TÜRK BANKACILIK SEKTÖRÜNDE LİKİDİTE KARŞILAMA ORANINI BELİRLEYEN FAKTÖRLER: COVID - 19 PANDEMİ DÖNEMİNİ DE KAPSAYAN BİR PANEL VERİ ANALİZİ UYGULAMASI.

Banks, which are important actors of the overall economy and the financial system, are directly and indirectly affected by the developments in the global and national economy and continue their activities by being exposed to various risks. Therefore, the risks that banks are exposed to and the management of these risks are important. Liquidity risk, which is among the risks mentioned above, is of vital importance for banks and requires proactive management. In this context, this study aims to reveal the internal and external determinants of the Liquidity Coverage Ratio, which is an indicator of the liquidity level of banks in the Turkish banking sector, covering the Covid-19 period. The quarterly data of 19 commercial and 4 participation banks operating in Turkey between 2015/12 and 2021/9 were analysed by panel data analysis method within the scope of the established models. As a result of the analysis, it was concluded that there are statistically significant relationships between the liquidity level of the Turkish banking sector, which consists of deposit and participation banks within the scope of the sample, and bank-specific deposits, loan deposit ratio, return on equity, capital adequacy ratio, equity and asset size and macroeconomic factors money supply, credit default swap, control variable Covid period. [ABSTRACT FROM AUTHOR]