Determining the factors of bank performance with a focus on risk and technical efficiency

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dc.contributor.authorOzdincer, Begumhan
dc.contributor.authorOzyildirim, Cenktan
dc.date.accessioned2024-07-18T20:52:04Z
dc.date.available2024-07-18T20:52:04Z
dc.date.issued2008
dc.departmentİstanbul Bilgi Üniversitesien_US
dc.description2nd WSEAS International Conference on Management, Marketing and Financing -- MAR 24-26, 2008 -- Univ Harvard, Grad Sch Educ, Cambridge, MAen_US
dc.description.abstractUnlike 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.en_US
dc.description.sponsorshipWSEASen_US
dc.identifier.endpage39en_US
dc.identifier.isbn978-960-6766-48-0
dc.identifier.issn1792-4308
dc.identifier.startpage31en_US
dc.identifier.urihttps://hdl.handle.net/11411/8498
dc.identifier.wosWOS:000255149800003en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.language.isoenen_US
dc.publisherWorld Scientific And Engineering Acad And Socen_US
dc.relation.ispartofProceedings of The 2nd Wseas International Conference on Management, Marketing and Finances: Recent Advances on Development and Financial Engineeringen_US
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectX-Efficiencyen_US
dc.subjectData Envelopment Analysisen_US
dc.subjectTurkish Banking Sectoren_US
dc.subjectShort-Term Repricing Gapen_US
dc.subjectReturn On Solvencyen_US
dc.subjectRisken_US
dc.subjectProfitabilityen_US
dc.subjectMarketabilityen_US
dc.subjectIndustryen_US
dc.subjectCosten_US
dc.titleDetermining the factors of bank performance with a focus on risk and technical efficiency
dc.typeConference Object

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