Türk Mevduat Bankalarında Sorunlu Kredilerin Belirleyicileri

Öz

Bu araştırmanın temel amacı, Türk mevduat bankalarının bankacılık faaliyetlerinde sorunlu kredi (NPLs) durumunun belirleyicilerini ortaya koymaktır. Çalışmanın amacı, 20 mevduat bankası için panel regresyon analizi yöntemini kullanarak 2012-2023 yılları arasında hem banka düzeyindeki veriler hem de makroekonomik göstergeler açısından sorunlu kredilerin belirleyicilerini değerlendirmektir. Hausman testi uygulanarak NPLs için rastgele modelin geçerli olduğu görülmüştür. Ampirik analiz sonuçları, sorunlu kredilerin (NPLs) bir dizi faktör tarafından belirlendiğini göstermektir. Bu faktörler banka büyüklüğü, karlılık, kredi verme davranışları ve kredi kalitesi olarak sıralanmaktadır. Analiz sonuçları, banka büyüklüğünün (BS), varlık getirisinin (ROA), kredi düzeyinin (LTA) ve kredi kalitesinin (PLLTA) NPLs üzerindeki etkisinin istatistiksel olarak anlamlı olduğunu göstermektedir.

Anahtar Kelimeler

• Sorunlu krediler
• Banka kredileri
• Panel veri analizi
• Mevduat bankaları
• Kredi riski

Determinants of Non-Performing Loans in Turkish Deposit Banks

Öz

The main purpose of this research is to reveal the determinants of non-performing loans (NPLs) of Turkish deposit banks on banking operations. The study aims to evaluate the determinants of non-performing loans in terms of both bank-level data and macroeconomic indicators between 2012 and 2023 by using the method of panel regression analysis for 20 deposit banks. Random model is valid for NPLs by applying Hausmen test. The results of the empirical analysis suggest that the non-performing loans (NPLs) is determined by a series of factors. These factors are listed as bank size, profitability, lending activity and credit quality. Analysis results indicate that the effect of bank size (BS), return on assets (ROA), lending level (LTA) and credit quality (PLLTA) on NPLs are statistically significant.

Anahtar Kelimeler

• Non-performing loans
• Bank credits
• Panel data analysis
• Deposit banks
• Credit risk

Kaynakça

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