Research Article
Kredi Türlerinin Takipteki Krediler Oranına Etkisi: Varlık Temelli Krediler Yüksek Takipteki Krediler Oranı İçin Bir Kalkan Mı?
Abstract
Bu çalışma, mevduat bankaları bazında farklılaşan kredi tercihlerinin, takipteki krediler oranı üzerindeki muhtemel etkisini tespit etmeyi amaç edinmektedir. Bu kapsamda en büyük 10 Türk mevduat bankasının 2006-2016 yılları arasındaki verileri üzerinden panel veri analizi çalışması gerçekleştirilmiştir. Analiz sonuçlarına göre, konut ve ticari taşıt kredileri ile takipteki krediler oranı arasında negatif; taşıt kredileri ile takipteki krediler oranı arasında pozitif yönde bir ilişkinin bulunduğu neticesine varılmıştır. Ayrıca kontrol değişkeni olarak analize dahil edilen enflasyon, önceki dönem takipteki krediler oranı ve aktif büyüklüğü değişkenlerinin de takipteki krediler oranı üzerinde anlamlı ve pozitif; kriz değişkeninin ise anlamlı ve negatif bir etkisinin olduğu sonucuna varılmıştır.
Keywords
References
- Abdioğlu, Nida - Aytekin, Sinan (2016), “Takipteki Kredi Oranını Etkileyen Faktörlerin Belirlenmesi: Mevduat Bankaları Üzerinde Bir Dinamik Panel Veri Uygulaması”, İşletme Araştırmaları Dergisi, 8, 1,ss. 538-555.
- Anastasiou, Dimitrious - Louri, Helen - Tsionas, Mike Efthhymios (2016), “Determinants of Non-Performing Loans: Evidence from Euro-Area Countries”, Finance Research Letters, 18, pp. 116-119.
- Anastasiou, Dimitrious - Louri, Helen - Tsionas, Mike Efthhymios (2016), “Non-Performing Loans in the Euro Area: Are Core-Periphery Banking Markets Fragmanted?”, Bank of Greece Working Paper, http://www.bankofgreece.gr/BogEkdoseis/Paper2016219.pdf (01.09.2017).
- Bank of America Merrill Lynch (2015), A Guide to Asset-Based Lending, https://www.bofaml.com/content/dam/boamlimages/documents/articles/C2_009/guide_to_asset-based_lending.pdf (17.08.2017).
- Berger, Allen N. - DeYoung, Robert (1997), “Problem Loans and Cost Efficiency in Commercial Banks”, Journal of Banking and Finance, 21, 6, pp. 849-870.
- Bhargava, Alok - Franzini Luisa - Narendranathan, Wiji A.N.(1982), “Serial Correlation And The Fixed Effects Model”, Review of Economic Studies, 49, 4, pp. 533-549.
- Breuer, Janice Boucher (2006), “Problem Bank Loans, Conflicts of Interest, and Institutions”, Journal of Financial Stability, 2, 3, pp.266-285.
- Curak, Marijana - Pepur Sandra - Poposki, Klime (2013), “Determinants of Non-Performing Loans – Evidence from SoutheasternEuropean Banking Systems”, Banks and Bank Systems Journal, 8, 1, pp. 45-53.
- Dickey David A. – Fuller, Wayne A.(1979), “Distribution of the Estimators for Autoregressive Time Series with a Unit Root”, Journal of the American Statistical Association, 74, 366, pp. 427-431.
- Gujarati, Damodar N.(2006), Basic Econometrics (4th edt.),McGraw Hill, New York.
- Hou, Yixin (2007), “The Non-performing Loans: Some Bank-level Evidences”, The 4th Advances in Applied Financial Economics, the Quantitative and Qualitative Analysis in Social Sciences Conferences.
- Im Kyung So - Pesaran M.Hashem - Shin Yongcheol(2003), “Testing for Unit Roots in Heteregeneous Panels”, Journal of Econometrics, 115, 1, pp.53-74.
- Keeton, William R. - Morris, Charles S. (1987), “Why Do Banks’ Loan Losses Differ?”, Federal Reserve Bank of Kansas City Economy Review, 72, 5, pp. 3-21.
- Levin Andrew - Lin Chien Fu - Chu James, Chia-Shang (2002), “Unit Root Tests in Panel Data: Asymptotic and Finite- Sample Properties”, Journal of Econometrics, 108,1, pp. 1-24.
- Macit, Fatih - Keçeli, Betül (2012), “Takipteki Kredi Oranını Etkileyen Faktörler: Türkiye’de Katılım Bankaları Örneği”, Avrasya İncelemeleri Dergisi, 1,1, ss. 193-207.
- Makri, Vasiliki - Tsagkanos, Athanasios - Bellas, Athanasios (2014), “Determinants of Non-Performing Loans: The Case of Eurozone”, Panoeconomicus Journal, 2, pp. 193-206.
