Coskun Tarkocin

King's College London | KCL

This work contributes the bank liquidity management by applying supervised machine learning models to provide banks with early warnings of liquidity stress using market base indicators. Identifying increasing levels of stress as early as possible provides management with a crucial window of time in which to assess and develop a potential response....

The classification of assets based on their liquidity behaviour under stress is a crucial element of bank liquidity stress testing. It is also important to define how financial institutions should fund these assets within the current business model whilst avoiding excessive liquidity risk. This study aims to revisit the liquidity coverage ratio (LC...

On 10 March, the US authorities closed Silicon Valley Bank (SVB) following massive deposit outflows from the bank the preceding day. The days and weeks that followed saw further bank failures, of Signature Bank (12 March) and First Republic (1 May). The proximate factors that led to these bank collapses have been discussed at length, and include ma...

The banking system’s role as an intermediary between depositors and borrowers makes its stability a crucial element of the economy. Individual bank stability impacts the stability of the financial sector and, consequently, the real sector and economic growth. This study is a detailed investigation of bank stability scores for the Turkish banking se...

In December 2021, the Turkish Lira experienced its highest daily volatility in its recent history, higher even than during the global financial crisis of 2007-2008 (Figure 1). In response, the Turkish Government announced a series of extraordinary policy measures aimed at protecting the value of the Lira. One of the most radical is a government gua...

This paper aimed to explain the general framework of the relationship between interest rates and margins and the structural transition of the Turkish Banking Sector from 2002–2010. In the last eight years, nominal and real interest rates have significantly declined. The loan share in banks’ balance sheets increased; in contrast, the securities shar...

Bu çalışmada 2003 Mart ve 2009 Haziran dönemleri arasında Türk ticari bankaları için Veri Zarflama Analizi yöntemi kullanarak göreceli etkinlik hesaplamaları yapılmıştır. 22 ticari banka verileri kullanılarak göreceli etkinlik değerleri hesaplanırken temelde 3 farklı tip girdi çıktı modeli kullanılmıştır. Üç farklı tip modelin girdi veya çıktıları...

This study aims to estimate the yield curve for the Turkish bond market using several estimation methods within the framework of yield curve theories. This study also attempts to determine the best performing estimation method among the various methods that are widely used by central banks around the world. In the empirical part of the study, we us...