The Impact of Regulatory Policies on Risk Taking and Scale Efficiency of Commercial Banks in an Emerging Banking Sector
The Impact of Regulatory Policies on Risk Taking and Scale Efficiency of Commercial Banks in an Emerging Banking Sector
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DOI：
10.2753/ree1540-496x4905s505
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发表时间：
2013-11
影响因子：
4
通讯作者：
E. N. Özkan-Günay;Z. Günay;Gökhan Günay
中科院分区：
文献类型：
--
作者：
E. N. Özkan-Günay;Z. Günay;Gökhan Günay
最近的全球危机突出表明了审慎监督和监管在国家和全球范围金融体系中的作用。作为一个新兴市场，土耳其银行业在近十年前经历了银行业改革进程。土耳其银行业的法律的和体制结构在2000年和2001年的双重危机之后发生了巨大变化。本研究的目的是评估监管政策对土耳其银行业不同规模商业银行效率的影响。我们实现了一种新的方法，在数据包络分析（DEA），整合贷款质量，并将其应用到银行效率分析。DEA用于评估资产负债表和收入方法背景下的长期业绩趋势。实证结果表明，监管政策对银行效率有正向影响。大型和中型银行的表现优于中型和小型银行。值得注意的是，当不良贷款被纳入DEA模型时，效率得分更低，全球危机更明显。
The recent global crisis has highlighted the role of prudent supervision and regulation in the financial system on both a national and a global scale. As an emerging market, the Turkish banking sector experienced the banking reform process almost a decade ago. The legal and institutional structure of the Turkish banking sector changed tremendously after the twin crises of 2000 and 2001. The aim of this study is to assess the impact of the regulatory policies on the efficiency of different-sized commercial banks in the Turkish banking sector during the period 2002-10. We implement a new approach in data envelopment analysis (DEA) that integrates lending quality and apply it to bank efficiency analysis. DEA is used to assess the long-term performance trend in the context of balance sheet and revenue approaches. Empirical results indicate that regulatory policies have a positive effect on the efficiency of banks. Large- and medium-size banks outperform medium-large and small banks. The notable finding is that the efficiency scores are much lower, and the global crisis more apparent, when nonperforming loans are integrated into the DEA Model.