- Mensah, Franklin Amuakwa - Marbuah, George - Marbuah, Dinah Ani-Asamoah(2017), “Re-examining the Determinants of Non-Performing Loans in Ghana’s Banking Industry: Role of the 2007–2009 Financial Crisis”, Journal of African Business, 18, 3, pp. 357-379.
- Morgan, Peter J. - Zhang, Yan (2015), “Mortgage Lending and Financial Stability in Asia”, Asian Development Bank Working Paper, https://www.adb.org/sites/default/files/publication/173102/adbi-wp543.pdf (03.10.2017)
- Messai, Ahlem Selma - Jouini, Fathi (2013), “Micro and Macro Determinants of Non-performing Loans”, International Journal of Economics and Financial Issues, 3, 4, pp. 852-860.
- Rajha, Khaled Suphi (2016), “Determinants of Non-Performing Loans: Evidence from the Jordanian Banking Sector”, Journal of Finance and Bank Management, 4,1, pp.125-136.
- Rinaldi Laura, Sanchis-Arellano Alicia (2006), “Household Debt Sustainability: What explains Household Non-performing Loans? An Empirical Analysis”, European Central Bank Working Paper, https://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp570.pdf?2546b8e 00ce934b13cfe47c36da5bc45 (03.10.2017).
- Sevüktekin, Mustafa (2013), Ekonometriye Giriş, Dora Yayınevi, Bursa.
- Skarica, Bruna (2014), “Determinants of Non-Performing Loans in Central and Eastern European Countries”, Financial Theory and Practice, 38,1, pp. 37-59.
- Tanaskovic, Svetozar - Jandric, Maja (2015), “Macroeconomic and Institutional Determinants of Non-Performing Loans” , Journal of Central Banking Theory and Practice, 4,1, pp. 47-62.
- Tatoğlu, Ferda Yerdelen (2016), Panel Veri Ekonometrisi, Beta Yayınevi, İstanbul.
- Us, Vuslat (2016), “Determinants of Non-Performing Loans in the Turkish Banking Sector: What Has Changed After the Global Crisis?”, TCMB Research Notes in Economics, No.16/27, pp. 1-14.
- Us, Vuslat (2017), “Dynamics Of Non-Performing Loans in The Turkish Banking Sector By An Ownership Breakdown: The İmpact Of The Global Crisis”, Finance Research Letters, 20, pp. 109-117.
- Vatansever, Metin - Hepşen, Ali (2013), “Determining Impacts on Non-Performing Loan Ratio in Turkey”, Journal of Finance and Investment Analysis, 2,4, pp. 119-129.
- www.tbb.gov.tr
- www. tuik.gov.tr
- Yağcılar, Gamze Göçmen - Demir, Semra (2015), “Türk Bankacılık Sektöründe Takipteki Kredi Oranları Üzerinde Etkili Olan Faktörlerin Belirlenmesi”, Uluslararası Alanya İşletme Fakültesi Dergisi, 7, 1, ss. 221-229.
Year 2018,
Issue: 79, 95 - 110, 02.07.2018
Abstract
References
- Abdioğlu, Nida - Aytekin, Sinan (2016), “Takipteki Kredi Oranını Etkileyen Faktörlerin Belirlenmesi: Mevduat Bankaları Üzerinde Bir Dinamik Panel Veri Uygulaması”, İşletme Araştırmaları Dergisi, 8, 1,ss. 538-555.
- Anastasiou, Dimitrious - Louri, Helen - Tsionas, Mike Efthhymios (2016), “Determinants of Non-Performing Loans: Evidence from Euro-Area Countries”, Finance Research Letters, 18, pp. 116-119.
- Anastasiou, Dimitrious - Louri, Helen - Tsionas, Mike Efthhymios (2016), “Non-Performing Loans in the Euro Area: Are Core-Periphery Banking Markets Fragmanted?”, Bank of Greece Working Paper, http://www.bankofgreece.gr/BogEkdoseis/Paper2016219.pdf (01.09.2017).
- Bank of America Merrill Lynch (2015), A Guide to Asset-Based Lending, https://www.bofaml.com/content/dam/boamlimages/documents/articles/C2_009/guide_to_asset-based_lending.pdf (17.08.2017).
- Berger, Allen N. - DeYoung, Robert (1997), “Problem Loans and Cost Efficiency in Commercial Banks”, Journal of Banking and Finance, 21, 6, pp. 849-870.
- Bhargava, Alok - Franzini Luisa - Narendranathan, Wiji A.N.(1982), “Serial Correlation And The Fixed Effects Model”, Review of Economic Studies, 49, 4, pp. 533-549.
- Breuer, Janice Boucher (2006), “Problem Bank Loans, Conflicts of Interest, and Institutions”, Journal of Financial Stability, 2, 3, pp.266-285.
- Curak, Marijana - Pepur Sandra - Poposki, Klime (2013), “Determinants of Non-Performing Loans – Evidence from SoutheasternEuropean Banking Systems”, Banks and Bank Systems Journal, 8, 1, pp. 45-53.
