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Tez notu: ABSTRACT Turkey has experienced in the last decades one of the significant crisis in economic history. Therefore, the national economy could benefit from forecasting instruments for mitigating bank crises like the 2001-2002 crisis. While financial analysts and bank managers attribute the impact that bank failures have on excessive banking regulation and unpredictable movements in interest rates, the fact that regulatory changes, the frequency of bank reviews and the rate direction may actually predict bank failure rates has not proved. The aim of this study is to find how much two variables of economic which are interest rate movements that measured by term spread of interest rate and bank examinations that measured by bank liquidity positions would predict the bank collapse and also, we used GMM model to determine which of them can be used to anticipate the eventual bank failure which measured by GDP growth, and how long they could last. Research data have been gathered from BRSA and Turkish Statistics Institute and Central Bank of Republic of Turkey for the period of 2011 to 2018. This study found that two factors of the banking system, bank liquidity and interest rate spread terms are statistically important and can be used to forecast when a financial crisis will start and end. the results show the effect on GDP growth with considering the effect on 2018 crisis. The descriptive statistics of GDP growth the mean is 6.1 % and minimum GDP growth is 2.5% and maximum GDP growth approximately 11.11%. The results indicate there is most positive relationship between MER and GDP growth at 3.46 and statistically significant at 1%. As a precaution against NPAs, the higher the ratio the bank is more cautious as it maintains a strong investment. As results of the crisis in 2018, it has negative impact on GDP growth in TURKEY approximately by -1.776 and statistically significant at 1% level. Key words: Financial Crisis, GMM, GDP, Predicting, Turkey, Banking Failure,CAMELS

Tez notu: Thesis (MSc) - CYPRUS INTERNATIONAL UNIVERSITY INSTITUTE OF GRADUATE STUDIES AND RESEARCH ACCOUNTING AND FINANCE DEPARTMENT