El efecto de los ingresos no financieros en la rentabilidad y en el riesgo bancarios: evidencia de Turquía
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Este artículo tiene tres objetivos, el primero de los cuales es investigar el impacto de los ingresos no financieros (NNII) en la rentabilidad de los bancos, evaluada tanto por la rentabilidad de los activos (ROA) como por la rentabilidad de los fondos propios (ROE). El segundo es investigar el impacto de los NNII en el riesgo, evaluado por la volatilidad del rendimiento de los activos (SdROA) y la volatilidad del rendimiento de los fondos propios (SdROE). El último es analizar el impacto de la pandemia COVID-19 sobre la rentabilidad y el riesgo bancarios. Para lograr lo anterior, se utilizó la técnica de panel dinámico, un estimador GMM de dos pasos, con los datos de 25 bancos de depósito que operaron ininterrumpidamente desde 2002 hasta 2021. Los resultados empíricos muestran que el NNII estaba positiva y significativamente correlacionado con el ROA y el ROE. El efecto del NNII sobre el nivel de riesgo parece ser negativo y significativamente relacionado. Además, durante el periodo COVID-19, se determinó que la rentabilidad disminuyó y el riesgo aumentó. Esto demuestra que el NNII es un amortiguador vital durante un choque externo. Por lo tanto, podría decirse que los bancos deberían conceder importancia a la diversificación de los ingresos, y los reguladores del sector deberían fomentar la innovación para crear productos no tradicionales. En la coyuntura adversa creada por el aumento de la intervención pública y la pandemia, en los últimos años se ha animado a los bancos turcos a diversificar más sus actividades en lugar de centrarse únicamente en las actividades tradicionales. La NNII parece asociarse a una mayor rentabilidad y un menor riesgo.
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