Ownership and risk in deposit and development banks

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buir.advisorÖnder, Zeynep
dc.contributor.authorÜren, Egem Dilşad
dc.date.accessioned2021-10-07T12:26:40Z
dc.date.available2021-10-07T12:26:40Z
dc.date.copyright2021-09
dc.date.issued2021-09
dc.date.submitted2021-10-06
dc.departmentDepartment of Managementen_US
dc.descriptionCataloged from PDF version of article.en_US
dc.descriptionThesis (M.S.): Bilkent University, Department of Management, İhsan Doğramacı Bilkent University, 2021.en_US
dc.descriptionIncludes bibliographical references (leaves 70-72).en_US
dc.description.abstractThis thesis studies the risk-taking behavior of banks, classified according to their ownership status and deposit collectability, operating in Turkey for the sample period 2004-2020. The aim of this thesis is to investigate whether the risk-taking behavior of development and investment banks in comparison to deposit banks, state-owned and foreign banks in comparison to privately-owned banks are different from each other while also taking the global financial crisis of 2008 and the expansion of the Credit Guarantee Fund (CGF) since 2017 into account. The risk-taking behavior of banks with respect to their counterparts is measured by four variables by the fixed-effects: the natural logarithm of the Z-score, loan loss provisions ratio, non-performing loans ratio and the volatility of return on assets. Bank-level control variables employed are bank size, total loans-to-total assets ratio, return on assets, the liquidity ratio, non-interest income ratio, growth in real total assets, the listing status of banks in the equities and debt securities market of Borsa Istanbul. The macroeconomic control variable employed is the growth in real Gross Domestic Product (GDP). The results of my thesis show that depending on the risk measure used, we get different empirical results.en_US
dc.description.degreeM.B.Aen_US
dc.description.provenanceSubmitted by Betül Özen (ozen@bilkent.edu.tr) on 2021-10-07T12:26:40Z No. of bitstreams: 1 10425499.pdf: 849404 bytes, checksum: 51fa3871095ac1e20859cb2eebb6d6b0 (MD5)en
dc.description.provenanceMade available in DSpace on 2021-10-07T12:26:40Z (GMT). No. of bitstreams: 1 10425499.pdf: 849404 bytes, checksum: 51fa3871095ac1e20859cb2eebb6d6b0 (MD5) Previous issue date: 2021-09en
dc.description.statementofresponsibilityby Egem Dilşad Ürenen_US
dc.format.extentvii, 72 leaves : illustrations ; 30 cm.en_US
dc.identifier.itemidB134731
dc.identifier.urihttp://hdl.handle.net/11693/76603
dc.language.isoEnglishen_US
dc.publisherBilkent Universityen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectBank risk-takingen_US
dc.subjectDevelopment and Investment banksen_US
dc.subjectState-owned banksen_US
dc.subjectForeign banksen_US
dc.subjectTurkeyen_US
dc.titleOwnership and risk in deposit and development banksen_US
dc.title.alternativeMevduat ve kalkınma bankalarında sermaye yapısı ve risken_US
dc.typeThesisen_US

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Dept. of Management - Master's degree