GELİŞMEKTE OLAN ÜLKELERDE BANKACILIK SİSTEMİNDE KREDİ RİSKİNİN BELİRLEYİCİLERİ
DETERMINANTS OF CREDIT RISK IN BANKING SYSTEM IN DEVELOPING COUNTRIES
Author(s): Hasan Ayaydın, Fahrettin Pala, Abdulkadir BarutSubject(s): Business Economy / Management, Developing nations, Economic development, Transformation Period (1990 - 2010), Present Times (2010 - today), Financial Markets
Published by: Sage Yayınları
Keywords: Non-Performing loans; Banking System; Panel Data; Developing Country;
Summary/Abstract: The purpose of this study is to determine the factors affecting the non-performing loans (credit risk) by using the 2005-2017 period data for the 34 developing country. In accordance with this purpose, system GMM (Generalized Method of Moments) approach, which is widely used in estimating dynamic panel data models, was used. The results of the study showed that the positive effects of economic growth, domestic loans and commercial openness decreased the credit risk, unemployment rate, inflation and vix increased the credit risk. Since the economic structure of each country is different from each other, it is important to determine the determinants of credit risk in the banking sector separately for each country in the developing countries.
Journal: TURAN-SAM
- Issue Year: 11/2019
- Issue No: 42
- Page Range: 443-450
- Page Count: 8
- Language: Turkish