Dergiler / NİŞANTAŞI ÜNİVERSİTESİ SOSYAL BİLİMLER DERGİSİ / 2023 / Cilt: 11 Sayı: 1
GELİŞMEKTE OLAN ÜLKELERDE DONUK KREDİLER VE BANKA YOĞUNLAŞMALARININ BİRLİKTE HAREKET ANALİZİ: DALGACIK TUTARLILIĞI YAKLAŞIMI
- Sayfa
- 91–100
- DOI
- —
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.
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.