Özet:

One of the objectives of the macro warning policy tools is to ensure that the credit flow continues to the economy. The failure to refund the allocated loans restricts the new credit allocations and thus the credit flow. Identification and control of the causes of the subsequent loans, which is an indicator of the active quality in the banking sector, is also vital for the banking sector. The aim of this study is to analyze the relationship between macro-economic variables and the credit volume followed by the Turkish Banking Sector. Method - The scope of the study is the Turkish Banking Sector (TBS). In this framework, four variables are identified that are considered to have an impact on the credit volume followed by the banks operating in the sector. The data set used in the study, along with the subsequent loans, the Industrial Production Index consists of major average interest rates applied by banks, credit growth and exchange rate variables. The impact that variables have created on the subsequent loans VAR (Vector Otoregresive) model, granger causality test, effect-release analyses have been studied and analyzed. The data used in the study was obtained from the BDDK, TCMB and TÜIK databases, and the analysis used monthly data limited to the period 2005-2019. The findings - The findings show that industrial production index changes are the most important variable compared to other variables in describing subsequent credit changes and are in a reverse relationship with subsequent credit changes. Moreover, the main average interest rates applied by banks, the average (USD and Euro) exchange rates and live credit exchanges also indicate that there is an impact on the subsequent credit exchanges and that the subsequent credit exchanges are the same. Discussions - Factors that influence the follow-up conversion can vary depending on bank groups and/or credit types. Different policy instruments that are focused on these reasons can be applied.

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