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TAKİPTEKİ KREDİLERİN BANKAYA ÖZGÜ, FİNANSAL VE MAKROEKONOMİK BELİRLEYİCİLERİ: TÜRKİYE ÖRNEĞİ

Yıl 2021, Sayı: 33, 169 - 186, 31.10.2021

Hasan Ayaydın Abdulmuttalip Pilatin Abdulkadir Barut

https://doi.org/10.18092/ulikidince.1013685
Cited By: 6

Öz

Bu çalışmada, 2004-2017 döneminde Türkiye’de faaliyette bulunan 21 bankanın yıllık verileri üzerinden takipteki kredilerin belirleyicileri tespit edilmeye çalışmıştır. Çalışmaya bankaya özgü değişkenlerin yanı sıra ülkeye özgü makro finansal ve makroekonomik değişkenler de eklenmiştir. Çalışmada, takipteki kredilerin toplam aktiflere (NPL1) ve takipteki kredilerin brüt toplam kredilere (NPL2) oranı bağımlı değişken olarak belirlenmiştir. Çalışmada bankaların takipteki alacaklarını etkileyen faktörler statik ve dinamik panel veri analizi yöntemleri ile incelenmiştir. Borç vermede uzmanlaşma (BVU) değişkeni modellerin genelinde negatif ve istatistiki olarak anlamlı bulunmuştur. Buna göre, bankalar kredi vermede uzmanlaştıkça takipteki alacaklarını arttırabilecek kredileri daha iyi takip etme potansiyeline sahip olacaklardır. Kapitalizasyon (KAP) değişkeninin tüm modellerde istatistiki olarak anlamlı ve pozitif etkide bulunduğu tespit edilmiştir. Bu bulgu bankaların düşük sermaye ile daha riskli krediler verdiğini göstermekte olup, bu durum takipteki alacakların artmasına neden olmuştur. Panel veri yöntemi ile yapılan analiz sonuçlarına göre bulduğumuz sonuçlar finansal ve ekonomik faktörler belirlenirken politika yapıcılara yardımcı olacaktır.

Anahtar Kelimeler

Banka Krediler Takipteki Krediler (Alacaklar) Kredi Riski

Kaynakça

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Toplam 50 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Konular Ekonomi
Bölüm MAKALELER
Yazarlar

Hasan Ayaydın 0000-0002-5395-1411

Abdulmuttalip Pilatin 0000-0002-2293-2808

Abdulkadir Barut 0000-0001-8315-9727

Yayımlanma Tarihi 31 Ekim 2021
Yayımlandığı Sayı Yıl 2021 Sayı: 33

Kaynak Göster

APA Ayaydın, H., Pilatin, A., & Barut, A. (2021). TAKİPTEKİ KREDİLERİN BANKAYA ÖZGÜ, FİNANSAL VE MAKROEKONOMİK BELİRLEYİCİLERİ: TÜRKİYE ÖRNEĞİ. Uluslararası İktisadi Ve İdari İncelemeler Dergisi(33), 169-186. https://doi.org/10.18092/ulikidince.1013685

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