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Türkiye’de takipteki kredilerin banka kredi verme davranışına etkisi

Yıl 2024, Cilt: 10 Sayı: 1, 120 - 134, 28.02.2024
https://doi.org/10.30855/gjeb.2024.10.1.008

Öz

Bu çalışmada; Türk bankacılık sisteminde, takipte yer alan sorunlu kredilerdeki değişimin kredi verme davranışını ne yönde etkilediği konusu araştırılmıştır. Yapılan analizde Türkiye’de faaliyet gösteren mevduat bankalarının 2012-2022 yıllarına ait çeyrek dönem verileri kullanılmıştır. Örneklem olarak aktif büyüklüğün %83’ünü temsil eden 10 mevduat bankası seçilmiştir. Oluşturulan ekonometrik modelde bankaya özel değişkenler (ROA, ROE) ve ülkeye özel değişkenler (GSYH, tüketici kredisi faiz oranı) kullanılmıştır. Zaman boyutunun 40, yatay-kesit boyutunun 10 olduğu, 400 gözlemli panel veri seti kullanılarak ekonometrik tahminler gerçekleştirilmiştir. Ekonometrik bulgular, Türkiye’de takipteki kredi oranındaki artış ile kredi verme isteği arasında negatif yönlü bir ilişki olduğu yönündedir. Buna göre, incelenen dönem itibariyle takipteki kredi rakamındaki artışın, bankaların kredi verme isteğini zayıflattığı sonucuna ulaşılmıştır. Diğer ifadeyle, bankacılık sektöründeki takipteki kredi bakiyesindeki artışın, kredi değişim oranı üzerindeki negatif etkisi açıkça görülmektedir. Özellikle kriz dönemlerinde yüksek takip bakiyeleri ile karşı karşıya kalan bankaların, kredi verme konusunda daha temkinli davrandıkları ve kredi artış hızlarını bilinçli olarak zayıflattıkları bilinmektedir.

