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An Indicator Based Assessment Methodology Proposal for the Identification of Domestic Systemically Important Banks within the Turkish Banking Sector

Author

Listed:
  • Ozge ULKUTAS SACCI
  • Guven SAYILGAN

Abstract

This study aims to identify domestic systemically important banks (D-SIB) operating within the Turkish Banking Sector. In this regard, adopting an indicator based assessment methodology together with the cluster analysis application, banks in the sample are classified in terms of their degree of systemic importance by using publicly available year-end data of 2012. The study has shown that a total of 7 banks with the highest systemic importance clustered away from the remaining 21 banks in the sample and these 7 banks in the study have been defined as D-SIBs.

Suggested Citation

  • Ozge ULKUTAS SACCI & Guven SAYILGAN, 2014. "An Indicator Based Assessment Methodology Proposal for the Identification of Domestic Systemically Important Banks within the Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 8(2), pages 13-38.
  • Handle: RePEc:bdd:journl:v:8:y:2014:i:2:p:13-38
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    File URL: http://www.bddk.org.tr/Content/docs/bddkDergiTr/dergi_0016_03.pdf
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    Citations

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    Cited by:

    1. Sinem Derindere Köseoğlu, 2023. "Understanding Systemic Risk Dynamics and Economic Growth: Evidence from the Turkish Banking System," Sustainability, MDPI, vol. 15(19), pages 1-24, September.

    More about this item

    Keywords

    Systemic Risk; Systemic Importance; Systemically Important Bank; Too Big To Fail; Cluster Analysis; Turkish Banking Sector;
    All these keywords.

    JEL classification:

    • G01 - Financial Economics - - General - - - Financial Crises
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • F65 - International Economics - - Economic Impacts of Globalization - - - Finance

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