How do the risk taking behaviors of banks impact their profitability: An analysis of risk efficiency of Turkish banks

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dc.contributor.authorOzyildirim, Cenktan
dc.contributor.authorOzdincer, Begumhan
dc.date.accessioned2024-07-18T20:50:59Z
dc.date.available2024-07-18T20:50:59Z
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.abstractOne 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.en_US
dc.description.sponsorshipWSEASen_US
dc.identifier.endpage24en_US
dc.identifier.isbn978-960-6766-48-0
dc.identifier.issn1792-4308
dc.identifier.startpage17en_US
dc.identifier.urihttps://hdl.handle.net/11411/8338
dc.identifier.wosWOS:000255149800001en_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.subjectTurkish Banking Sectoren_US
dc.subjectRisk Efficiencyen_US
dc.subjectShort Term Repricing Gapen_US
dc.subjectCapital Adequacy Ratioen_US
dc.subjectStochastic Frontier Analysisen_US
dc.subjectFinancial Institutionsen_US
dc.subjectOwnership Structureen_US
dc.subjectCorporate-Controlen_US
dc.titleHow do the risk taking behaviors of banks impact their profitability: An analysis of risk efficiency of Turkish banks
dc.typeConference Object

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