TÜRKİYE BANKACILIK SEKTÖRÜNDE TAKİPTEKİ ALACAKLAR İLE SERMAYE YETERLİLİĞİ İLİŞKİSİ

Abstract

Bu çalışmada Türkiye bankacılık sektörünün genelinde ve mevduat bankalarında takipteki alacakların, bankaların sermaye yeterlilik oranları ile nasıl bir ilişki içerisinde olduğu araştırılmıştır. 2001 krizi sonrası sektörün sağlam bir yapıya kavuştuğu 2005 yılı analiz başlangıcı olarak alınmış, incelenen göstergeleri yapay şekilde etkileyecek çok sayıda düzenlemenin hayata geçirildiği 2017 yılı ve sonrası kapsam dışında bırakılmıştır. Bulgular takipteki alacakların bankaların sermaye yeterlilikleri üzerinde olumsuz bir etki yaratmadığını; sermaye yeterlilik oranı düştüğünde takipteki alacakların artma eğiliminde olduğu ancak bu artışın kritik bir düzeye ulaşmadığını göstermiştir. İncelenen dönemde bankacılık sektörünün, sorunları gizleyici müdahalelere gerek kalmadan güvenilir bir şekilde faaliyet gösterdiğini ve bugün önceliğin makroekonomik istikrarın ve kur istikrarının sağlanmasına verilmesi gerektiğini söylemek mümkündür.

Keywords

• Bankacılık
• takipteki alacaklar
• sermaye yeterliliği
• Granger nedensellik
• Toda-Yamamoto

RELATIONSHIP BETWEEN NON-PERFORMING LOANS AND CAPITAL ADEQUACY IN TURKISH BANKING SECTOR

Abstract

In this study, relationship between non-performing loans and capital adequacy ratios is examined both for banking sector and deposit banks. Analysis period starts with 2005, in which the sector restored to a solid state; and post-2017 period is excluded because several amendments that artificially influences examined indicators took place in those years. Results show that non-performing loans do not have any adverse effect on capital adequacies; and when capital adequacy decreases, non-performing loans tend to increase but this increase did not reach to critical levels. It is possible to say that in the examined period, banking sector operates reliably without any need for concealing underlying problems and today, priority must be given to maintain macroeconomic and exchange rate stability.

Keywords

• Banking
• non-performing loans
• capital adequacy
• Granger causality
• Toda-Yamamoto.

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