Proje Numarası

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Kaynakça

  • Aiyar, S., Bergthaler, W., Garrido, J. M., Ilyina, A., Jobst, A., Kang, K., Kovtun, D., Liu, Y., Monaghan, D. ve Moretti, M. (2015). A strategy for resolving Europe’s problem loans. IMF Staff Discussion Note No 15/19. Doi: https://doi.org/10.5089/9781513591278.006
  • Accornero, M., Alessandri, P., Carpinelli, L., ve Sorrentino, A. M. (2017). Non-performing loans and the supply of bank credit: evidence from Italy. Bank of Italy Occasional Paper, 374.
  • Baltagi, B. H, Feng, Q. ve C. Kao (2012). A Lagrange Multiplier test for Cross-sectional Dependence in a Fixed Effects Panel Data Model. Journal of the Econometrics, 170, 164–177 Doi: https://doi.org/10.1016/j.jeconom.2012.04.004
  • BDDK. (2021). Bağımsız Denetim Raporları. Erişim adresi: https://www.bddk.org.tr/BdrUyg
  • Born, B., ve Breitung, J. (2016). Testing for serial correlation in fixed-effects panel data models. Econometric Reviews, 35(7), 1290-1316. Doi: https://doi.org/10.1080/07474938.2014.976524
  • Blomquist, J., ve Westerlund, J. (2013). Testing slope homogeneity in large panels with serial correlation. Economics Letters, 121(3), 374-378. Doi: https://doi.org/10.1016/j.econlet.2013.09.012
  • Breusch, T. S., ve Pagan, A. R. (1980). The Lagrange multiplier test and its applications to model specification in econometrics. The review of economic studies, 47(1), 239-253. Doi: https://doi.org/10.2307/2297111
  • Cucinelli, D. (2015). The impact of non-performing loans on bank lending behavior: Evidence from the Italian banking sector. Eurasian Journal of Business and Economics, 8(16), 59-71. Doi:10.17015/ejbe.2015.016.04
  • Dicevska, S., Karadjova, V., ve Jolevski, L. (2018). The impact of non-performing loans on households on the financial performance of banks in Macedonia1. Horizons Series A 23 (2018). Doi:10.20544/HORIZONS.A.23.2.18.P07
  • Driscoll, J. C., ve Kraay, A. C. (1998). Consistent covariance matrix estimation with spatially dependent panel data. Review of economics and statistics, 80(4), 549-560. Doi: https://doi.org/10.1162/003465398557825
  • Fell, J. P., Grodzicki, M., Metzler, J., ve O'Brien, E. (2018). Non-performing loans and euro area bank lending behaviour after the crisis. Revista de Estabilidad Financiera/Banco de España, 35 (noviembre 2018), 7-28.
  • Ivashina, V., ve Scharfstein, D. (2010). Bank lending during the financial crisis of 2008. Journal of Financial economics, 97(3), 319-338. Doi: https://doi.org/10.1016/j.jfineco.2009.12.001
  • Lu, W., ve Whidbee, D. A. (2013). Bank structure and failure during the financial crisis. Journal of Financial Economic Policy, 5(3), 281-299. Doi: https://doi.org/10.1108/JFEP-02-2013-0006
  • Düzenleme, B, ve Kurumu, D. (2016). Kredilerin Sınıflandırılması ve Bunlar İçin Ayrılacak Karşılıklara İlişkin Usul ve Esaslar Hakkında Yönetmelik. Ankara: Resmi Gazete (31541 sayılı), 20160622-3.
  • Marques, C., Martinho, R., ve Silva, R. (2020). Non-performing loans and bank lending: Evidence for Portugal, Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
  • Kara, M. ve Baş, G. (2019). Toplam kredi hacmindeki büyümenin takipteki krediler üzerine etkisi. Sciences, 5(16), 351-357. Doi: http://dx.doi.org/10.31589/JOSHAS.133
  • Pesaran, M. H. (2004). General diagnostic tests for cross section dependence in panels. Available at SSRN 572504. Doi: https://dx.doi.org/10.2139/ssrn.572504
  • Pesaran, M. H. (2007). A simple panel unit root test in the presence of cross‐section dependence. Journal of applied econometrics, 22(2), 265-312. Doi: https://doi.org/10.1002/jae.951
  • Pesaran, M. H., ve Yamagata, T. (2008). Testing slope homogeneity in large panels. Journal of econometrics, 142(1), 50-93. Doi: https://doi.org/10.1016/j.jeconom.2007.05.010
  • Serrano, A. S. (2021). The impact of non-performing loans on bank lending in Europe: An empirical analysis. The North American Journal of Economics and Finance, 55, 101312. https://doi.org/10.1016/j.najef.2020.101312
  • Surjaningsih, N., Kurniati, I. N., ve Indriani, R. (2018). Credit risk models for five major sectors in Indonesia. Buletin Ekonomi Moneter Dan Perbankan, 20(4), 409-428.
  • TBB. (2021). Aktif büyüklüklerine göre banka sıralaması-2021-Aralık. Erişim adresi: https://www.tbb.org.tr/tr/banka-ve-sektor-bilgileri/istatistiki-raporlar/Aktif_Buyukluklerine_Gore_Banka_Siralamasi/6057
  • Thornton, J., ve Di Tommaso, C. (2021). The effect of non‐performing loans on credit expansion: Do capital and profitability matter? Evidence from European banks. International Journal of Finance & Economics, 26(3), 4822-4839. Doi: https://doi.org/10.1002/ijfe.2042
  • Tölö, E., ve Virén, M. (2021). How much do non-performing loans hinder loan growth in Europe?. European Economic Review, 136, 103773. Doi: https://doi.org/10.1016/j.euroecorev.2021.103773
  • Vinh, N. T. H. (2017). The impact of non-performing loans on bank profitability and lending behavior: Evidence from Vietnam. Journal of Economic Development. Proceedings of ICUEH2016: International conference of University of Economic Ho Chi Minh City: Policies and sustainable economic development, HCMC, Vietnam, November 11, 2016. UEH Publishing House, 2016.
  • Kaya, Z., Şahin, L., Hacıevliyagil, N. ve Ekşi, H. E. (2016). Bankaların kredi verme davranışlarında varlık kalitesinin etkisi. Finansal Araştırmalar ve Çalışmalar Dergisi, 8(14), 147-160.

