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Journals / BDDK Bankacılık ve Finansal Piyasalar Dergisi / 2015 / Cilt: 9 - Sayı: 1

Sectoral Concentration in Loan Portfolio and Risk Relationship: An Analysis on The Turkish Commercial Banking Sector

Kredi Portföylerinde Sektörel Yoğunlaşma ve Risk İlişkisi: Türk Ticari Bankacılık Sektörü Üzerine Bir Analiz

K. Batu TUNAY
Pages
127–147
DOI
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AI Summary & Key Takeaways

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

However, it was determined to be positive and strong relationship between the concentration of credit risk for all bank groups

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this study, the relationship between credit risk with concentration of sectoral credits lentby commercial banks operating in Turkey is analyzed.
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Key Findings & Data:In the analysis of quarterly data within the period 2002:4-2014:2, private, public and foreign banks are taken into account in separate groups.
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Conclusion & Impact:However, it was determined to be positive and strong relationship between the concentration of credit risk for all bank groups
🔬Design:Research Article
📍Scope:2002 Verileri
⚙️Variables:Domain Parameters

Abstract

In this study, the relationship between credit risk with concentration of sectoral credits lentby commercial banks operating in Turkey is analyzed. In the analysis of quarterly data within the period 2002:4-2014:2, private, public and foreign banks are taken into account in separate groups. The estimations that use linear panel data method, showed that sectoral concentration of credit risk is increasing. By time, the ratio of risky loans to total loans decreased in private and public banks, same ratio increased in foreign banks. However, it was determined to be positive and strong relationship between the concentration of credit risk for all bank groups

Özet

Çalışmada, Türkiye'de faaliyet gösteren ticari bankalarca açılan sektörel kredilerin yoğunlaşması ile kredi riski arasındaki ilişki analiz edilmiştir. 2002:4-2014:2 döneminde üç aylık verilerle yapılan analizlerde, özel, kamu ve yabancı bankalar ayrı gruplar halinde dikkate alınmıştır. Doğrusal panel veri yönteminin kullanıldığı tahminler, sektörel yoğunlaşmanın kredi riskini arttırdığını göstermiştir. Zaman içinde özel ve kamu bankalarında riskli kredilerin toplam kredilere oranı düşmüş, yabancı bankalarda ise artmıştır. Bununla beraber, tüm banka grupları için kredi riskiyle yoğunlaşma arasında pozitif ve güçlü bir ilişki olduğu belirlenmiştir

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Cite This Article

TUNAY, K. B. (2015). Sectoral Concentration in Loan Portfolio and Risk Relationship: An Analysis on The Turkish Commercial Banking Sector. BDDK Bankacılık ve Finansal Piyasalar Dergisi, Cilt: 9 - Sayı: 1, 127–147. https://ajindex.com/articles/143155

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