Kredi hacmi ve takipteki kredilerin kısa vadeli ve uzun vadeli analizi: Türk bankacılık sektörü perspektifi

This thesis investigates the dynamic relationship between loan volume and NPLs in the Turkish banking sector, focusing on both short-term and long-term perspectives. Using weekly data from January 2014 to May 2024 and employing the DCC model, this study explores how credit growth and economic shocks influence NPLs. The findings reveal a significant correlation between loan volumes and NPLs in the long term. On the other hand, the thesis also shows notable fluctuations during financial instability, such as the 2018 currency crisis and the COVID-19 pandemic. The cross-correlation analysis further highlights the effects of loan growth on NPLs following the importance of proactive risk management. The research provides actionable insights for policymakers, emphasizing the need for balanced credit growth, enhanced regulatory frameworks, and dynamic risk assessment tools. These findings contribute to the literature by offering a nuanced understanding of the relationship between credit dynamics and financial stability in an emerging market context. The study also aligns with Sustainable Development Goals (SDGs) 8 10, and 17, supporting inclusive economic growth and reduced financial inequalities and partnership through improved banking practices. Keywords: Non-Performing Loans, Loan Volume, Banking Sector