The effect of nonperforming loans (NPL) on bank lending behavior in Türkiye

Yıl 2024, Cilt: 10 Sayı: 1, 120 - 134, 28.02.2024
https://doi.org/10.30855/gjeb.2024.10.1.008

Öz

In this study; It has been investigated how the change in non-performing loans (NPL) in the Turkish banking system affects lending behavior. In the analysis, quarterly data of deposit banks operating in Turkey for the years 2012-2022 were used. 10 deposit banks representing 83% of the active size were selected as a sample. Bank-specific variables (ROA, ROE) and country-specific variables (GDP, consumer loan interest rate) were used in the created econometric model. Econometric estimations were made using a panel data set with 400 observations, with a time dimension of 40 and a cross-section dimension of 10. Econometric findings indicate that there is a negative relationship between the increase in the non-performing loan rate and lending behavior in Turkey. Accordingly, it was concluded that the increase in NPL (non-performing loans) weakened banks' willingness to lend. In other words, the negative effect of the increase in the non-performing loan balance in the banking sector on the loan turnover rate is clearly seen. It is known that banks, faced with high non-performing balances, especially during crisis periods, are more cautious about granting loans and consciously slow down their loan growth rate.

Proje Numarası

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Kaynakça

  • Aiyar, S., Bergthaler, W., Garrido, J. M., Ilyina, A., Jobst, A., Kang, K., Kovtun, D., Liu, Y., Monaghan, D. ve Moretti, M. (2015). A strategy for resolving Europe’s problem loans. IMF Staff Discussion Note No 15/19. Doi: https://doi.org/10.5089/9781513591278.006
  • Accornero, M., Alessandri, P., Carpinelli, L., ve Sorrentino, A. M. (2017). Non-performing loans and the supply of bank credit: evidence from Italy. Bank of Italy Occasional Paper, 374.
  • Baltagi, B. H, Feng, Q. ve C. Kao (2012). A Lagrange Multiplier test for Cross-sectional Dependence in a Fixed Effects Panel Data Model. Journal of the Econometrics, 170, 164–177 Doi: https://doi.org/10.1016/j.jeconom.2012.04.004
  • BDDK. (2021). Bağımsız Denetim Raporları. Erişim adresi: https://www.bddk.org.tr/BdrUyg
  • Born, B., ve Breitung, J. (2016). Testing for serial correlation in fixed-effects panel data models. Econometric Reviews, 35(7), 1290-1316. Doi: https://doi.org/10.1080/07474938.2014.976524
  • Blomquist, J., ve Westerlund, J. (2013). Testing slope homogeneity in large panels with serial correlation. Economics Letters, 121(3), 374-378. Doi: https://doi.org/10.1016/j.econlet.2013.09.012
  • Breusch, T. S., ve Pagan, A. R. (1980). The Lagrange multiplier test and its applications to model specification in econometrics. The review of economic studies, 47(1), 239-253. Doi: https://doi.org/10.2307/2297111
  • Cucinelli, D. (2015). The impact of non-performing loans on bank lending behavior: Evidence from the Italian banking sector. Eurasian Journal of Business and Economics, 8(16), 59-71. Doi:10.17015/ejbe.2015.016.04
  • Dicevska, S., Karadjova, V., ve Jolevski, L. (2018). The impact of non-performing loans on households on the financial performance of banks in Macedonia1. Horizons Series A 23 (2018). Doi:10.20544/HORIZONS.A.23.2.18.P07
  • Driscoll, J. C., ve Kraay, A. C. (1998). Consistent covariance matrix estimation with spatially dependent panel data. Review of economics and statistics, 80(4), 549-560. Doi: https://doi.org/10.1162/003465398557825
  • Fell, J. P., Grodzicki, M., Metzler, J., ve O'Brien, E. (2018). Non-performing loans and euro area bank lending behaviour after the crisis. Revista de Estabilidad Financiera/Banco de España, 35 (noviembre 2018), 7-28.
