Munich Personal RePEc Archive

Türk Bankacılık Sektöründe Kredi Riski ve Modellenmesi

Demirel, Baki (2015): Türk Bankacılık Sektöründe Kredi Riski ve Modellenmesi.

[thumbnail of MPRA_paper_67576.pdf]

Download (417kB) | Preview


Following September 2010, the Central Bank of Turkey has targeted financial stability as well as its price stability. An increase in credit risks in the banking sector induces economic risks and therefore affects adversely the financial stability. The aim of this paper is to analyse the relationship between variables, that are believed to affect NLPs, in the Turkish banking sector and NLPs. For this purpose, Vector Autoregression (VAR) model is used. To study short- and long-run relationship between variables, Johansen Cointegration test and Error Correction Model are applied.

Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.