Long-term analysis of riskiness in the Turkish banking sector

Basit Öğe Kaydı
dc.authorscopusid26421017400
dc.authorscopusid57234733100
dc.contributor.authorBayraktar, S.
dc.contributor.authorKoyunlu, S.
dc.date.accessioned2024-07-18T20:18:09Z
dc.date.available2024-07-18T20:18:09Z
dc.date.issued2020
dc.description.abstractThis study aims to measure and track the riskiness of the Turkish banking sector for the longest period available by implementing Merton-based model. The sample in the study includes 16 banks traded at Borsa I?stanbul (BIST) between 1996 and 2018. Distance to default (DD) values are calculated for each bank in the sample period. It is observed that DD numbers generally reach their maximum values in the years before the crisis and significantly decrease during the stressful periods. The results also show that DD is a strong indicator for forecasting bank failure and a good indicator for forecasting crises. This means that it can be used as an early signal for forecasting the riskiness of individual banks and the overall sector. © Peter Lang AG 2020.en_US
dc.identifier.endpage321en_US
dc.identifier.isbn9783631835456
dc.identifier.isbn9783631835463
dc.identifier.scopus2-s2.0-85113616147en_US
dc.identifier.scopusqualityN/Aen_US
dc.identifier.startpage303en_US
dc.identifier.urihttps://hdl.handle.net/11411/6915
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherPeter Lang AGen_US
dc.relation.ispartofEvolution of Money, Banking and Financial Crisis: History, Theory and Policyen_US
dc.relation.publicationcategoryKitap Bölümü - Uluslararasıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectFailureen_US
dc.subjectMerton Modelen_US
dc.subjectRisken_US
dc.subjectStructural Modelsen_US
dc.subjectTurkish Banking Sectoren_US
dc.titleLong-term analysis of riskiness in the Turkish banking sectoren_US
dc.typeBook Chapteren_US

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