  • Ivashina, V., ve Scharfstein, D. (2010). Bank lending during the financial crisis of 2008. Journal of Financial economics, 97(3), 319-338. Doi: https://doi.org/10.1016/j.jfineco.2009.12.001
  • Lu, W., ve Whidbee, D. A. (2013). Bank structure and failure during the financial crisis. Journal of Financial Economic Policy, 5(3), 281-299. Doi: https://doi.org/10.1108/JFEP-02-2013-0006
  • Düzenleme, B, ve Kurumu, D. (2016). Kredilerin Sınıflandırılması ve Bunlar İçin Ayrılacak Karşılıklara İlişkin Usul ve Esaslar Hakkında Yönetmelik. Ankara: Resmi Gazete (31541 sayılı), 20160622-3.
  • Marques, C., Martinho, R., ve Silva, R. (2020). Non-performing loans and bank lending: Evidence for Portugal, Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies.
  • Kara, M. ve Baş, G. (2019). Toplam kredi hacmindeki büyümenin takipteki krediler üzerine etkisi. Sciences, 5(16), 351-357. Doi: http://dx.doi.org/10.31589/JOSHAS.133
  • Pesaran, M. H. (2004). General diagnostic tests for cross section dependence in panels. Available at SSRN 572504. Doi: https://dx.doi.org/10.2139/ssrn.572504
  • Pesaran, M. H. (2007). A simple panel unit root test in the presence of cross‐section dependence. Journal of applied econometrics, 22(2), 265-312. Doi: https://doi.org/10.1002/jae.951
  • Pesaran, M. H., ve Yamagata, T. (2008). Testing slope homogeneity in large panels. Journal of econometrics, 142(1), 50-93. Doi: https://doi.org/10.1016/j.jeconom.2007.05.010
  • Serrano, A. S. (2021). The impact of non-performing loans on bank lending in Europe: An empirical analysis. The North American Journal of Economics and Finance, 55, 101312. https://doi.org/10.1016/j.najef.2020.101312
  • Surjaningsih, N., Kurniati, I. N., ve Indriani, R. (2018). Credit risk models for five major sectors in Indonesia. Buletin Ekonomi Moneter Dan Perbankan, 20(4), 409-428.
  • TBB. (2021). Aktif büyüklüklerine göre banka sıralaması-2021-Aralık. Erişim adresi: https://www.tbb.org.tr/tr/banka-ve-sektor-bilgileri/istatistiki-raporlar/Aktif_Buyukluklerine_Gore_Banka_Siralamasi/6057
  • Thornton, J., ve Di Tommaso, C. (2021). The effect of non‐performing loans on credit expansion: Do capital and profitability matter? Evidence from European banks. International Journal of Finance & Economics, 26(3), 4822-4839. Doi: https://doi.org/10.1002/ijfe.2042
  • Tölö, E., ve Virén, M. (2021). How much do non-performing loans hinder loan growth in Europe?. European Economic Review, 136, 103773. Doi: https://doi.org/10.1016/j.euroecorev.2021.103773
  • Vinh, N. T. H. (2017). The impact of non-performing loans on bank profitability and lending behavior: Evidence from Vietnam. Journal of Economic Development. Proceedings of ICUEH2016: International conference of University of Economic Ho Chi Minh City: Policies and sustainable economic development, HCMC, Vietnam, November 11, 2016. UEH Publishing House, 2016.
  • Kaya, Z., Şahin, L., Hacıevliyagil, N. ve Ekşi, H. E. (2016). Bankaların kredi verme davranışlarında varlık kalitesinin etkisi. Finansal Araştırmalar ve Çalışmalar Dergisi, 8(14), 147-160.
Toplam 26 adet kaynakça vardır.

Ayrıntılar

Birincil Dil Türkçe
Konular Finans
Bölüm Makaleler
Yazarlar

Sibel Teke İlhan 0000-0003-2765-0604

Atilla Gökçe 0000-0001-8287-4278

Proje Numarası -
Erken Görünüm Tarihi 28 Şubat 2024
Yayımlanma Tarihi 28 Şubat 2024
Yayımlandığı Sayı Yıl 2024 Cilt: 10 Sayı: 1

Kaynak Göster

APA Teke İlhan, S., & Gökçe, A. (2024). Türkiye’de takipteki kredilerin banka kredi verme davranışına etkisi. Gazi İktisat Ve İşletme Dergisi, 10(1), 120-134. https://doi.org/10.30855/gjeb.2024.10.1.008
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