The main purpose of this study is to determine the internal factors affecting the credit risk of deposit banks operating in Turkish banking sector for the period 2005Q1-2018Q3.The findings of the panel data regression analysis indicate that bank specific variables such as capital adequacy ratio, specific provisions, non-interest incomes, liquidity risk, inefficiency ratio and return on assets are significant internal determinants of the credit risk of deposit banks. More specifically, credit risk variable measured by non-performing loans ratio is negatively affected from the variables such as capital adequacy ratio, non-interest incomes, liquidity risk and return on assets, whereas itis positively associated with variables such as inefficiency ratio and specific provisions.
Keywords
Credit Risk, Deposit Banks, Panel Data Analysis, Internal Factors, Turkey
@article{2019,title={INTERNAL DETERMINANTS OF CREDIT RISK IN TURKISH BANKING SECTOR},abstractNode={The main purpose of this study is to determine the internal factors affecting the credit risk of deposit banks operating in Turkish banking sector for the period 2005Q1-2018Q3.The findings of the panel data regression analysis indicate that bank specific variables such as capital adequacy ratio, specific provisions, non-interest incomes, liquidity risk, inefficiency ratio and return on assets are significant internal determinants of the credit risk of deposit banks. More specifically, credit risk variable measured by non-performing loans ratio is negatively affected from the variables such as capital adequacy ratio, non-interest incomes, liquidity risk and return on assets, whereas itis positively associated with variables such as inefficiency ratio and specific provisions.},author={Yüksel AYDIN},year={2019},journal={The Journal of Social Sciences}}
Yüksel AYDIN . 2019 . INTERNAL DETERMINANTS OF CREDIT RISK IN TURKISH BANKING SECTOR . The Journal of Social Sciences.DOI:10.16990/SOBIDER.4886
Yüksel AYDIN.(2019).INTERNAL DETERMINANTS OF CREDIT RISK IN TURKISH BANKING SECTOR.The Journal of Social Sciences
Yüksel AYDIN,"INTERNAL DETERMINANTS OF CREDIT RISK IN TURKISH BANKING SECTOR" , The Journal of Social Sciences (2019)
Yüksel AYDIN . 2019 . INTERNAL DETERMINANTS OF CREDIT RISK IN TURKISH BANKING SECTOR . The Journal of Social Sciences . 2019. DOI:10.16990/SOBIDER.4886
Yüksel AYDIN .INTERNAL DETERMINANTS OF CREDIT RISK IN TURKISH BANKING SECTOR. The Journal of Social Sciences (2019)
Yüksel AYDIN .INTERNAL DETERMINANTS OF CREDIT RISK IN TURKISH BANKING SECTOR. The Journal of Social Sciences (2019)
Format:
Yüksel AYDIN. (2019) .INTERNAL DETERMINANTS OF CREDIT RISK IN TURKISH BANKING SECTOR The Journal of Social Sciences
Yüksel AYDIN . INTERNAL DETERMINANTS OF CREDIT RISK IN TURKISH BANKING SECTOR . The Journal of Social Sciences . 2019 doi:10.16990/SOBIDER.4886
Yüksel AYDIN."INTERNAL DETERMINANTS OF CREDIT RISK IN TURKISH BANKING SECTOR",The Journal of Social Sciences(2019)