Sorunlu Krediler Bağlamında Türk Bankacılığında Kredi Kayıp Karşılığının Makroekonomik Değişkenlere Etkisi: Panel Data ve Zaman Serileri Analizi
In The Light of Non-Performing Loan, the Effect Of Loss Loan Provision On The Macroeconomic Variables in Turkish Banking: Analaysis Of Panel Data And Time Series

Summary/Abstract: The purpose of the study is to analyze the macroeconomic balance communication of loan loss provisions and to contribute to the literature by understanding what variables interact with credit losses for Turkey. For this purpose, the effects of the macroeconomic variables of the credit loss provision in working have been taken in a comprehensive way. Firstly, the situation of the problematic loans in Turkey was discussed in the direction of realization and the banking sector of the problematic loans and the macroeconomic effects were examined. It was followed by a search of domestic and foreign literature. In the last part, the effect of the macroeconomic stabilization of the loan loss reserve was tested by panel and time series analyzes with bank and macroeconomic variables. The decline in economic growth due to the pooled static and dynamic regression results led to an increase in the credit loss reserve. In the same way, the increase in wages (the devaluation of the TL) led to an increase in credit losses. The increase in the M3 money supply and the interest rate has reduced the credit loss reserve. Inflation and interest rate variables gave statistically insignificant results. It is understood that the variables related to the total assets and the number of personnel related to banking are statistically insignificant. In the time series analysis, the inflation and interest variables gave statistically insignificant results, while the other variables gave the same results as the static and dynamic analysis. When all three models are considered collectively, the study literature has given the result that credit loss in Turkey is determined by economic growth, exchange rate and money supply.

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