Bankacılık Sektöründe Risk Yönetimi

Acharya, V. V., Richardson, M., van Nieuwerburgh, S., & White, L. J. (2011). Guaranteed to fail: Fannie Mae, Freddie Mac and the debacle of mortgage finance. Princeton University Press.

Akbalık, M. (2018). Stres testi ve senaryo analizleri. İ. Akhisar (Ed.), Risk yönetimi (ss. 211-230). Atatürk Üniversitesi Açıköğretim Fakültesi Yayınları.

Akçay, B. (2018). Temel risk ölçüm yöntemleri. İ. Akhisar (Ed.), Risk yönetimi (ss. 24-43). Atatürk Üniversitesi Açıköğretim Fakültesi Yayınları.

Akhisar, İ. (2018). Risklerin sınıflandırılması ve risk yönetim stratejileri. İ. Akhisar (Ed.), Risk yönetimi (ss. 4-23). Atatürk Üniversitesi Açıköğretim Fakültesi Yayınları.

Akkaya, M. (2021). Finansal risk yönetimi finansal risk modeller türev ürünler uygulamalar. Seçkin Yayınları.

Aliriza, B., & Yekeler, Z. (2019). The Turkish economic slowdown in 2018. Center for Strategic and International Studies.

Bankacılık Düzenleme ve Denetleme Kurumu. (2021). Bilgi sistemleri ve iş süreçleri bağımsız denetimi hakkında yönetmelik. T.C. Resmî Gazete.

Bankacılık Düzenleme ve Denetleme Kurumu. (2023a). Yıllık faaliyet raporu. BDDK.

Bankacılık Düzenleme ve Denetleme Kurumu. (2023b). İklimle bağlantılı finansal risklerin bankalarca etkin yönetimine ilişkin rehber taslağı. BDDK.

Bankacılık Düzenleme ve Denetleme Kurumu. (2024). Basel IV standartlarına uyum kapsamında hazırlanan düzenleme taslakları hakkında basın duyurusu. https://www.bddk.org.tr

Bankacılık Düzenleme ve Denetleme Kurumu. (2025). İklimle bağlantılı finansal risklerin bankalarca etkin yönetimine ilişkin rehber. T.C. Resmî Gazete.

Basel Committee on Banking Supervision. (2000). Principles for the management of credit risk. Bank for International Settlements. https://www.bis.org/publ/bcbs75.pdf

Basel Committee on Banking Supervision. (2006). International convergence of capital measurement and capital standards: A revised framework. Bank for International Settlements.

Basel Committee on Banking Supervision. (2010). Basel III: A global regulatory framework for more resilient banks and banking systems. Bank for International Settlements.

Basel Committee on Banking Supervision. (2013a). Basel III: The liquidity coverage ratio and liquidity risk monitoring tools. Bank for International Settlements.

Basel Committee on Banking Supervision. (2013b). Principles for effective risk data aggregation and risk reporting (BCBS 239). Bank for International Settlements.

Basel Committee on Banking Supervision. (2014). Basel III: The net stable funding ratio. Bank for International Settlements.

Basel Committee on Banking Supervision. (2015). Corporate governance principles for banks. Bank for International Settlements.

Basel Committee on Banking Supervision. (2016). Interest rate risk in the banking book. Bank for International Settlements.

Basel Committee on Banking Supervision. (2017). Basel III: Finalising post-crisis reforms. Bank for International Settlements.

Basel Committee on Banking Supervision. (2019). Minimum capital requirements for market risk. Bank for International Settlements.

Basel Committee on Banking Supervision. (2022). Principles for the effective management and supervision of climate-related financial risks. Bank for International Settlements. https://www.bis.org/bcbs/publ/d532.pdf

Basel Committee on Banking Supervision. (2025, April 2). Basel Committee finds Türkiye compliant with its Net Stable Funding Ratio standard and its large exposures framework. Bank for International Settlements. https://www.bis.org

Bessis, J. (2015). Risk management in banking (4th ed.). John Wiley & Sons.

Board of Governors of the Federal Reserve System. (2011). Supervisory guidance on model risk management (SR Letter 11-7). Federal Reserve.

Bolgun, K. E., & Akçay, M. B. (2016). Risk yönetimi (4. baskı). Scala Yayıncılık.

Committee of Sponsoring Organizations of the Treadway Commission. (2013). Internal control – Integrated framework. COSO.

Committee of Sponsoring Organizations of the Treadway Commission. (2017). Enterprise risk management – Integrating with strategy and performance. COSO.

Crouhy, M., Galai, D., & Mark, R. (2000). A comparative analysis of current credit risk models. Journal of Banking & Finance, 24(1–2), 59–117.

