Real Sector Factors Affecting the Loan Qualıty of Banking

Year 2022, Volume: 3 Issue: 1, 48 - 64, 24.06.2022

Eyüp Kadıoğlu , Niyazi Telçeken

Abstract

In this study, the factors from real sector affecting the loan quality or non-performing loans of banks has been investigated for the Turkish banking sector. For this purpose, the ratios calculated over the consolidated financial statements of the real sector or a consolidated data of the real sector and the ratio of non-performing loans (non-performing loans to total loans) between 2010 and 2019 are utilised in the analysis. We used the least squares Prais-Winsten transformation and the Theil-Nagar transformation for small samples in our analysis. As a result, a negative relationship was found between the capacity utilization rate, stock turnover rate and return on asset of real sector firms and non-performing loans, and a positive relationship between real sector firms' current ratio, short-term foreign currency assets, housing sales and non-performing loans.

Keywords

Asset Quality, Loan Quality, Non-performing Loans, Reel Sector, NPL

Bankalarda Kredi Kalitesini Etkileyen Reel Sektör Faktörleri

Abstract

Bu çalışmada; reel sektöre ait faktörlerin Türk bankacılık sektöründeki kredi kalitesi veya takipteki kredilere olan etkisi araştırılmıştır. Bu amaca yönelik olarak 2010-2019 yılları arasında reel sektörün konsolide mali tabloları üzerinden hesaplanmış oranlar veya reel sektöre ait bazı konsolide veriler ile takipteki kredilerin toplam kredilere olan oranı analizlere dahil edilmiştir. Analizlerimiz için en küçük kareler Prais-Winsten dönüşümü ve küçük örnekler için Theil-Nagar dönüşümü yöntemi kullanılmıştır. Yapılan analizler sonucunda, reel sektör firmalarının kapasite kullanım oranı, stok devir hızı ve aktif karlılığı ile takipteki krediler arasında negatif, reel sektör firmalarının cari oranı, kısa vadeli yabancı para cinsinden varlıkları ve konut satışları ile takipteki krediler arasında pozitif ilişki tespit edilmiştir.

Keywords

Aktif Kalitesi, Sorunlu Krediler, Tahsili Gecikmiş Alacaklar, Reel Sektör, NPL, Takipteki Krediler

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