GELİŞMEKTE OLAN ÜLKELERDE DONUK KREDİLER VE BANKA YOĞUNLAŞMALARININ BİRLİKTE HAREKET ANALİZİ: DALGACIK TUTARLILIĞI YAKLAŞIMI

Yıl 2023, Cilt: 11 Sayı: 1, 91 - 100, 30.06.2023

Şükrü Umarbeyli , Dervis Kirikkaleli

https://doi.org/10.52122/nisantasisbd.1105929

Öz

This study analyzes the link between non-performing loans (NPL) and bank concentrations in Turkey using the wavelet coherence approach. In line with the expectation of the present study, there were fluctuations in NPL by 5 and 7 banking concentrations between 2000 and 2003. Moreover, NPL ratios in the long term cause 5 and 7 banking concentrations. It is concluded that NPL in the Turkish banking sector is active on the size of asset concentration ratios of the largest 5 and 7 banks. Additionally, there is a positive correlation between NPL and 5 and 7 bank concentrations during the domestic banking crisis.

Anahtar Kelimeler

Non-Performing Loans, Bank Concentrations, Wavelet Coherence, Turkey Emerging Market

CO-MOVEMENT OF NON-PERFORMING LOANS AND BANK CONCENTRATIONS IN AN EMERGING MARKET: A WAVELET COHERENCE APPROACH

Öz

This study analyzes the link between non-performing loans (NPL) and bank concentrations in Turkey using the wavelet coherence approach. In line with the expectation of the present study, there were fluctuations in NPL by 5 and 7 banking concentrations between 2000 and 2003. Moreover, NPL ratios in the long term cause 5 and 7 banking concentrations. It is concluded that NPL in the Turkish banking sector is active on the size of asset concentration ratios of the largest 5 and 7 banks. Additionally, there is a positive correlation between NPL and 5 and 7 bank concentrations during the domestic banking crisis.

Anahtar Kelimeler

Non-Performing Loans, Bank Concentrations, Wavelet Coherence, Turkey Emerging Market

Kaynakça

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