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Journals / Reforma / 2021 / Sayı: 90

COMPARATIVE ANALYSIS OF NON PERFORMING LOAN DETERMINANTS IN GERMAN AND KYRGYZ BANKING SECTORS

ALMANYA VE KIRGIZİSTAN BANKACILIK SEKTÖRLERİNDE TAKİPTEKİ KREDİ ORANLARI BELİRLEYİCİLERİNİN KARŞILAŞTIRMALI ANALİZİ

Nurbek MADMAROV
Tezcan ABASIZ
Hakan ÇETİNTAŞ
Journal
Reforma
Pages
44–59
Publication Date
2021-08-24
DOI
—
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AI Summary & Key Takeaways

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

The empirical model results show that while industrial production, labor cost and oil price inflation have diminishing effects, economic growth, treasury bond rate and crisis dummy variable have increasing effects on the probability of default in the German banking sector.

📌 3 Key Takeaways

🎯
Objective & Hypothesis:In this study, it is aimed to make a comprehensive literature review and determine the macroeconomic factors of non-performing loans in German and Kyrgyz banking sectors in 1999Q1-2020Q3.
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Key Findings & Data:The empirical model results show that while industrial production, labor cost and oil price inflation have diminishing effects, economic growth, treasury bond rate and crisis dummy variable have increasing effects on the probability of default in the German banking sector.
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Conclusion & Impact:Furthermore, whereas exchange rates, loan interest rate, credit growth and net remittances have decreasing effects, economic growth, inflation rate and trade balance have rising effects on the probability of default in Kyrgyz banking sector.
🔬Design:Review & Systematic Survey
📍Scope:Comprehensive Sample
⚙️Variables:takipteki kredi oranı · Almanya ve Kırgızistan bankacılık sektörü · ekonometrik model sonuçları

Abstract

In this study, it is aimed to make a comprehensive literature review and determine the macroeconomic factors of non-performing loans in German and Kyrgyz banking sectors in 1999Q1-2020Q3. The empirical model results show that while industrial production, labor cost and oil price inflation have diminishing effects, economic growth, treasury bond rate and crisis dummy variable have increasing effects on the probability of default in the German banking sector. Furthermore, whereas exchange rates, loan interest rate, credit growth and net remittances have decreasing effects, economic growth, inflation rate and trade balance have rising effects on the probability of default in Kyrgyz banking sector.

Özet

Bu çalışmada makro stres testi ile ilgili detaylı bir literatür taraması yapılmış ve 1999ç1-2020ç3 döneminde Alman ve Kırgız bankacılık sektöründe takipteki kredi oranlarının makroekonomik belirleyicileri tespit edilmeye çalışılmıştır. Ampirik model bulguları sonucunda Alman bankacılık sektöründe endüstriyel üretim, emek maliyeti ve petrol fiyatı enflasyonu temerrüt olasılığını azaltıcı etki yaparken, ekonomik büyüme, hükümet tahvili faiz oranı ve kriz kukla değişkeninin ise temerrüt olasılığını artırıcı etki yaptığı tespit edilmiştir. Kırgız bankacılık sektöründe ise döviz kurları, kredi faiz oranı, kredi büyümesi ile net işçi dövizleri temerrüt olasılığını azaltırken, ekonomik büyüme, enflasyon oranı ile ticaret haddi temerrütleri azalttığı gösterilmiştir.

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Cite This Article

MADMAROV, N., ABASIZ, T., ÇETİNTAŞ, H. (2021). COMPARATIVE ANALYSIS OF NON PERFORMING LOAN DETERMINANTS IN GERMAN AND KYRGYZ BANKING SECTORS. Reforma, Sayı: 90, 44–59. https://ajindex.com/articles/388011

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