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Bir ekonomide finansal piyasaların faaliyetleri ekonomideki tüm aktörleri doğrudan etkiler. Bankalar da bu finansal piyasalarda-ki önemli kurumlardır. Topladıkları fonları kredi olarak aktara-rak ekonominin etkinliğini artırmak açısından önemli bir rol oynarlar. Dolayısıyla Türk bankacılık sektörü toplam kredilerin-deki sektörel yoğunlaşmanın makroekonomik etkileri vardır. Bunlardan biri de sektörün kredi riskini artırarak finansal kırıl-ganlıklara yol açmasıdır. Çalışmada 2010-2017 döneminde üçer aylık verilerle kredi riski olarak takipli krediler, nakdi kredilerin sektörel yoğunlaşması, takipli krediler toplam krediler oranı, bankacılık sektörü özkaynak toplam aktifler oranı, kredi mev-duat oranı Türk bankacılık sektöründe kullandırılan sektörel kredilerin yoğunlaşması ile takipli krediler diğer bir deyişle kredi riski arasındaki ilişki durağanlık testleri de yapılarak En Küçük Kareler Yöntemi ’ne göre analiz edilmiştir. Sektörel yoğunlaşma göstergesi olarak Herfindahl-Hirschman Endeksi HHI kullanı-lan çalışma sonucunda kredilerde sektörel yoğunlaşma ile kredi riski arasında güçlü bir ilişki tespit edilmiştir
In an economy, the activities of the financial markets directly affect all actors in the economy. The banks are the most important institutions in these financial markets. The funds they gather play an important role in increasing the effectiveness of the transactional economy as a loan. Therefore, the Turkish banking sector has macroeconomic effects of the total sector concentration of loans. One of these is that the sector increases the credit risk and leads to financial breakdowns. In the study, with three-month data in the period 2010-2017 (credits followed as credit risk, the sectoral concentration of cash loans, the total loan ratio of the followed loans, the banking sector self-source total assets ratio, the credit deposit ratio) the concentration of the sectoral loans used in the Turkish banking sector and the followed loans, in other words, the relationship between credit risk stagnation tests were analyzed according to the Smallest Quarter Method. The use-lan study of the Herfindahl-Hirschman Index (HHI) as a sectoral concentration indicator has found a strong relationship between sectoral concentration in loans and credit risk
All the financial market operations in an economy influence directly all the actors in the economy. Banks are the important institutions in this financial markets by increasing the economic efficiency by crediting and collecting funds. Therefore, the sectoral credit concentration influences macro economy. For example, it leads to the financial fragility by increasing the credit risk in banking sector. In this study, the correlation of these sectoral concentration in the Turkish banking sector and nonperforming credits is analysed by the Least Square method by using quarterly data between 2010-2017. As a result of this study used Herfindahl-Hirschman Index HHI as the sectoral concentration indicator, there is a significant relationship between the sectoral concentration in the Turkish banking sector and credit risk in these period.
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