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İslami Bankalarda Kredi Riskini Belirleyen Faktörler: Panel Veri Analizi ile Türkiye’de Katılım Bankacılığı Üzerine Ampirik Bir Uygulama

Year 2016, Issue: 105, 153 - 176, 02.12.2016
https://doi.org/10.33203/mfy.312141

Abstract

Bu çalışmada, Türkiye’de faaliyet gösteren dört katılım bankasının

2006 - 2014 yılları arası üç aylık verileri kullanılarak

kredi risklerini belirleyen faktörler araştırılmaktadır. Kredi riski

üzerinde bankaya özgü faktörlerden hangisinin anlamlı etkilerinin

olduğunu göstermek için panel veri regresyon modeli kullanılmaktadır.

Bulgular, katılım bankalarının geri ödenmeme riski

taşıyan kredilere karşı ayırdıkları özel karşılıkların toplam varlıklar

içindeki payının arttıkça, kredi risklerinin de artacağını göstermektedir.

Diğer taraftan, kredilerin toplam varlıklar içindeki

payının veya banka büyüklüğünün artması kredi riskinin azalmasına

neden olmaktadır.

References

  • Abedifar, P., P. Molyneux, ve A. Tarazi. 2013. Risk in Islamic Banking. Review of Finance 17(6):2035-2096. Ahmad, N. H. ve M. Ariff. 2007. Multi-country study of bank credit risk determinants. The International Journal of Banking and Finance 5(1):135-152. Ahmad, N. H. ve S. N. Ahmad. 2004. Key factors influencing credit risk of Islamic bank: A Malaysian case. The Journal of Muamalat and Islamic Finance Research 1(1):65-80. Ahmed, A. S., Carolyn T. ve Shawn T. 1999. Bank loan loss provisions: a reexamination of capital management, earnings management and signaling effects. Journal of Accounting and Economics 28(1): 1-25. Ahmed, H. ve T. Khan. 2007. Risk management in Islamic banking. M. K. Hassan ve M. K. Lewis (eds.), Handbook of Islamic banking (ss. 144-158). Cheltenham, UK: Edward Elgar. Ahmed, N., M. F. Akhtar ve M. Usman. 2011. Risk management practices and Islamic banks: An emprical investigation from Pakistan. Interdisciplinary Journal of Research in Business 1(6):50-57. Ali, A. ve S. P. Ghauri. 2013. Global crisis and credit risk management by banks: A comparative study of banks in Pakistan. International Journal of Business and Economics Research 2(6):158-168. Al-Wesabi, H. A. H. ve N. H. Ahmad. 2013. Credit risk of Islamic banks in GCC countries. The International Journal of Banking and Finance 10(2):1- 24. Angbazo, L. 1997. Commercial bank net interest margins, default risk, interestrate risk, and off-balance sheet banking. Journal of Banking and Finance 21(1):55-87. Berger, A. N. ve R. DeYoung. 1997. Problem loans and cost efficiency in commercial banks. Journal of Banking and Finance 21(6):849-870. Cebenoyan, A. S. ve P. E. Strahan. 2004. Risk management, capital structure and lending at banks. Journal of Banking and Finance 28(1):19-43. Çelik, S. ve Y. D. Akarım. 2012. Likidite riski yönetimi: Panel veri analizi ile İMKB bankacılık sektörü üzerine ampirik bir uygulama. Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi 13(1): 1-17. Colquitt, J. 2007. Credit risk management: How to avoid lending disasters and maximize earnings. 3rd edition. USA: McGraw-Hill. Cornett, M. M., J. J. McNutt, P. E. Strahan ve H. Tehranian. 2011. Liquidity risk management and credit supply in the financial crisis. Journal of Financial Economics 101(2):297-312.

The Determinants of Credit Risk in Islamic Banks: An Empirical Analysis on the Turkish Participatio

Year 2016, Issue: 105, 153 - 176, 02.12.2016
https://doi.org/10.33203/mfy.312141

Abstract

In this study, the determinants of bank credit risk are

analyzedfor four participation banks that operate in Turkey,by

using quarterly data set between 2006 and 2014.The findings

of the study suggest that as the ratio of specific provisions in total

assets increases, the credit risk shall also increase. Conversely,

the increase of the ratio of loans in total assets, or the increase

of the participation banks’ size, results in lower credit risk for the

participating banks.

References

  • Abedifar, P., P. Molyneux, ve A. Tarazi. 2013. Risk in Islamic Banking. Review of Finance 17(6):2035-2096. Ahmad, N. H. ve M. Ariff. 2007. Multi-country study of bank credit risk determinants. The International Journal of Banking and Finance 5(1):135-152. Ahmad, N. H. ve S. N. Ahmad. 2004. Key factors influencing credit risk of Islamic bank: A Malaysian case. The Journal of Muamalat and Islamic Finance Research 1(1):65-80. Ahmed, A. S., Carolyn T. ve Shawn T. 1999. Bank loan loss provisions: a reexamination of capital management, earnings management and signaling effects. Journal of Accounting and Economics 28(1): 1-25. Ahmed, H. ve T. Khan. 2007. Risk management in Islamic banking. M. K. Hassan ve M. K. Lewis (eds.), Handbook of Islamic banking (ss. 144-158). Cheltenham, UK: Edward Elgar. Ahmed, N., M. F. Akhtar ve M. Usman. 2011. Risk management practices and Islamic banks: An emprical investigation from Pakistan. Interdisciplinary Journal of Research in Business 1(6):50-57. Ali, A. ve S. P. Ghauri. 2013. Global crisis and credit risk management by banks: A comparative study of banks in Pakistan. International Journal of Business and Economics Research 2(6):158-168. Al-Wesabi, H. A. H. ve N. H. Ahmad. 2013. Credit risk of Islamic banks in GCC countries. The International Journal of Banking and Finance 10(2):1- 24. Angbazo, L. 1997. Commercial bank net interest margins, default risk, interestrate risk, and off-balance sheet banking. Journal of Banking and Finance 21(1):55-87. Berger, A. N. ve R. DeYoung. 1997. Problem loans and cost efficiency in commercial banks. Journal of Banking and Finance 21(6):849-870. Cebenoyan, A. S. ve P. E. Strahan. 2004. Risk management, capital structure and lending at banks. Journal of Banking and Finance 28(1):19-43. Çelik, S. ve Y. D. Akarım. 2012. Likidite riski yönetimi: Panel veri analizi ile İMKB bankacılık sektörü üzerine ampirik bir uygulama. Eskişehir Osmangazi Üniversitesi Sosyal Bilimler Dergisi 13(1): 1-17. Colquitt, J. 2007. Credit risk management: How to avoid lending disasters and maximize earnings. 3rd edition. USA: McGraw-Hill. Cornett, M. M., J. J. McNutt, P. E. Strahan ve H. Tehranian. 2011. Liquidity risk management and credit supply in the financial crisis. Journal of Financial Economics 101(2):297-312.
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Details

Journal Section Articles
Authors

Nasıf Özkan

Gökhan Işıl

Publication Date December 2, 2016
Submission Date May 12, 2017
Published in Issue Year 2016 Issue: 105

Cite

APA Özkan, N., & Işıl, G. (2016). İslami Bankalarda Kredi Riskini Belirleyen Faktörler: Panel Veri Analizi ile Türkiye’de Katılım Bankacılığı Üzerine Ampirik Bir Uygulama. Maliye Ve Finans Yazıları(105), 153-176. https://doi.org/10.33203/mfy.312141
  • The journal specializes in especially in all the fields of finance and banking.