The Determinants of Capital Buffer in the Turkish Banking System
Bibliographic record
Abstract
The purpose of this study is to analyze the determinants of capital buffer in the Turkish Banking system and to estimate the cyclicality of capital buffer using a panel data of 87 banks covering the period 1988-2009. The data is based on the reports published by the Banks Association of Turkey. Two-step Generalized Method of Moments is implemented by using Arellano–Bond linear dynamic panel-data estimator. The study is focused on: i) economic growth, ii) asset size, iii) return on equity and iv) non-performing loans as the determinants of capital buffer. It is observed that commercial banks, including the banks under the control of Savings Deposit and Insurance Fund, move procyclically, where commercial banks, excluding the banks under Savings Deposit and Insurance Fund, fluctuate countercyclically. This finding is noteworthy since it is parallel to BASEL III, where structuring a countercyclical capital framework is emphasized.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.003 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.001 | 0.001 |
| Science and technology studies | 0.000 | 0.001 |
| Scholarly communication | 0.001 | 0.001 |
| Open science | 0.000 | 0.001 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.002 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".