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Makro Ihtiyati Tedbirler Cerçevesinde Tuketici Kredilerine Iliskin Duzenlemelerin Etkinligi: Turkiye Ornegi

Author

Listed:
  • Hasan Ferit YUCEYILMAZ

    (Ziraat Bankasi)

  • Onur ALTIN

    (Ziraat Bankasi)

  • K. Batu TUNAY

    (Marmara Universitesi)

Abstract

2007-2008 küresel krizi öncesi düzenleme sistemi bankalarin tek tek güvenli olmasinin tüm sistemi güvenli hale getirdigi varsayimi üzerine kurulmustu. Bu durum küresel finansal kriz sonrasi degismis ve makro ihtiyati yaklasimlarin sisteme entegre edilmesi ve var olan mikro ihtiyati düzenleme sisteminin desteklenmesi gerektigi ortaya cikmistir. Bu kapsamda, bankacilik sektörünün döngü yönlü hareket etmesi ve bu davranisiyla sistemik riskleri arttirmasi döngü karsiti finansal düzenlemeleri hizla gündemin ön siralarina tasimistir. Bu calisma, Türkiye’de tüketici kredilerinin artis hizini kontrol altina almak maksadiyla 2011 ve 2013 yillarinda BDDK tarafindan yapilan düzenleme degisikliklerinin etkinligini sinamak amaciyla yapilmistir. Bu amacla kurulan modeller En Kücük Kareler (EKK) ve Genellestirilmis Momentler Yöntemi (GMY) tahmin edicileri kullanilarak tahminlenmistir. Yapilan tahminlerden elde edilen bulgular; döngü karsiti düzenleme degisikliklerinin, BDDK’nin istedigi sekilde, tüketici kredileri üzerinde sinirlayici anlamli bir etkisinin oldugunu göstermektedir.

Suggested Citation

  • Hasan Ferit YUCEYILMAZ & Onur ALTIN & K. Batu TUNAY, 2017. "Makro Ihtiyati Tedbirler Cerçevesinde Tuketici Kredilerine Iliskin Duzenlemelerin Etkinligi: Turkiye Ornegi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 17(4), pages 449-459.
    • Handle: RePEc:ege:journl:v:17:y:2017:i:4:p:449-459
    DOI: 10.21121/eab.2017431295
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    References listed on IDEAS

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