MACROECONOMIC FACTORS AFFECTING CONSUMER CREDITS BY BANK GROUPS

Dr.öğretim Üyesi Serkan Demirel

Makale detayları

MACROECONOMIC FACTORS AFFECTING CONSUMER CREDITS BY BANK GROUPS

Yazarlar:

Dr.öğretim Üyesi Serkan Demirel

Yayıncı:

Kütahya Dumlupinar University

Ana Başlıklar:

Para-Bankacılık

Dergi:

Toplum Ekonomi ve Yönetim Dergisi Vol.5 Issue 3, pp.568-592

Belge Tipi:

Makale

Yayın Tarihi:

10/2024

Belge Dili:

Türkçe

Document ID (Org No.):

2001329628

pISSN:

2757-5489

Anahtar kelimeler:

Özet:

 In this study, the factors affecting consumer loans in the Turkish banking sector were examined using panel data analysis. The study covers data from participation banks, domestic private deposit banks, public banks, and foreign private deposit banks between 2009 and 2024. While the data from all banks were analyzed using panel data analysis, time series analysis was applied to the separate datasets of participation, domestic private deposit, public, and foreign private deposit banks. The analyses were conducted using Eviews 13.0 software. In the study, the total volume of consumer loans was considered the dependent variable, while Turkiyes uncertainty index, growth, credit default swap, exchange rate, interest rate, and inflation were treated as independent variables. The results showed no multicollinearity issues among the variables, with all values remaining below 90, and the highest correlation being 0.785 between the exchange rate and credit default swap. According to the findings, the exchange rate, growth, inflation, credit default swap, and Turkiyes uncertainty index had a significant impact on consumer loans across all banks, whereas the interest rate variable did not have a significant effect on consumer loans.

 In this study, the factors affecting consumer loans in the Turkish banking sector were examined using panel data analysis. The study covers data from participation banks, domestic private deposit banks, public banks, and foreign private deposit banks between 2009 and 2024. While the data from all banks were analyzed using panel data analysis, time series analysis was applied to the separate datasets of participation, domestic private deposit, public, and foreign private deposit banks. The analyses were conducted using Eviews 13.0 software. In the study, the total volume of consumer loans was considered the dependent variable, while Turkiyes uncertainty index, growth, credit default swap, exchange rate, interest rate, and inflation were treated as independent variables. The results showed no multicollinearity issues among the variables, with all values remaining below 90, and the highest correlation being 0.785 between the exchange rate and credit default swap. According to the findings, the exchange rate, growth, inflation, credit default swap, and Turkiyes uncertainty index had a significant impact on consumer loans across all banks, whereas the interest rate variable did not have a significant effect on consumer loans.

 In this study, the factors affecting consumer loans in the Turkish banking sector were examined using panel data analysis. The study covers data from participation banks, domestic private deposit banks, public banks, and foreign private deposit banks between 2009 and 2024. While the data from all banks were analyzed using panel data analysis, time series analysis was applied to the separate datasets of participation, domestic private deposit, public, and foreign private deposit banks. The analyses were conducted using Eviews 13.0 software. In the study, the total volume of consumer loans was considered the dependent variable, while Turkiyes uncertainty index, growth, credit default swap, exchange rate, interest rate, and inflation were treated as independent variables. The results showed no multicollinearity issues among the variables, with all values remaining below 90, and the highest correlation being 0.785 between the exchange rate and credit default swap. According to the findings, the exchange rate, growth, inflation, credit default swap, and Turkiyes uncertainty index had a significant impact on consumer loans across all banks, whereas the interest rate variable did not have a significant effect on consumer loans.

 Bu çalışmada, Türkiyedeki bankacılık sektörüne ilişkin olarak tüketici kredilerini etkileyen faktörler panel veri analizi yöntemi ile incelenmiştir. Bu doğrultuda çalışmada 2009-2024 yılları arasını kapsayan katılım, mevduat yerli özel, kamu ve mevduat yabancı özel bankalara ait veriler kullanılmıştır. Tüm bankaların verileri panel veri analizi yöntemi ile analiz edilirken, katılım, mevduat yerli özel, kamu ve mevduat yabancı özel bankalara ait ayrı ayrı verilerin analizinde zaman serileri analiz yöntemi kullanılmıştır. Analizlerde Eviews 13.0 programı kullanılmıştır. Çalışmada tüketici kredileri toplamı bağımlı değişken, Türkiye belirsizlik endeksi, büyüme, kredi temettü takası, döviz kuru, faiz ve enflasyon ise bağımsız değişkenler olarak ele alınmıştır. Analiz neticesinde değişkenler arasında çoklu doğrusal bağlantı sorununa rastlanılmadığı, tüm değerlerin 90 altında kaldığı, döviz kuru ve kredi temerrüt takası arasında 0.785 ile en yüksek oranda olduğu tespit edilmiştir. Çalışmada elde edilen bulgulara göre; döviz kuru, büyüme, enflasyon kredi temerrüt takası Türkiye belirsizlik endeksi değişkenleri tüm bankaların tüketici kredilerinde anlamlı etkiye sahipken, faiz değişkeninin tüketici kredilerinde anlamlı etkiye sahip olmadığı ifade edilmiştir.

Makale detayları

MACROECONOMIC FACTORS AFFECTING CONSUMER CREDITS BY BANK GROUPS

Yazarlar:

Dr.öğretim Üyesi Serkan Demirel

Yayıncı:

Kütahya Dumlupinar University

Ana Başlıklar:

Para-Bankacılık

Dergi:

Toplum Ekonomi ve Yönetim Dergisi Vol.5 Issue 3, pp.568-592

Belge Tipi:

Makale

Yayın Tarihi:

10/2024

Belge Dili:

Türkçe

Document ID (Org No.):

2001329628

pISSN:

2757-5489

Consumer Loan

Bank Groups

Turkiye Uncertainty IndexTüketici Kredileri

Banka grupları

Türkiye belirsizlik endeksi

Sayı

Makale detayları

MACROECONOMIC FACTORS AFFECTING CONSUMER CREDITS BY BANK GROUPS

Yazarlar: Dr.öğretim Üyesi Serkan Demirel

Yayıncı: Kütahya Dumlupinar University

Ana Başlıklar: Para-Bankacılık

Dergi: Toplum Ekonomi ve Yönetim Dergisi Vol.5 Issue 3, pp.568-592

Belge Tipi: Makale

Yayın Tarihi: 10/2024

Belge Dili: Türkçe

Document ID (Org No.): 2001329628

pISSN: 2757-5489

Consumer Loan

Bank Groups

Turkiye Uncertainty IndexTüketici Kredileri

Banka grupları

Türkiye belirsizlik endeksi

Sayı

Yazarlar:

Dr.öğretim Üyesi Serkan Demirel

Yayıncı:

Kütahya Dumlupinar University

Ana Başlıklar:

Para-Bankacılık

Dergi:

Toplum Ekonomi ve Yönetim Dergisi Vol.5 Issue 3, pp.568-592

Belge Tipi:

Makale

Yayın Tarihi:

10/2024

Belge Dili:

Türkçe

Document ID (Org No.):

2001329628

pISSN:

2757-5489