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Capital adeouacy in Turkish banking system

Başlık çevirisi mevcut değil.

  1. Tez No: 27144
  2. Yazar: MUSTAFA KEMAL YILMAZ
  3. Danışmanlar: PROF. DR. ALİ SAİT SEVGENER
  4. Tez Türü: Yüksek Lisans
  5. Konular: İşletme, Business Administration
  6. Anahtar Kelimeler: Bankacılık sistemi, Risk yönetimi, Sermaye yeterliliği, Türkiye, Banking system, Risk management, Capital adequacy, Turkey
  7. Yıl: 1993
  8. Dil: İngilizce
  9. Üniversite: Marmara Üniversitesi
  10. Enstitü: Sosyal Bilimler Enstitüsü
  11. Ana Bilim Dalı: İşletme Ana Bilim Dalı
  12. Bilim Dalı: Belirtilmemiş.
  13. Sayfa Sayısı: Belirtilmemiş.

Özet

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Özet (Çeviri)

ABSTRACT This study was undertaken at a time when the regulation of bank capital adequacy is undergoing a profound change. The purpose of this thesis is to analyze the adequacy of banks' capital, especially commercial banks', in Turkey from the risk point of view. The reason is that the capital has been the most valuable and important resource that has been evaluated by the shareholders, creditors and depositors of a bank as a cushion against financial and business risks that banks may confront with as the operating conditions alter in the market. The thesis is composed of two main parts. The first part starts with focusing on the risk-capital-bank triangle. Then, in the background of the study, capital and the concept of capital adequacy are defined in their current sense, their importance from the perspectives of different parties have been enlightened and the vital role of capital on the planning process of a bank has been emphasized. Finally, the development of internationally accepted capital adequacy standards has been briefly discussed. In the second part, evolution of the capital adequacy measurement methods, especially ratio analysis, in the Turkish Banking System is reviewed in the light of changes in the Banks Act. Then, the relevant data about the capital and other balance sheet accounts which were complied from the balance sheets of banks presented in the Bank Association of Turkey publications were used to identify current capital to risk asset structure and capital strength of the banking system (especially for commercial banks), by employing ratio analysis given in the Appendix 3. The findings indicates that there is, in general, a high level of success among banks to achieve the minimum required capital to risk asset ratio standard introduced by the Communique No. 6 on the Banks Act. Most of banks in Turkey, have experienced no difficulty in satisfying the internationally accepted and nationally adopted capital standards and have succeeded in the implementation of the capital adequacy standards before the development of a fully functioning internal capital market in the European Community. nThe findings, however, reflected also that current rules for measuring the capital adequacy of banks may need to be changed ör modified to a certain extent so as to cover the other risks that the banks are subject and will be greatly exposed on in the füture by starting to use new instraments and off- balance sheet techniques in their transactions, implying a need for a more enhanced approach to assess the adequacy of capital in terms of fînancial strength of banks as well as the fînancial system as a whole. iii

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