Atıf Sayısı
6
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175
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55
Bu çalışmanın amacı, Türkiye’deki bankacılık sektörünün takipteki kredi oranlarında etkili olan faktörleri tespit etmektir. Bu amaçla çalışmada Türkiye’de faaliyet gösteren bankaların üç aylık finansal verileri kullanılmıştır. Analiz kapsamına 2014-2017 yılları arasında faaliyet gösteren en büyük hacme sahip ilk üç banka dâhil edilmiştir. Analiz panel veri regresyon yöntemi ile yapılmıştır. Çalışmanın sonuçları, bankaya özgü değişkenler arasında yer alan aktif karlılığı, banka büyüklüğü, net faiz marjı, finansman açığı ve özsermaye karlılığı değişkenlerinin %99 güven düzeyinde ve istatistiksel olarak anlamlı olduğunu ortaya koymaktadır. Makroekonomik değişkenler arasında yer alan gayri safi yurtiçi hâsıla oranı değişkeni ve sermaye yeterlilik oranı değişkeni ile kredi riski arasında %90 güven düzeyinde istatistiksel olarak anlamlı bir ilişki çıkmıştır. Bu sonuçlar bankacılık sektöründe takipteki kredileri dolayısıyla kredi riskini yönetmede hangi değişkenlerin ön plana alınması gerektiğini göstermesi bakımından önemli ve özgündür.
The aim of this study is to identify the factors that influence the following credit rates of the banking sector in Turkey. For this purpose, the financial data of three months of the banks operating in Turkey were used. The first three banks with a large volume operating between 2014 and 2017 were included in the analysis. The analysis panel is done with the data regression method. The results of the study show that the variables of active profitability, bank size, net interest margin, financial gap and capital profitability, among the banks-specific variables, are 99% reliable and statistically meaningful. There is a statistically meaningful relationship between the non-clean domestic equity ratio variable and the capital-capacity ratio variable and credit risk at a 90% confidence level. These results are important and unique in terms of indicating which variables in credit risk management should be taken in the forefront due to the following loans in the banking sector.
The purpose of this study, the banking sector in Turkey is to identify the factors that influence their lending rates followed. The purpose of this study is to detect the factors that influence the rate of NPLs in the banking sector in Turkey. Quarterly financial data of banks operating in Turkey was used for this purpose. Quarterly financial data of banks operating in Turkey was used for this purpose. The first three banks with the largest volume operating between 2014-2017 were included in the analysis. The analysis was performed by method of panel data regression. The analysis was performed by method of panel data regression. The results of the study show that the variables such as asset profitability, bank size, net interest margin, finance deficit and return on equity among bank specific variables were statistically significant to a 99% confidence level. The results of the study show that the variables such as asset profitability, bank size, net interest margin, finance deficit and return on equity among bank specific variables were statistically significant to a 99% confidence level. There was a statistically significant relationship between the gross domestic product ratio which is macroeconomic variable and capital adequacy ratio variable and the credit risk at the 90% confidence level. These results are important and specific in terms of showing which variables should be taken into the foreground in managing non-performing loans in the banking sector, namely credit risk.
Alan : Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Uluslararası
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