Forecasting and Evaluation of Non-Performing Loans in the Turkish Banking Sector

Basit Öğe Kaydı
dc.contributor.authorAltinbas, Hazar
dc.contributor.authorHanisoglu, Gulay Selvi
dc.date.accessioned2024-03-13T10:33:10Z
dc.date.available2024-03-13T10:33:10Z
dc.date.issued2023
dc.departmentİstanbul Beykent Üniversitesien_US
dc.description.abstractIn recent years, there is an increasing trend in non-performing loan levels in Turkey which causes stress both on the real and financial sectors. Increasing non-performing loan volumes are an indication of problems in sectors or the general economy. It is also closely related with the stability of the banking system. It is therefore important for regulatory/ supervisory institutions and banks to be able to predict problematic loan levels successfully, for better policy making and management. For this purpose, non-performing loans to credit ratio in Turkey for the dates between the first quarter of 2015 and fourth quarter of 2019 were forecasted with two machine learning methods, namely random forests and boosted trees, by using data starting from the first quarter of 2003. Lagged values of several macroeconomic, bank-specific and uncertainty factors are included as determinant variables in the analyses. Methods provide insight about the relationship of included variables with non-performing loans. Our results indicate partial dependencies and positive relationship between non-performing loans and inflation, interest rate and capital adequacy ratios, and negative relationship with credit to gross domestic product ratio.en_US
dc.identifier.doi10.26650/ibr.2023.52.994354
dc.identifier.endpage406en_US
dc.identifier.issn2630-5488
dc.identifier.issue2en_US
dc.identifier.startpage381en_US
dc.identifier.urihttps://doi.org/10.26650/ibr.2023.52.994354
dc.identifier.urihttps://hdl.handle.net/20.500.12662/3818
dc.identifier.volume52en_US
dc.identifier.wosWOS:001075124500007en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.language.isoenen_US
dc.publisherIstanbul Univ, Sch Businessen_US
dc.relation.ispartofIstanbul Business Researchen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectBanking Regulationsen_US
dc.subjectFinancial Systemen_US
dc.subjectTime-Series Forecastingen_US
dc.subjectMachine Learningen_US
dc.titleForecasting and Evaluation of Non-Performing Loans in the Turkish Banking Sectoren_US
dc.typeArticleen_US

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