ALMANYA VE KIRGIZİSTAN BANKACILIK SEKTÖRLERİNDE TAKİPTEKİ KREDİ ORANLARI BELİRLEYİCİLERİNİN KARŞILAŞTIRMALI ANALİZİ

Year 2021, Issue: 90, 44 - 59, 24.08.2021

Nurbek Madmarov Tezcan Abasız Hakan Çetintaş

Abstract

Bu çalışmada makro stres testi ile ilgili detaylı bir literatür taraması yapılmış ve 1999ç1-2020ç3 döneminde Alman ve Kırgız bankacılık sektöründe takipteki kredi oranlarının makroekonomik belirleyicileri tespit edilmeye çalışılmıştır. Ampirik model bulguları sonucunda Alman bankacılık sektöründe endüstriyel üretim, emek maliyeti ve petrol fiyatı enflasyonu temerrüt olasılığını azaltıcı etki yaparken, ekonomik büyüme, hükümet tahvili faiz oranı ve kriz kukla değişkeninin ise temerrüt olasılığını artırıcı etki yaptığı tespit edilmiştir. Kırgız bankacılık sektöründe ise döviz kurları, kredi faiz oranı, kredi büyümesi ile net işçi dövizleri temerrüt olasılığını azaltırken, ekonomik büyüme, enflasyon oranı ile ticaret haddi temerrütleri azalttığı gösterilmiştir.

Keywords

takipteki kredi oranı, Almanya ve Kırgızistan bankacılık sektörü, ekonometrik model sonuçları

COMPARATIVE ANALYSIS OF NON PERFORMING LOAN DETERMINANTS IN GERMAN AND KYRGYZ BANKING SECTORS

Abstract

In this study, it is aimed to make a comprehensive literature review and determine the macroeconomic factors of non-performing loans in German and Kyrgyz banking sectors in 1999Q1-2020Q3. The empirical model results show that while industrial production, labor cost and oil price inflation have diminishing effects, economic growth, treasury bond rate and crisis dummy variable have increasing effects on the probability of default in the German banking sector. Furthermore, whereas exchange rates, loan interest rate, credit growth and net remittances have decreasing effects, economic growth, inflation rate and trade balance have rising effects on the probability of default in Kyrgyz banking sector.

Keywords

non-performing loans, Germany and Kyrgyzstan banking sectors, econometric model results

СРАВНИТЕЛЬНЫЙ АНАЛИЗ ОПРЕДЕЛЯЮЩИХ ФАКТОРОВ ПРОСРОЧЕННЫХ КРЕДИТОВ В БАНКОВСКОМ СЕКТОРЕ ГЕРМАНИИ И КЫРГЫЗСТАНА

Abstract

Целью данного исследования является всеобъемный обзор литературы и определение макроэкономических факторов просроченных кредитов в банковском секторе Германии и Кыргызстана за 1999 кв1-2020 кв3 период времени. Результаты эмпирической модели показывают, когда промышленное производство, затраты на рабочую силу и инфляция цен на нефть имеют понижающие эффекты, экономический рост, ставка казначейских облигаций и кризисная фиктивная переменная оказывают увеличивающее влияние на ставку дефолта в банковском секторе Германии. Более того, валютные курсы, процентная ставка по кредитам, рост кредитования и чистые денежные переводы оказывают понижающие эффекты, тогда как экономический рост, инфляция и торговый баланс имеют увеличивающее влияние на ставку дефолта в кыргызском банковском секторе.

Keywords

просроченный кредит, банковский сектор Германии и Кыргызстана, результаты эконометрической модели

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