Sectoral Concentration in Loans and Credit Risk: An Examination by Company Accounts in Turkey

Basit Öğe Kaydı
dc.authorid�ahin, Arzu/0000-0002-9944-1791
dc.authoridAcar, Elif/0000-0003-0107-5517
dc.contributor.authorSahin, Arzu
dc.contributor.authorAcar, Elif
dc.date.accessioned2026-02-27T07:32:48Z
dc.date.available2026-02-27T07:32:48Z
dc.date.issued2024
dc.description.abstractThis study examines the impact of sectoral concentration on credit default risk, drawing from economic theory and portfolio management principles, utilizing the Turkish aggregated sector-level data and banking data from 2009 to 2022. The study employs a panel data analysis framework to investigate the relationship between sectoral diversification in loans and credit risk, controlling for sector-specific variables. Unlike previous studies primarily reliant on banking system data, this research broadens the scope by incorporating the real sector credit usage data for the measurement of concentration. Additionally, instead of the commonly used Herfindahl-Hirschman Index, the study employs the Sector Concentration Index as a measure of concentration, allowing for a comparison of sector distribution with an ideal market sector distribution. The analysis considers not only the widely used indicator of credit risk, non-performing loans ratio in the banking system but also bad debt ratios in the real sector, thereby enhancing the understanding of credit risk dynamics. The analysis results, which show a significant positive relationship between sectoral concentration indices and non-performing ratios employed, reveal that sectoral credit concentration has an increasing effect on the credit risk level and offers insights into the optimal diversification strategies for mitigating credit risk in the banking sector.
dc.identifier.doi10.30798/makuiibf.1464022
dc.identifier.endpage1410
dc.identifier.issn2149-1658
dc.identifier.issue4
dc.identifier.startpage1392
dc.identifier.urihttp://dx.doi.org/10.30798/makuiibf.1464022
dc.identifier.urihttps://hdl.handle.net/20.500.14669/4348
dc.identifier.volume11
dc.identifier.wosWOS:001399022700004
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakTR-Dizin
dc.language.isoen
dc.publisherMehmet Akif Ersoy Univ
dc.relation.ispartofJournal of Mehmet Akif Ersoy University Economics and Administrative Sciences Faculty
dc.relation.publicationcategoryMakale - Uluslararas� Hakemli Dergi - Kurum ��retim Eleman�
dc.rightsinfo:eu-repo/semantics/openAccess
dc.snmzKA_20260302
dc.subjectSectoral Loan Concentration
dc.subjectSectoral Loan Diversification
dc.subjectCredit Default Risk
dc.subjectTurkish Company Accounts
dc.subjectTurkish Banking Sector
dc.subjectPanel Data Analysis
dc.titleSectoral Concentration in Loans and Credit Risk: An Examination by Company Accounts in Turkey
dc.typeArticle

Dosyalar

Koleksiyon

WoS İndeksli Yayınlar Koleksiyonu
TR-Dizin İndeksli Yayınlar Koleksiyonu