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Journals / NİŞANTAŞI ÜNİVERSİTESİ SOSYAL BİLİMLER DERGİSİ / 2026 / Cilt: 11 Sayı: 1

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

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

Şükrü Umarbeyli(CYPRUS SCIENCE UNIVERSITY)0000-0001-7745-0606
Dervis Kirikkaleli(LEFKE AVRUPA ÜNİVERSİTESİ, SAĞLIK YÜKSEKOKULU)0000-0001-5733-5045
Pages
91–100
Publication Date
2023-06-30
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AI Summary & Key Takeaways

AI Insight
⚡ TL;DR(Too Long; Didn't Read)

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.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:This study analyzes the link between non-performing loans (NPL) and bank concentrations in Turkey using the wavelet coherence approach.
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Key Findings & Data:In line with the expectation of the present study, there were fluctuations in NPL by 5 and 7 banking concentrations between 2000 and 2003.
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Conclusion & Impact: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.
🔬Design:Araştırma Makalesi
📍Scope:2000 Verileri
⚙️Variables:Non-Performing Loans · Bank Concentrations · Wavelet Coherence

Abstract

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.

Özet

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.

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Cite This Article

Umarbeyli, Ş., Kirikkaleli, D. (2023). CO-MOVEMENT OF NON-PERFORMING LOANS AND BANK CONCENTRATIONS IN AN EMERGING MARKET: A WAVELET COHERENCE APPROACH. NİŞANTAŞI ÜNİVERSİTESİ SOSYAL BİLİMLER DERGİSİ, Cilt: 11 Sayı: 1, 91–100. https://doi.org/10.52122/nisantasisbd.1105929

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