ANALYSIS OF INDIVIDUAL AND SYSTEMIC RISKS FOR LARGE SCALE BANKS IN TURKEY

This study aims to analysis of individual and systemic risks of large scale commercial banks in turkey. in the study panel data analysis have been made with annual data covering the 2003-2013 period. empirical findings indicates that variables such as capital adequacy, leverage and size explain the individual risk. systemic risk is affected by deposits and loans to total assets, non-interest income, organizational structure of banks. also, bank size associated with capital and non-interest income has been observed to have an effect on systemic risk. in general, some of the systemic risk factors with individual risk factors of large scale banks operating in the system are common.