土耳其不良消费贷款的决定因素:ardl边界测试方法

Şeyma Yilmaz Küçük
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引用次数: 1

摘要

目的-本研究的目的是明确影响不良消费贷款在土耳其存款银行经营的因素。除了银行特有的内部因素外,还研究了宏观经济因素的影响。研究方法-在土耳其运营的存款银行的月度数据和2005:1-2021:12期间的宏观经济指标数据是研究使用的。利用这些数据,应用ARDL绑定测试方法。如果变量之间存在协整关系,则估计长期和短期系数。研究发现——通过研究中创建的两种不同的模型,明确了宏观经济变量和内部变量与不良贷款之间存在协整关系。贷款利率的上升和失业率的上升增加了不良消费贷款的比率。相反,存款利率和美元汇率的上升降低了不良消费贷款率。对于内部因素,确定资本充足率标准比率和资产收益率的提高降低了不良消费贷款率。研究局限性-本研究的主要局限性是只研究了影响土耳其不良消费贷款比率的因素。实际意义——研究结果对银行经理和投资者都有价值。行政决策和投资决策都考虑了影响不良消费贷款率的因素,两者的绩效都会提高。文献中的独创性/价值研究一般将银行的不良贷款作为一个整体来考虑。然而,根据贷款类型确定不良贷款率的影响因素将对文献做出重大贡献。因此,对土耳其市场不良消费贷款的影响因素进行了研究,从而为文献做出了贡献。
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DETERMINANTS OF NON-PERFORMING CONSUMER LOANS FOR TURKEY: ARDL BOUNDS TESTING APPROACH
Purpose – the aim of this study is to specify the factors affecting the non-performing consumer loans in deposit banks operating in Turkey. Besides the internal factors specific to banks, the effect of macroeconomic factors is also investigated. Research methodology – monthly data of deposit banks operating in Turkey and data on macroeconomic indicators for the period 2005:1–2021:12 is used is the study. With these data, ARDL bound testing approach is applied. If there is cointegration relation between variables, the long and short run coefficients are estimated. Findings – with the two different models created in the study, it has been specified that macroeconomic variables and internal variables have a cointegration relationship with non-performing loans. The rise in loan interest rates and unemployment rate increase the rate of non-performing consumer loans. Conversely, the increase in deposit interest rates and the dollar exchange rate decreases the rate of non-performing consumer loans. For internal factors, it is determined that the increase in the capital adequacy standard ratio and the return on assets decreases the ratio of non-performing consumer loans. Research limitations – the major limitation of this study is to research only the factors affecting the non-performing consumer loans ratio for Turkey. Practical implications – the results obtained in the study are valuable for bank managers and investors. Administrative decisions and investment decisions by considering the factors affecting the non-performing consumer loans ratio will increase the performance of both groups. Originality/Value – studies in the literature generally consider non-performing loans for banks as a whole. However, determining the factors affecting the non-performing loans ratio on the basis of loan types will make a significant contribution to the literature. For this reason, the factors affecting the non-performing consumer loans for the Turkish market is investigated, thus contributing to the literature.
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来源期刊
CiteScore
3.20
自引率
0.00%
发文量
14
审稿时长
8 weeks
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