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Journals / Maliye ve Finans Yazıları / 2016 / Sayı: 105

The Determinants of Credit Risk in Islamic Banks: An Empirical Analysis on the Turkish Participatio

İslami Bankalarda Kredi Riskini Belirleyen Faktörler: Panel Veri Analizi ile Türkiye’de Katılım Bankacılığı Üzerine Ampirik Bir Uygulama

Nasıf ÖZKAN
Gökhan IŞIL
Pages
153–176
Publication Date
2016-12-02
DOI
—
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AI Summary & Key Takeaways

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

Conversely,the increase of the ratio of loans in total assets, or the increaseof the participation banks’ size, results in lower credit risk for theparticipating banks.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this study, the determinants of bank credit risk areanalyzedfor four participation banks that operate in Turkey,byusing quarterly data set between 2006 and 2014.The findingsof the study suggest that as the ratio of specific provisions in totalassets increases, the credit risk shall also increase.
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Key Findings & Data:In this study, the determinants of bank credit risk areanalyzedfor four participation banks that operate in Turkey,byusing quarterly data set between 2006 and 2014.The findingsof the study suggest that as the ratio of specific provisions in totalassets increases, the credit risk shall also increase.
💡
Conclusion & Impact:Conversely,the increase of the ratio of loans in total assets, or the increaseof the participation banks’ size, results in lower credit risk for theparticipating banks.
🔬Design:Research Article
📍Scope:2006 Verileri
⚙️Variables:Kredi Riski · İslami Bankacılık · Katılım Bankacılığı

Abstract

In this study, the determinants of bank credit risk areanalyzedfor four participation banks that operate in Turkey,byusing quarterly data set between 2006 and 2014.The findingsof the study suggest that as the ratio of specific provisions in totalassets increases, the credit risk shall also increase. Conversely,the increase of the ratio of loans in total assets, or the increaseof the participation banks’ size, results in lower credit risk for theparticipating banks.

Özet

Bu çalışmada, Türkiye’de faaliyet gösteren dört katılım bankasının2006 - 2014 yılları arası üç aylık verileri kullanılarakkredi risklerini belirleyen faktörler araştırılmaktadır. Kredi riskiüzerinde bankaya özgü faktörlerden hangisinin anlamlı etkilerininolduğunu göstermek için panel veri regresyon modeli kullanılmaktadır.Bulgular, katılım bankalarının geri ödenmeme riskitaşıyan kredilere karşı ayırdıkları özel karşılıkların toplam varlıklariçindeki payının arttıkça, kredi risklerinin de artacağını göstermektedir.Diğer taraftan, kredilerin toplam varlıklar içindekipayının veya banka büyüklüğünün artması kredi riskinin azalmasınaneden olmaktadır.

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Cite This Article

ÖZKAN, N., IŞIL, G. (2016). The Determinants of Credit Risk in Islamic Banks: An Empirical Analysis on the Turkish Participatio. Maliye ve Finans Yazıları, Sayı: 105, 153–176. https://ajindex.com/articles/228884

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