Katılım Bankalarının Kredi Kalitesini Etkileyen Bankaya Özgü ve Makro Ekonomik Faktörler: Pandemi Dönemini İçeren Türkiye Örneği

Year 2025, Volume: 10 Issue: 2, 854 - 875, 30.06.2025

Ahmet Çakmak , Onur Sunal , Ünal Efe

https://doi.org/10.30784/epfad.1638323

Abstract

Finansal sektörün en önemli yapı taşlarından birisi olan bankalarının mali yapılarının güçlü olması ülke ekonomileri için son derece önemlidir. Mevcut bankacılık sistemi içerisinde farklı finansman modelleri ile bankacılık sisteminin tamamlayıcısı konumunda olan katılım bankaları, bu farklı finansman modelleri ile kullandırmış oldukları fonları gününde tahsil etmeyi önceliklemektedir. Ancak kullandırılan fonlar her zaman geri ödenmemekte ve takibe düşmektedir. Bu durumda da bankalar kredi riski ile karşı karşıya kalabilmektedir. Bankaların maruz kaldığı önemli riskler arasında kredi riski yer almakta olup, kullandırılan kredilerin kalitesi banka içi ve banka dışı çeşitli faktörlerden etkilenebilmektedir. Bu çalışmada Türk Bankacılık Sisteminde yer alan katılım bankalarının 2011 yılı 1. çeyrek ve 2023 yılı 4. çeyrek arası çeyrek dönemlik verileri ve yine çeyrek dönemlik makro ekonomik veriler kullanılarak, Covid-19 dönemini de kapsayacak şekilde katılım bankalarının kredi kalitesini etkileyen bankaya özgü ve makro ekonomik faktörler panel veri analiziyle belirlenmeye çalışılmıştır. Covid-19 dönemini de kapsayacak şekilde yapılan Panel ARDL analizi sonucunda bankaya özgü oranlardan, LKD ve ROA ile kredi kalitesini simgeleyen NPL arasında negatif yönlü bir ilişki tespit edilmiştir. Makro ekonomik değişkenlerden GSMH ile NPL arasında negatif, faiz ve Covid-19 dönemi arasında ise pozitif yönlü bir ilişki tespit edilmiş olup, bulgular literatürde yer alan çalışmalarla uyum göstermektedir.

Keywords

Bankacılık , Kredi Riski , İslami Finans , Katılım Bankacılığı , Panel Veri , Covid-19

Ethical Statement

Etik kurul izni ve/veya yasal/özel izin alınmasına gerek olmayan bu çalışmada araştırma ve yayın etiğine uyulmuştur.

Supporting Institution

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Project Number

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Thanks

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Bank-Specific and Macroeconomic Factors Affecting the Credit Quality of Participation Banks: The Case of Türkiye During the Pandemic Period

Abstract

The strong financial structures of banks, one of the most important cornerstones of the financial sector, are extremely important for national economies. Participation banks, which are complementary to the banking system with different financing models within the existing banking system, prioritize collecting the funds they have made available through these different financing models on time. However, the funds disbursed are not always repaid and are subject to follow-up. In this case, banks may face credit risk. Credit risk is one of the most important risks that banks are exposed to, and the quality of the loans extended can be affected by various internal and external factors. In this study, by using quarterly data of participation banks in the Turkish Banking System between the 1st quarter of 2011 and the 4th quarter of 2023 and quarterly macroeconomic data, bank-specific and macroeconomic factors affecting the credit quality of participation banks, including the Covid-19 period, were tried to be determined by panel data analysis. As a result of the Panel ARDL analysis, including the Covid-19 period, a negative relationship was found between LKD and ROA, which are bank-specific ratios, and NPL, which symbolizes credit quality. Among the macroeconomic variables, there is a negative relationship between GNP and NPL and a positive relationship between interest rate and the Covid-19 period, and the findings are consistent with the studies in the literature.

Keywords

Banking , Credit Risk , Islamic Finance , Participation Banking , Panel Data , Covid-19

Project Number

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