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The relationship between capital adequecy ratio and some macro variables in Turkish banking system, 2006-2016

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2017
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Abstract (EN)

In this study, it is aimed to measure the relationship between CAR and basic development measures banking and macroeconomic variables using Vector Autoregression (VAR) econometric model for Turkish Banking sector. In the analyzes made for this purpose, for the period of 2006-2016, the datas for the banking system, CAR, total loans, total deposits, net receivables, number of branches, asset size and net profit of banking sector and macroeconomic variables as GDP and inflation datas were used. As a result of analysis; mutual causality between CAR and GDP,loans,deposits is significant.

Author

Ömer Alaca

How to Cite

Ömer Alaca (Master Thesis). The relationship between capital adequecy ratio and some macro variables in Turkish banking system, 2006-2016, 2017, İstanbul Technical University.

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