- Dickey David A. – Fuller, Wayne A.(1979), “Distribution of the Estimators for Autoregressive Time Series with a Unit Root”, Journal of the American Statistical Association, 74, 366, pp. 427-431.
- Gujarati, Damodar N.(2006), Basic Econometrics (4th edt.),McGraw Hill, New York.
- Hou, Yixin (2007), “The Non-performing Loans: Some Bank-level Evidences”, The 4th Advances in Applied Financial Economics, the Quantitative and Qualitative Analysis in Social Sciences Conferences.
- Im Kyung So - Pesaran M.Hashem - Shin Yongcheol(2003), “Testing for Unit Roots in Heteregeneous Panels”, Journal of Econometrics, 115, 1, pp.53-74.
- Keeton, William R. - Morris, Charles S. (1987), “Why Do Banks’ Loan Losses Differ?”, Federal Reserve Bank of Kansas City Economy Review, 72, 5, pp. 3-21.
- Levin Andrew - Lin Chien Fu - Chu James, Chia-Shang (2002), “Unit Root Tests in Panel Data: Asymptotic and Finite- Sample Properties”, Journal of Econometrics, 108,1, pp. 1-24.
- Macit, Fatih - Keçeli, Betül (2012), “Takipteki Kredi Oranını Etkileyen Faktörler: Türkiye’de Katılım Bankaları Örneği”, Avrasya İncelemeleri Dergisi, 1,1, ss. 193-207.
- Makri, Vasiliki - Tsagkanos, Athanasios - Bellas, Athanasios (2014), “Determinants of Non-Performing Loans: The Case of Eurozone”, Panoeconomicus Journal, 2, pp. 193-206.
- Mensah, Franklin Amuakwa - Marbuah, George - Marbuah, Dinah Ani-Asamoah(2017), “Re-examining the Determinants of Non-Performing Loans in Ghana’s Banking Industry: Role of the 2007–2009 Financial Crisis”, Journal of African Business, 18, 3, pp. 357-379.
- Morgan, Peter J. - Zhang, Yan (2015), “Mortgage Lending and Financial Stability in Asia”, Asian Development Bank Working Paper, https://www.adb.org/sites/default/files/publication/173102/adbi-wp543.pdf (03.10.2017)
- Messai, Ahlem Selma - Jouini, Fathi (2013), “Micro and Macro Determinants of Non-performing Loans”, International Journal of Economics and Financial Issues, 3, 4, pp. 852-860.
- Rajha, Khaled Suphi (2016), “Determinants of Non-Performing Loans: Evidence from the Jordanian Banking Sector”, Journal of Finance and Bank Management, 4,1, pp.125-136.
- Rinaldi Laura, Sanchis-Arellano Alicia (2006), “Household Debt Sustainability: What explains Household Non-performing Loans? An Empirical Analysis”, European Central Bank Working Paper, https://www.ecb.europa.eu/pub/pdf/scpwps/ecbwp570.pdf?2546b8e 00ce934b13cfe47c36da5bc45 (03.10.2017).
- Sevüktekin, Mustafa (2013), Ekonometriye Giriş, Dora Yayınevi, Bursa.
- Skarica, Bruna (2014), “Determinants of Non-Performing Loans in Central and Eastern European Countries”, Financial Theory and Practice, 38,1, pp. 37-59.
- Tanaskovic, Svetozar - Jandric, Maja (2015), “Macroeconomic and Institutional Determinants of Non-Performing Loans” , Journal of Central Banking Theory and Practice, 4,1, pp. 47-62.
- Tatoğlu, Ferda Yerdelen (2016), Panel Veri Ekonometrisi, Beta Yayınevi, İstanbul.
- Us, Vuslat (2016), “Determinants of Non-Performing Loans in the Turkish Banking Sector: What Has Changed After the Global Crisis?”, TCMB Research Notes in Economics, No.16/27, pp. 1-14.
- Us, Vuslat (2017), “Dynamics Of Non-Performing Loans in The Turkish Banking Sector By An Ownership Breakdown: The İmpact Of The Global Crisis”, Finance Research Letters, 20, pp. 109-117.
- Vatansever, Metin - Hepşen, Ali (2013), “Determining Impacts on Non-Performing Loan Ratio in Turkey”, Journal of Finance and Investment Analysis, 2,4, pp. 119-129.
- www.tbb.gov.tr
- www. tuik.gov.tr
- Yağcılar, Gamze Göçmen - Demir, Semra (2015), “Türk Bankacılık Sektöründe Takipteki Kredi Oranları Üzerinde Etkili Olan Faktörlerin Belirlenmesi”, Uluslararası Alanya İşletme Fakültesi Dergisi, 7, 1, ss. 221-229.
There are 31 citations in total.
Details
| Primary Language | Turkish |
|---|---|
| Subjects | Business Administration |
| Journal Section | Research Article |
| Authors | |
| Publication Date | July 2, 2018 |
| Submission Date | October 24, 2017 |
| Published in Issue | Year 2018 Issue: 79 |