Crouhy, M., Galai, D., & Mark, R. (2014). The essentials of risk management (2nd ed.). McGraw-Hill Education.

Drehmann, M., & Nikolaou, K. (2013). Funding liquidity risk: Definition and measurement. Journal of Banking & Finance, 37(7), 2173–2182.

Econofact. (2018, August 22). The financial and economic crisis in Turkey. https://econofact.org/the-financial-and-economic-crisis-in-turkey

Embrechts, P., Frey, R., & McNeil, A. (2005). Quantitative risk management. Princeton University Press.

European Central Bank. (2022). 2022 climate risk stress test. ECB Banking Supervision. https://www.bankingsupervision.europa.eu/ecb/pub/pdf/ssm.climate_stress_test_report.20220708~2e3cc0999f.en.pdf

Financial Services Information Sharing and Analysis Center. (2023). Navigating cyber 2023: The DDoS threat landscape report. FS-ISAC.

Granja, J., Matvos, G., Seru, A., & Vig, A. (2023). Bank fragility and reclassification of securities into HTM (NBER Working Paper No. 31138). National Bureau of Economic Research. https://doi.org/10.3386/w31138

Gupton, G. M., Finger, C. C., & Bhatia, M. (1997). CreditMetrics – Technical document. J.P. Morgan & Co.

Gür, N., Tatlıyer, M., & Dilek, Ş. (2019). The Turkish economy at the crossroads. Insight Turkey, 21(4), 135–160.

Hull, J. C. (2018). Risk management and financial institutions (5th ed.). John Wiley & Sons.

International Monetary Fund. (2018). Turkey: 2018 Article IV consultation (IMF Country Report No. 18/110). IMF. https://www.imf.org/-/media/Files/Publications/CR/2018/cr18110.ashx

International Monetary Fund. (2024). Global financial stability report: Chapter 3 — Cyber risk: A growing concern for macrofinancial stability. IMF.

Jorion, P. (2007). Bank trading risk and systemic risk. In M. Carey & R. M. Stulz (Eds.), The risks of financial institutions (pp. 29–58). University of Chicago Press.

Kantarcı, H., & Erol, M. (2025). Basel I, II, III ve IV düzenlemelerinin Türk bankacılık sistemine etkilerine yönelik bir inceleme. Niğde Ömer Halisdemir Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 7(2), 391–409. https://doi.org/10.56574/nohusosbil.1711255

Kharpal, A. (2023, November 10). China's ICBC, the world's biggest bank, hit by cyberattack that reportedly disrupted Treasury markets. CNBC. https://www.cnbc.com/2023/11/10/icbc-the-worlds-biggest-bank-hit-by-ransomware-cyberattack.html

Merton, R. C. (1974). On the pricing of corporate debt. The Journal of Finance, 29(2), 449–470.

Öner, M. H., & Okumuş, E. (2021). COVID-19 sonrası Türk bankacılık sektörünün stres testleri ile senaryo analizi. Afyon Kocatepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 23(2), 127–153. https://doi.org/10.33707/akuiibfd.806825

Pehlivanlı, D. (2020). Kurumsal risk yönetimi. MÜSİAD Yayınları.

Reed, R. (2013). Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance. VV Acharya, M. Richardson, S. van Nieuwerburgh and LJ White. Princeton University Press, 2011... Journal of Pension Economics & Finance, 12(4), 461-463.

Saunders, A., Cornett, M. M., & Erhemjamts, O. (2021). Financial institutions management (10th ed.). McGraw-Hill Education.

Schuermann, T. (2014). Stress testing banks. International Journal of Forecasting, 30(3), 717–728.

Siddique, A., & Hasan, I. (2013). Stress testing: Approaches, methods, and applications. Risk Books.

Tarullo, D. K. (2008). Banking on Basel. Peterson Institute for International Economics.

Tiryaki, G. (2018). Bankalarda mali yeterlilik ve Basel II Süreci. İ. Akhisar (Ed.), Risk yönetimi (ss. 169-189). Atatürk Üniversitesi Açıköğretim Fakültesi Yayınları.

Tunay, B. (2018a). Piyasa riski İ. Akhisar (Ed.), Risk yönetimi (ss. 48-64). Atatürk Üniversitesi Açıköğretim Fakültesi Yayınları.

Tunay, B. (2018b). Bankalar için faiz riski ve aktif pasif yönetimi. İ. Akhisar (Ed.), Risk yönetimi (ss. 106-128). Atatürk Üniversitesi Açıköğretim Fakültesi Yayınları.

Wilson, T. C. (1998). Portfolio credit risk. Economic Policy Review, 4(3), 71–82.

5411 sayılı Bankacılık Kanunu. (2005, 1 Kasım). T.C. Resmî Gazete (Sayı: 25983).

