Takipteki Kredi Oranını Etkileyen Faktörlerin Belirlenmesi: Mevduat Bankaları Üzerinde Bir Dinamik Panel Veri Uygulaması

Bu çalışmada 2001 yerel finansal krizi sonrasında bankaların takipteki kredi oranları üzerinde etkili olan faktörlerin belirlenmesi hedeflenmiştir. Bu amaçla çalışma kapsamında 2002-2014 yılları arasında Türkiye'de faaliyet gösteren kamusal sermayeli mevduat bankaları, özel sermayeli yerli mevduat bankaları ve Türkiye'de kurulmuş yabancı sermayeli mevduat bankaları incelenmiştir. GMM yöntemlerinden (Generalized Method of Moments- Genelleştirilmiş Momentler Metodu) Sistem GMM ve Fark GMM kullanılarak yapılan analiz sonucunda bir önceki dönemdeki takipteki kredi oranı, net faiz marjı, sermaye yeterliliği ve ödeme gücü oranının takipteki krediler üzerinde negatif etkileri olduğu tespit edilmiştir. Kredilere uygulanan faiz, kredi/ mevduat oranı, etkinsizlik ve faaliyet etkinliği değişkenleri ile ise takipteki krediler arasında pozitif ilişki bulunmuştur. Ahlaki tehlike hipotezi ve kötü yönetim hipotezi ile uyumlu sonuçlar bulunurken, çeşitlendirme hipotezi ile zıt sonuçlar bulunmuştur.

Assessing the Factors that Impact Non-Performing Loan Ratio: An Application On Deposit Banks By Using Dynamic Panel Data

This study aims to determine the factors that are effective on non-performing loans ratio after the 2001 local financial crisis. State-owned banks, privately-owned banks and foreign banks that operate in Turkey between the years 2002 and 2014 are examined. According to System-GMM and Difference GMM results, lagged value of non-performing loans, net interest margin, capital adequacy and solvency ratio have negative effects on non-performing loans ratio. On the other hand, interest applied to loans, loans/ deposits ratio, inefficiency and operating efficiency have positive effects on non performing loans. Although the results are consistent with moral hazard and bad managemet hypothesis, they are inconsistent with diversification hypothesis.

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