Determinants of Credit Risk in the Turkish Banking Sector: Does Ownership Matter?
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Tarih
2023
Yazarlar
Dergi Başlığı
Dergi ISSN
Cilt Başlığı
Yayıncı
Erişim Hakkı
info:eu-repo/semantics/openAccess
Özet
This study aims to determine the internal and external factors affecting credit risk in the Turkish banking sector from 2003-2018. Unlike previous literature, we employ the Augmented Mean Group estimator with allowance for heterogeneity and cross-sectional dependence to analyse the effect of external factors within a dynamic framework. Findings indicate that internal and external factors affect credit risk, and the impact of these factors varies dramatically across ownership structures. These results suggest that one regulation does not fit all to overhaul credit risk management in the Turkish banking sector.
Açıklama
Anahtar Kelimeler
Panel Data, Turkish Banking Sector, Credit Risk, Ownership Structure, Heterogeneity
Kaynak
Sosyoekonomi
WoS Q Değeri
Scopus Q Değeri
Cilt
31
Sayı
55
