TÜRKİYE’DE DÖNGÜSEL SERMAYE TAMPONUNUN KREDİ BÜYÜMESİ ÜZERİNE ETKİLERİ

Muharrem Afşar; Emrah Doğan

EN TR

THE IMPACT OF COUNTERCYCLICAL CAPITAL BUFFER POLICY ON CREDIT GROWTH IN TURKEY

Abstract

The global financial crisis showed that there was a need for a set of macroprudential tools that could be used to reduce the systemic risk. This paper empirical analyzed the impact of countercyclical capital buffer implementation on the credit growth of bank in the context of the “countercyclical capital buffer”, a macroprudential tool proposed in the new regulatory framework of Basel III by the Basel Committee on Banking Supervision for Turkey during the 2006q1-2016q3 period. We employ empirical analysis by applying statistical (HP filter) empirical analysis by applying statistical (HP filter) and econometric (ARDL)) approaches. An empirical analysis shows that countercyclical buffers is a suitable macroprudential tool for Turkey and will serve as one of the main instruments to reduce systemic risk.

Keywords

Credit Growth,Macroprudential Policy,Countercyclical Capital Buffer,Basel III

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Details

Primary Language

Turkish

Subjects

-

Journal Section

Research Article

Authors

Muharrem Afşar

Emrah Doğan

Publication Date

December 20, 2017

Submission Date

November 1, 2017

Acceptance Date

December 1, 2017

Published in Issue

Year 2017 Volume: 6 Number: 4

IZ

https://izlik.org/JA82FG73HH

APA

Afşar, M., & Doğan, E. (2017). TÜRKİYE’DE DÖNGÜSEL SERMAYE TAMPONUNUN KREDİ BÜYÜMESİ ÜZERİNE ETKİLERİ. Sakarya Üniversitesi İktisat Dergisi, 6(4), 29-43. https://izlik.org/JA82FG73HH

AMA

1.Afşar M, Doğan E. TÜRKİYE’DE DÖNGÜSEL SERMAYE TAMPONUNUN KREDİ BÜYÜMESİ ÜZERİNE ETKİLERİ. Sakarya Üniversitesi İktisat Dergisi. 2017;6(4):29-43. https://izlik.org/JA82FG73HH

Chicago

Afşar, Muharrem, and Emrah Doğan. 2017. “TÜRKİYE’DE DÖNGÜSEL SERMAYE TAMPONUNUN KREDİ BÜYÜMESİ ÜZERİNE ETKİLERİ”. Sakarya Üniversitesi İktisat Dergisi 6 (4): 29-43. https://izlik.org/JA82FG73HH.

EndNote

Afşar M, Doğan E (December 1, 2017) TÜRKİYE’DE DÖNGÜSEL SERMAYE TAMPONUNUN KREDİ BÜYÜMESİ ÜZERİNE ETKİLERİ. Sakarya Üniversitesi İktisat Dergisi 6 4 29–43.

IEEE

[1]M. Afşar and E. Doğan, “TÜRKİYE’DE DÖNGÜSEL SERMAYE TAMPONUNUN KREDİ BÜYÜMESİ ÜZERİNE ETKİLERİ”, Sakarya Üniversitesi İktisat Dergisi, vol. 6, no. 4, pp. 29–43, Dec. 2017, [Online]. Available: https://izlik.org/JA82FG73HH

ISNAD

Afşar, Muharrem - Doğan, Emrah. “TÜRKİYE’DE DÖNGÜSEL SERMAYE TAMPONUNUN KREDİ BÜYÜMESİ ÜZERİNE ETKİLERİ”. Sakarya Üniversitesi İktisat Dergisi 6/4 (December 1, 2017): 29-43. https://izlik.org/JA82FG73HH.

JAMA

1.Afşar M, Doğan E. TÜRKİYE’DE DÖNGÜSEL SERMAYE TAMPONUNUN KREDİ BÜYÜMESİ ÜZERİNE ETKİLERİ. Sakarya Üniversitesi İktisat Dergisi. 2017;6:29–43.

MLA

Afşar, Muharrem, and Emrah Doğan. “TÜRKİYE’DE DÖNGÜSEL SERMAYE TAMPONUNUN KREDİ BÜYÜMESİ ÜZERİNE ETKİLERİ”. Sakarya Üniversitesi İktisat Dergisi, vol. 6, no. 4, Dec. 2017, pp. 29-43, https://izlik.org/JA82FG73HH.

Vancouver

1.Muharrem Afşar, Emrah Doğan. TÜRKİYE’DE DÖNGÜSEL SERMAYE TAMPONUNUN KREDİ BÜYÜMESİ ÜZERİNE ETKİLERİ. Sakarya Üniversitesi İktisat Dergisi [Internet]. 2017 Dec. 1;6(4):29-43. Available from: https://izlik.org/JA82FG73HH

This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.

THE IMPACT OF COUNTERCYCLICAL CAPITAL BUFFER POLICY ON CREDIT GROWTH IN TURKEY

Abstract

Keywords