Basel ii sermaye yeterligi uzlasisi'nda risk yonetimi ve Turkiye'de kobilere olan etkisi

Abstract

Bu yuksek lisans tez calismamizda Basel ii adi verilen bankalarin uymasi zorunlu olan cesitli calisma kriterlerini aciklamaya calisacagiz. Bankalarin krize ve ekonomik calkantilara karsi dayanikliligini arttirmaya yonelik banka sermayelerinin riskli aktiflere oraninin %8.den az olamayacagini ifade eden sermaye yeterlilik gostergesi olan Basel i gunumuzde yerini daha gelismis bir sistem olan Basel ii'ye birakmak uzeredir.

In this master thesis, we try to criticize the new capital measurement and capital standards of Basel II that the financial institutes have to adapt. To improve resilience of banks against economic turmoil of bank capital, bank capitals cannot be less than %8 of risky assets. The Basel I is getting give place to improved Basel II Capital Measurement and Capital Standarts. In the first chapter, we try to express the definition of risk, risk management and risk types and their role and importance of financial actors briefly. Risk management associates the incomings, capital and risk factor. It tries to optimise the balance between these elements. The trade banks use their incomings in various areas, these operations includes some risks. The main point is to make right decisions, then to control the operation process and evaluate the successful using of reserved sources. In the second chapter, it is explained new process and regulations of Basel II, and pointed the differences between the first one. Basel II has three important pillars: calculation of minimal capital requirements, supervisory review process and market discipline. In the last chapter, it is tried to explain the needing actions of Small and Medium Sized Enterprises that is operating for Basel II in Turkey. Small and medium sized enterprises are more flexible and take credit rapidly than large sized companies in financial sector. To maintain these abilities, they have to perform Basel II regulations perfectly. In this perspective, we present some process and operation suggestions about Small and medium sized enterprises for the academicians and managers.