Paper Title :Macroeconomic Determinants of Non-Performing Loans: Evidence from Turkish Banking Sector
Author :Fethullah Sahin, Muhittin Kaplan, Erhan Cankal
Article Citation :Fethullah Sahin ,Muhittin Kaplan ,Erhan Cankal ,
(2018 ) " Macroeconomic Determinants of Non-Performing Loans: Evidence from Turkish Banking Sector " ,
International Journal of Management and Applied Science (IJMAS) ,
pp. 81-87,
Volume-4,Issue-5
Abstract : This paper analyzes the macroeconomic determinants of credit risk (i.e., non-performing loans) in the Turkish
banking sector over the period 2002 and 2015. By using data from 23 commercial banks, the study conducts a panel data
analysis via pooled-OLS, fixed effects and random effects and finds evidence for a statistically significant relation between
macroeconomic factors and credit risk. Accordingly, increase in growth rate of GDP (business cycle) and stock market index
(BIST 100) decrease the level of non-performing loans.
Keywords - Credit risk, macroeconomic factors, panel data.
Type : Research paper
Published : Volume-4,Issue-5
DOIONLINE NO - IJMAS-IRAJ-DOIONLINE-12441
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Copyright: © Institute of Research and Journals
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Published on 2018-08-01 |
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