Determinants of Liquidity Risk in Deposit Banks in Türkiye: 2012-2022 Analysis

Authors : Melek Yıldız, Dagan Said Aden Dagan Said Aden

Pages : 1064-1081

Doi:10.36362/gumus.1634758

View : 33 | Download : 63

Publication Date : 2025-09-29

Article Type : Research Paper

Abstract :This article identifies the bank-related and macroeconomic factors determining liquidity risk for the top 10 deposit banks, based on asset size, using panel regression analysis. The liquidity ratio (liquid assets to the total of deposits and non-deposit sources) from 2012 to 2022 is the dependent variable. The bank-related independent variables include bank size, ROA, ROE, bank capital, deposit-to-credit conversion ratio, credit size, and non-performing loans. The macroeconomic independent variables are economic growth, inflation, and the unemployment rate for the same period. Results show a positive relationship between bank size, ROE, bank capital, credit size, and economic growth with the liquidity ratio. Banks with larger assets, higher ROE, more capital, and higher credit volume have lower liquidity risk. Liquidity risk is also lower in periods of economic growth. Additionally, a negative relationship exists between asset profitability, deposit-to-credit conversion ratio, inflation, and liquidity ratio. Banks with higher asset profitability and conversion ratios face higher liquidity risk. Inflation also increases liquidity risk for banks.
Keywords : Likidite Rasyosu, Likidite Riski, Mevduat Bankaları, Panel Veri Regresyon

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