文章基本信息

标题：Defining Influential Factors of Capital Adequacy Ratio: An Examination upon Turkish Banking Sector (2006/Q1-2019/Q1)
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作者：Mustafa Tevfik Kartal
期刊名称：EMAJ: Emerging Markets Journal
印刷版ISSN：2158-8708
出版年度：2019
卷号：9
期号：2
页码：17-26
DOI：10.5195/emaj.2019.183
出版社：University Library System, University of Pittsburgh
摘要：Capital adequacy ratio (CAR) of the Turkish Banking Sector (TBS) decreased dramatically from 30.9% in 2003 to 17.1% as of May 2019. This figure shows that although TBS has still a relatively high CAR compared to many countries, unfortunately there is a decreasing trend. A downward trend in CAR constitutes risks due to the limit of providing credits. Therefore, the level of CAR has importance for making a positive contribution to sustainable economic growth. So, influential factors of CAR should be determined first. In this context, Multivariate Adaptive Regression Splines (MARS) method, 14 explanatory variables, and quarterly data are used for the period of 2006/Q1-2019/Q1. It is determined that credits/total assets ratio, legal equities, risk weighted assets, nonperforming loans (NPL), NPL/total credits ratio, and credit/deposit ratio are influential factors on CAR in Turkey.
关键词：Banking Sector;CAR;Influential Factors;MARS;Turkey