Özet:

In Turkey, the coronavirus epidemic was equal to the last month of the first quarter of 2020. In addition to the negative developments that have occurred after the pandemic process, in the banking sector in the short term, the interest rates for the first quarter after the process and the demand for loans have increased. These short-term changes are in the direction that the progressive pandemic will also affect the market and the balances will change. The aim of this study is also to try to be aware of the active quality of the selected banks for the progressive periods in the pandemic process, for the ratio indicating the active quality of the banks (the total loan/the total deposit ratio). Nine banks have been evaluated. For analysis (2019/1-2020/2) quarterly data were applied with the GM estimate model (1.1). The analysis calculated the forecast values indicating the active quality of selected banks for the next 4 quarters (up to the 2nd quarters of 2021) for the next 4 quarters. According to the forecast values calculated for future periods; 6 banks are expected to experience a decrease in rates showing their active quality, while 3 banks are expected to show an increase in rates showing their active quality.

Anahtar Kelimeler:

Özet:

The Corona Virus outbreak in our country coincided with the last month of the first quarter of the year 2020. Together with the negative developments of the pandemic, particularly in the banking sector in the short term, it is seen to cause a decrease in the interest rates for the period after the first quarter, resulting in increases in credit demand. Accordingly, these changes in the short term will affect the market in the ongoing pandemic process, changing the balances. The aim of this study, concerning the ratio of the asset quality of the banks (total loans/total deposit rate), is to try to have an idea about the asset quality levels of the selected banks for future periods in the pandemic process. In total, 9 banks were analyzed. In the analysis (covering the period between 2019/1 and 2020/2), the GM (1,1) forecast model was implemented using the quarterly data. As a result of the analysis, the estimated values were calculated for the selected banks concerning the next 4 quarters (until the 2nd quarter of 2021). According to estimated values calculated for future periods; While it is predicted that there will be a decreasing trend in the rates showing the asset quality of 6 banks; It is foreseen that 3 banks will show an increasing trend in their ratio showing their asset quality.