significant impact on performance. In a second regression, the results obtained from the analysis of liability allocation are further examined by focusing on the effects of the deposit base on bank performance. Our analysis brings out the significance of liability allocation and of the effect of deposit strategies as a primary source of funding. The major difference of this study from the existing literature is that we focus primarily on both asset and liability allocation strategies of banks, and we further analyze the components of the liability structure to evaluate the impact of liability deviation on the banking strategy.
