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Journals / MALİYE FİNANS YAZILARI / 2016 / Sayı: 105

The Determinants of Credit Risk in Islamic Banks: An Empirical Analysis on the Turkish Participation Banks with Panel Data Analysis

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

NASIF ÖZKAN
GÖKHAN IŞIL
Pages
153–176
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 increase of the participation banks’ size, results in lower credit risk for the participating banks.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this study, the determinants of bank credit risk are analyzedfor four participation banks that operate in Turkey,by using quarterly data set between 2006 and 2014.The findings of the study suggest that as the ratio of specific provisions in total assets increases, the credit risk shall also increase.
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Key Findings & Data:In this study, the determinants of bank credit risk are analyzedfor four participation banks that operate in Turkey,by using quarterly data set between 2006 and 2014.The findings of the study suggest that as the ratio of specific provisions in total assets increases, the credit risk shall also increase.
💡
Conclusion & Impact:Conversely, the increase of the ratio of loans in total assets, or the increase of the participation banks’ size, results in lower credit risk for the participating banks.
🔬Design:Research Article
📍Scope:2006 Verileri
⚙️Variables:Domain Parameters

Abstract

In this study, the determinants of bank credit risk are analyzedfor four participation banks that operate in Turkey,by using quarterly data set between 2006 and 2014.The findings of the study suggest that as the ratio of specific provisions in total assets increases, the credit risk shall also increase. Conversely, the increase of the ratio of loans in total assets, or the increase of the participation banks’ size, results in lower credit risk for the participating banks.

Özet

Bu çalışmada, Türkiye’de faaliyet gösteren dört katılım bankasının 2006 - 2014 yılları arası üç aylık verileri kullanılarak kredi risklerini belirleyen faktörler araştırılmaktadır. Kredi riski üzerinde bankaya özgü faktörlerden hangisinin anlamlı etkilerinin olduğunu göstermek için panel veri regresyon modeli kullanılmaktadır. Bulgular, katılım bankalarının geri ödenmeme riski taşıyan kredilere karşı ayırdıkları özel karşılıkların toplam varlıklar içindeki payının arttıkça, kredi risklerinin de artacağını göstermektedir. Diğer taraftan, kredilerin toplam varlıklar içindeki payının veya banka büyüklüğünün artması kredi riskinin azalmasına neden 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 Participation Banks with Panel Data Analysis. MALİYE FİNANS YAZILARI, Sayı: 105, 153–176. https://ajindex.com/articles/281519

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