Determinants of Asymmetry in Lending Behavior of Public-Owned and Privately-Owned Banks in Turkish Banking Sector

Öz

In this study the causes of asymmetry in lending behaviors of public-owned banks(PuBs) and privately-owned (PrBs) banks are investigated with ARDL Boundary Test. It is find that there is a short and long term relationships between the credit volumes of the PuBs and PrBs and the non-performing loans and the identified macroeconomic indicators. In the long term, the only variable that has an impact on the credit volume of PuBs is non-performing loans; although, the variables that are effective in the credit volume of the PrBs are non-performing loans, exchange rate and the economic confidence index. Accordingly, it can be said that PuBs play an active counter-cyclical role. 

Anahtar Kelimeler

• Public-Owned Banks,Privately-Owned Banks,Lending Behavior

Türk Bankacılık Sektöründe Kamu Sermayeli ve Özel Sermayeli Bankaların Kredi Verme Davranışlarındaki Asimetrinin Belirleyicileri

Öz

Bu çalışmada kamu sermayeli (KSB) ve özel sermayeli (ÖSB) bankaların kredi verme davranışlarındaki asimetrinin nedenleri ARDL Sınır Testi ile araştırılmıştır. KSB ve ÖSB’lerin kredi hacimleri ile takipteki krediler ve belirlenen makroekonomik göstergeler arasında kısa ve uzun dönemde ilişki olduğu tespit edilmiştir. Uzun dönemde KSB’lerin kredi hacminde etkili olan tek değişken takipteki kredilerken; ÖSB’lerin kredi hacminde takipteki kredilerle birlikte döviz kuru ve ekonomik güven endeksinin de etkili olduğu belirlenmiştir. Buna göre KSB’lerin aktif karşı-konjontrürel (döngüsel) rol üstlendikleri söylenebilir. 

Anahtar Kelimeler

• Kamu Sernayeli Bankalar,Özel Sermayeli Bankalar,Kredi Verme Davranışı

Kaynakça

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