Ozyildirim, CenktanOzdincer, Begumhan2024-07-182024-07-182008978-960-6766-48-01792-4308https://hdl.handle.net/11411/83382nd WSEAS International Conference on Management, Marketing and Financing -- MAR 24-26, 2008 -- Univ Harvard, Grad Sch Educ, Cambridge, MAOne 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.eninfo:eu-repo/semantics/closedAccessX-EfficiencyTurkish Banking SectorRisk EfficiencyShort Term Repricing GapCapital Adequacy RatioStochastic Frontier AnalysisFinancial InstitutionsOwnership StructureCorporate-ControlConference Object2417N/AWOS:000255149800001