Master'sOpen Access

Inflation, exchange rate and interest income and the effect of the banking sector index bank

2018
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Advisor: Dr. Öğr. Üyesi Arif Saldanlı

Abstract (EN)

The aim of this thesis, the profits of commercial banks operating in Turkey and Commodity Exchanges of of the stock market indexes by banks quoted in Istanbul, inflation, macro-economic indicators, is to investigate the exchange rate and changes in interest rates and the development of how impressed. The 14-year study, which took place between 2004 and 2017/2 In this model made by using data; - Since the Bank receives 3 financial statements on a monthly basis, all other financial instruments are borrowed for 3 months. - USD exchange rates between 2004 and 2017 were taken as the USD exchange rates on the 3-month bill from the TCMB page. - Interest rates TCMB benchmark interest rate, deposit and loan interest rates are calculated as 3-month arithmetic average value, - Inflation data are taken from 3-month average of TUI data. As a result of the Incremental Dickey-Fuller Test Statistic method; it is seen that the effects of inflation, foreign exchange and interest on bank profits and the banking index, which constitutes the profitability of the sector, are different in the short run and different in the long run and according to independent variables. Except for the single homogeneous TCMB interest rate, other independent items were positively and positively influenced by the bank index and the bank profitability was positively affected by the short term variables except for the case where the TCMB interest rate was used (the situation in which the loan and deposit rate were used). In the long run, bank profitability has an inhomogeneous effect on independent variables, and although these factors have effects on the formation of profit, it does not vary much from the results obtained; it is shown that the factors affecting the profit depend on these independent variables as well as equity adequacy and a qualified, analytically thoughtful management and human resource.

Author

Dr. Güner Taştekin

How to Cite

Güner Taştekin (Master Thesis). Inflation, exchange rate and interest income and the effect of the banking sector index bank, 2018, İstanbul University.

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