Acharya, V. V., Richardson, M., van Nieuwerburgh, S., & White, L. J. (2011). Guaranteed to fail: Fannie Mae, Freddie Mac and the debacle of mortgage finance. Princeton University Press.

Akbalık, M. (2018). Stres testi ve senaryo analizleri. İ. Akhisar (Ed.), Risk yönetimi (ss. 211-230). Atatürk Üniversitesi Açıköğretim Fakültesi Yayınları.

Akçay, B. (2018). Temel risk ölçüm yöntemleri. İ. Akhisar (Ed.), Risk yönetimi (ss. 24-43). Atatürk Üniversitesi Açıköğretim Fakültesi Yayınları.

Akhisar, İ. (2018). Risklerin sınıflandırılması ve risk yönetim stratejileri. İ. Akhisar (Ed.), Risk yönetimi (ss. 4-23). Atatürk Üniversitesi Açıköğretim Fakültesi Yayınları.

Akkaya, M. (2021). Finansal risk yönetimi finansal risk modeller türev ürünler uygulamalar. Seçkin Yayınları.

Aliriza, B., & Yekeler, Z. (2019). The Turkish economic slowdown in 2018. Center for Strategic and International Studies.

Bankacılık Düzenleme ve Denetleme Kurumu. (2021). Bilgi sistemleri ve iş süreçleri bağımsız denetimi hakkında yönetmelik. T.C. Resmî Gazete.

Bankacılık Düzenleme ve Denetleme Kurumu. (2023a). Yıllık faaliyet raporu. BDDK.

Bankacılık Düzenleme ve Denetleme Kurumu. (2023b). İklimle bağlantılı finansal risklerin bankalarca etkin yönetimine ilişkin rehber taslağı. BDDK.

Bankacılık Düzenleme ve Denetleme Kurumu. (2024). Basel IV standartlarına uyum kapsamında hazırlanan düzenleme taslakları hakkında basın duyurusu. https://www.bddk.org.tr

Bankacılık Düzenleme ve Denetleme Kurumu. (2025). İklimle bağlantılı finansal risklerin bankalarca etkin yönetimine ilişkin rehber. T.C. Resmî Gazete.

Basel Committee on Banking Supervision. (2000). Principles for the management of credit risk. Bank for International Settlements. https://www.bis.org/publ/bcbs75.pdf

Basel Committee on Banking Supervision. (2006). International convergence of capital measurement and capital standards: A revised framework. Bank for International Settlements.

Basel Committee on Banking Supervision. (2010). Basel III: A global regulatory framework for more resilient banks and banking systems. Bank for International Settlements.

Basel Committee on Banking Supervision. (2013a). Basel III: The liquidity coverage ratio and liquidity risk monitoring tools. Bank for International Settlements.

Basel Committee on Banking Supervision. (2013b). Principles for effective risk data aggregation and risk reporting (BCBS 239). Bank for International Settlements.

Basel Committee on Banking Supervision. (2014). Basel III: The net stable funding ratio. Bank for International Settlements.

Basel Committee on Banking Supervision. (2015). Corporate governance principles for banks. Bank for International Settlements.

Basel Committee on Banking Supervision. (2016). Interest rate risk in the banking book. Bank for International Settlements.

Basel Committee on Banking Supervision. (2017). Basel III: Finalising post-crisis reforms. Bank for International Settlements.

Basel Committee on Banking Supervision. (2019). Minimum capital requirements for market risk. Bank for International Settlements.

Basel Committee on Banking Supervision. (2022). Principles for the effective management and supervision of climate-related financial risks. Bank for International Settlements. https://www.bis.org/bcbs/publ/d532.pdf

Basel Committee on Banking Supervision. (2025, April 2). Basel Committee finds Türkiye compliant with its Net Stable Funding Ratio standard and its large exposures framework. Bank for International Settlements. https://www.bis.org

Bessis, J. (2015). Risk management in banking (4th ed.). John Wiley & Sons.

Board of Governors of the Federal Reserve System. (2011). Supervisory guidance on model risk management (SR Letter 11-7). Federal Reserve.

Bolgun, K. E., & Akçay, M. B. (2016). Risk yönetimi (4. baskı). Scala Yayıncılık.

Committee of Sponsoring Organizations of the Treadway Commission. (2013). Internal control – Integrated framework. COSO.

Committee of Sponsoring Organizations of the Treadway Commission. (2017). Enterprise risk management – Integrating with strategy and performance. COSO.

Crouhy, M., Galai, D., & Mark, R. (2000). A comparative analysis of current credit risk models. Journal of Banking & Finance, 24(1–2), 59–117.

Crouhy, M., Galai, D., & Mark, R. (2014). The essentials of risk management (2nd ed.). McGraw-Hill Education.

