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      • Theses - Department of Management
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      Capital ratios over the cycle : evidence from the Turkish banking sector

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      Embargo Lift Date: 2017-09-07
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      Author
      Aydoğan, Ayşe
      Advisor
      Özyıldırım, Süheyla
      Date
      2015
      Publisher
      Bilkent University
      Language
      English
      Type
      Thesis
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      Abstract
      This study examines the behavior of capital ratios of Turkish banks over the business and financial cycles in the period of 1993:Q4-2014:Q3 and the sub-period 2003:Q1-2014:Q3. Capital adequacy ratio defined by Basel Committee on Banking Supervision and equity to asset ratio are used in the analyses. The capital ratios are found to behave countercyclical over the cycle, which is more pronounced in the subsample of 2003:Q1-2014:Q3. Banks‟ capital ratios react more to the movements in the financial cycle than business cycle. The risk based capital adequacy ratio behaves more countercyclical than equity to asset ratio. Lagged capital ratios, credit risk, size, profitability, funding structure and liquidity are found to be significant determinants of capital ratios. Capital ratios of Turkish banks are sensitive to the changes in Turkish legislation on capital adequacy.
      Keywords
      Capital Ratios
      Capital Regulation
      Business Cycle
      Financial Cycle
      Turkish Banking Sector
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      http://hdl.handle.net/11693/18366
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      • Dept. of Management - Master's degree 295
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