Alacak yönetiminde sorunlu krediler ve varlık satışlarının tahsilat performansına etkisi
Küçük Resim Yok
Tarih
2022
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
İstanbul Beykent Üniversitesi
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
Bu çalışma, bankalarda sorunlu kredilerin varlık yönetim şirketlerine devrini ele almak ve satın alınan kredilerin tahsilatlarına, bankaların ve varlık yönetim şirketlerinin (VYŞ) rasyolarına olası etkilerine katkısını incelemek amacıyla araştırılmıştır. Takipteki kredilerin bankaların ve varlık yönetim şirketlerinin karlılıkları üzerine etkisi olup olmadığı incelenmiştir. Araştırma için 2010 ve 2020 yılları arası yıllık verilerin kullanılacağı analizde panel veri analizi yönteminden yararlanılmıştır. Bankalar için 7 bağımlı değişken (BİS Getirileri, Aktif Karlılığı, Öz kaynak Karlılığı, Net Kar Marjı, Sermaye Yeterlilik Rasyosu,Tüketici Kredileri ve Ticari Krediler) ve 1 bağımsız değişken olarak takipteki krediler kullanılmıştır. Varlık Yönetim Şirketleri için 4 bağımlı değişken ( Aktif Karlılığı, Öz kaynak Karlılığı, Net Kar Marjı, Net Faiz Marjı ) ve 1 bağımsız değişken takipteki krediler kullanılmıştır. Çalışma sonucunda bankaların takipteki krediler oranı ile net kar, öz sermaye karlılığı (ROE) ve aktif karlılığı (ROA) arasında anlamlı bir istatistiki ilişki olduğu tespit edilmiştir. Takipteki kredilerin bankaların pay senedi getirileri üzerinde etkili olmadığı tespit edilmiştir. Bağımsız değişken takipteki krediler ile ticari krediler ve tüketici kredileri arasında ilişki tespit edilememiştir. Ticari krediler ve tüketici kredilerin ise takipteki krediler hacmi üzerinde etkili olduğu tespit edilmiştir. Takipteki krediler ile ticari bankaların sermaye yeterliliği arasında negatif ilişki tespit edilmiştir. Varlık yönetim şirketleri açısından sonuçlar incelendiğinde takipteki krediler oranı ile öz sermaye karlılığı, net faiz marjı, net kar marjı ve aktif karlılık arasında istatistiksel olarak anlamlı bir ilişki bulunmaktadır.
This research was made with purpose of dealing with the sale of non-performing loans in banks to asset management companies and to examine the effects of these loans on the financial ratios of commercial banks and asset management companies. It was examined whether non-performing loans have an impact on the profitability of banks and asset management companies. The panel data analysis method was used in the analysis with using annual data between 2010 and 2020 for the research. Seven dependent variables (Stock Returns, Return on Assets, Return on Equity, Net Profit Margin, Capital Adequacy Ratio, Consumer Loans and Commercial Loans) and one independent variable have been used as non-performing loans for the banks. Also, four dependent variables (Return on Assets, Return on Equity, Net Profit Margin, Net Interest Margin) and one independent variable have been used as non-performing loans for Asset Management Companies. As a result of the study, significant statistical relationship has been determined between the non-performing loans ratio of banks and net profit, return on equity (ROE), return on assets (ROA). Non-performing loans were found to have no effect on the stock returns of banks. No relationship was determined between the independent variable non-performing loans, commercial loans and consumer loans. Commercial loans and consumer loans it has been determined to have an impact on the volume of non-performing loans. A negative relationship was found between non-performing loans and the capital adequacy of commercial banks. When the results are examined for asset management companies, there is a statistically significant relationship between non-performing loans ratio with return on equity, return on assets, net interest margin and net profit margin.
This research was made with purpose of dealing with the sale of non-performing loans in banks to asset management companies and to examine the effects of these loans on the financial ratios of commercial banks and asset management companies. It was examined whether non-performing loans have an impact on the profitability of banks and asset management companies. The panel data analysis method was used in the analysis with using annual data between 2010 and 2020 for the research. Seven dependent variables (Stock Returns, Return on Assets, Return on Equity, Net Profit Margin, Capital Adequacy Ratio, Consumer Loans and Commercial Loans) and one independent variable have been used as non-performing loans for the banks. Also, four dependent variables (Return on Assets, Return on Equity, Net Profit Margin, Net Interest Margin) and one independent variable have been used as non-performing loans for Asset Management Companies. As a result of the study, significant statistical relationship has been determined between the non-performing loans ratio of banks and net profit, return on equity (ROE), return on assets (ROA). Non-performing loans were found to have no effect on the stock returns of banks. No relationship was determined between the independent variable non-performing loans, commercial loans and consumer loans. Commercial loans and consumer loans it has been determined to have an impact on the volume of non-performing loans. A negative relationship was found between non-performing loans and the capital adequacy of commercial banks. When the results are examined for asset management companies, there is a statistically significant relationship between non-performing loans ratio with return on equity, return on assets, net interest margin and net profit margin.
Açıklama
Anahtar Kelimeler
İşletme, Business Administration
