Özet:

The COVID-19 pandemic has had a global impact in many countries. The effect of the epidemic, negative changes have been experienced, especially in the economic and social fields. The banking sector, which is the most important branch of the financial system in Türkiye, was also affected by the epidemic. The banking sector has taken some measures in order to continue its activities safely in the environment of negative effects and uncertainty of the epidemic period. These measures have helped to better manage the risky process caused by the effect of the epidemic and to overcome it with the least damage. One of the biggest problems faced by banks during the pandemic period has been credit risk. The aim of the study is to examine the credit risks that banks face most during the pandemic period. In the study, the cash loans and non-performing loans, which are notified to the Risk Center of the Banks Association of Türkiye by the banks, are estimated for future periods. In the analysis, the grey prediction model GM (1,1) was preferred. Quarterly data for the period 2020/02-2021/12 was used for the analysis. GM (1,1) models were established by the data and simulation values were calculated. The relative error margins of the established models were calculated as 3.42% and 1.49%, respectively. For the next two quarters, estimation data on banks' cash loans and non-performing loans are obtained. As a result, predictions were made about the credit risks of banks with the findings obtained. It is expected that the results obtained from this study will contribute to the policies that banks will implement.

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