Research on Systemic Risk of the Turkish Banking Industry Based on a Systemic Risk Measurement Framework of the Fractional Brownian Motion

<table class="table-group" id="tab5"><tr><td><table class="table"><tr><td class="thead-hr" colspan="2"><hr/></td></tr><tr class="thead"><td class="align_left">Bank abbreviation</td><td class="align_center">Full name of bank</td></tr><tr><td class="thead-hr" colspan="2"><hr/></td></tr><tr><td class="align_left">AKBNK</td><td class="align_center">Akbank TAS</td></tr><tr><td class="align_left">ALBRK</td><td class="align_center">Albaraka Turk Katilim Bankasi AS</td></tr><tr><td class="align_left">GARAN</td><td class="align_center">Turkiye Garanti Bankasi</td></tr><tr><td class="align_left">SAHOL</td><td class="align_center">Haci Omer Sabanci Holding AS</td></tr><tr><td class="align_left">HALKB</td><td class="align_center">Turkiye Halk Bankasi</td></tr><tr><td class="align_left">SKBNK</td><td class="align_center">Sekerbank TAS</td></tr><tr><td class="align_left">ISCTR</td><td class="align_center">Turkiye Is Bankasi AS</td></tr><tr><td class="align_left">VAKBN</td><td class="align_center">Turkiye Vakiflar Bankasi TAO</td></tr><tr><td class="align_left">YKBNK</td><td class="align_center">Yapi ve Kredi Bankasi AS</td></tr><tr><td class="align_left">TSKB</td><td class="align_center">Turkiye Sinai Kalkinma Bankasi AS</td></tr><tr><td class="align_left">DENIZ</td><td class="align_center">Denizbank AS</td></tr><tr class="table-tr"><td colspan="2"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>Abbreviations of banks of Turkey.</div>

Discrete Dynamics in Nature and Society

tab5

Table 5

Table 5: Research on Systemic Risk of the Turkish Banking Industry Based on a Systemic Risk Measurement Framework of the Fractional Brownian Motion 