Drehmann, M., & Nikolaou, K. (2013). Funding liquidity risk: Definition and measurement. Journal of Banking & Finance, 37(7), 2173–2182.

Econofact. (2018, August 22). The financial and economic crisis in Turkey. https://econofact.org/the-financial-and-economic-crisis-in-turkey

Embrechts, P., Frey, R., & McNeil, A. (2005). Quantitative risk management. Princeton University Press.

European Central Bank. (2022). 2022 climate risk stress test. ECB Banking Supervision. https://www.bankingsupervision.europa.eu/ecb/pub/pdf/ssm.climate_stress_test_report.20220708~2e3cc0999f.en.pdf

Financial Services Information Sharing and Analysis Center. (2023). Navigating cyber 2023: The DDoS threat landscape report. FS-ISAC.

Granja, J., Matvos, G., Seru, A., & Vig, A. (2023). Bank fragility and reclassification of securities into HTM (NBER Working Paper No. 31138). National Bureau of Economic Research. https://doi.org/10.3386/w31138

Gupton, G. M., Finger, C. C., & Bhatia, M. (1997). CreditMetrics – Technical document. J.P. Morgan & Co.

Gür, N., Tatlıyer, M., & Dilek, Ş. (2019). The Turkish economy at the crossroads. Insight Turkey, 21(4), 135–160.

Hull, J. C. (2018). Risk management and financial institutions (5th ed.). John Wiley & Sons.

International Monetary Fund. (2018). Turkey: 2018 Article IV consultation (IMF Country Report No. 18/110). IMF. https://www.imf.org/-/media/Files/Publications/CR/2018/cr18110.ashx

International Monetary Fund. (2024). Global financial stability report: Chapter 3 — Cyber risk: A growing concern for macrofinancial stability. IMF.

Jorion, P. (2007). Bank trading risk and systemic risk. In M. Carey & R. M. Stulz (Eds.), The risks of financial institutions (pp. 29–58). University of Chicago Press.

Kantarcı, H., & Erol, M. (2025). Basel I, II, III ve IV düzenlemelerinin Türk bankacılık sistemine etkilerine yönelik bir inceleme. Niğde Ömer Halisdemir Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 7(2), 391–409. https://doi.org/10.56574/nohusosbil.1711255

Kharpal, A. (2023, November 10). China's ICBC, the world's biggest bank, hit by cyberattack that reportedly disrupted Treasury markets. CNBC. https://www.cnbc.com/2023/11/10/icbc-the-worlds-biggest-bank-hit-by-ransomware-cyberattack.html

Merton, R. C. (1974). On the pricing of corporate debt. The Journal of Finance, 29(2), 449–470.

Öner, M. H., & Okumuş, E. (2021). COVID-19 sonrası Türk bankacılık sektörünün stres testleri ile senaryo analizi. Afyon Kocatepe Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi, 23(2), 127–153. https://doi.org/10.33707/akuiibfd.806825

Pehlivanlı, D. (2020). Kurumsal risk yönetimi. MÜSİAD Yayınları.

Reed, R. (2013). Guaranteed to Fail: Fannie Mae, Freddie Mac and the Debacle of Mortgage Finance. VV Acharya, M. Richardson, S. van Nieuwerburgh and LJ White. Princeton University Press, 2011... Journal of Pension Economics & Finance, 12(4), 461-463.

Saunders, A., Cornett, M. M., & Erhemjamts, O. (2021). Financial institutions management (10th ed.). McGraw-Hill Education.

Schuermann, T. (2014). Stress testing banks. International Journal of Forecasting, 30(3), 717–728.

Siddique, A., & Hasan, I. (2013). Stress testing: Approaches, methods, and applications. Risk Books.

Tarullo, D. K. (2008). Banking on Basel. Peterson Institute for International Economics.

Tiryaki, G. (2018). Bankalarda mali yeterlilik ve Basel II Süreci. İ. Akhisar (Ed.), Risk yönetimi (ss. 169-189). Atatürk Üniversitesi Açıköğretim Fakültesi Yayınları.

Tunay, B. (2018a). Piyasa riski İ. Akhisar (Ed.), Risk yönetimi (ss. 48-64). Atatürk Üniversitesi Açıköğretim Fakültesi Yayınları.

Tunay, B. (2018b). Bankalar için faiz riski ve aktif pasif yönetimi. İ. Akhisar (Ed.), Risk yönetimi (ss. 106-128). Atatürk Üniversitesi Açıköğretim Fakültesi Yayınları.

Wilson, T. C. (1998). Portfolio credit risk. Economic Policy Review, 4(3), 71–82.

5411 sayılı Bankacılık Kanunu. (2005, 1 Kasım). T.C. Resmî Gazete (Sayı: 25983).