Capital ratios over the cycle : evidence from the Turkish banking sector

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buir.advisorÖzyıldırım, Süheyla
dc.contributor.authorAydoğan, Ayşe
dc.date.accessioned2016-01-08T20:18:37Z
dc.date.available2016-01-08T20:18:37Z
dc.date.issued2015
dc.descriptionAnkara : The Department of Management, İhsan Doğramacı Bilkent University, 2015.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 2015.en_US
dc.descriptionIncludes bibliographical references leaves 69-72.en_US
dc.description.abstractThis 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.en_US
dc.description.provenanceMade available in DSpace on 2016-01-08T20:18:37Z (GMT). No. of bitstreams: 1 1.pdf: 78510 bytes, checksum: d85492f20c2362aa2bcf4aad49380397 (MD5)en
dc.description.statementofresponsibilityAydoğan, Ayşeen_US
dc.embargo.release2017-09-07
dc.format.extentxii, 125 leaves, chartsen_US
dc.identifier.itemidB151237
dc.identifier.urihttp://hdl.handle.net/11693/18366
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectCapital Ratiosen_US
dc.subjectCapital Regulationen_US
dc.subjectBusiness Cycleen_US
dc.subjectFinancial Cycleen_US
dc.subjectTurkish Banking Sectoren_US
dc.subject.lccHG3256.5.A6 A93 2015en_US
dc.subject.lcshBanks and banking--Turkey.en_US
dc.subject.lcshCapital markets--Turkey.en_US
dc.titleCapital ratios over the cycle : evidence from the Turkish banking sectoren_US
dc.typeThesisen_US
thesis.degree.disciplineBusiness Administration
thesis.degree.grantorBilkent University
thesis.degree.levelMaster's
thesis.degree.nameMBA (Master of Business Administration)

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