Sorunlu Krediler ve Banka Etkinliği Arasındaki İlişki: OECD Ülkeleri Üzerine Ampirik Bir Analiz

Abstract

Purpose – This study aims to analyze the impact of non-performing loans on bank efficiency using annual panel data from 833 banks across 38 OECD countries during the period 2013–2022.
Design/methodology/approach – The study employs annual panel data to conduct bank-level efficiency analyses. Bank efficiency is used as the dependent variable, while the non-performing loan ratio is the main independent variable. Several control variables—such as bank size, capital ratio, economic growth, and net interest income—are included in the model.
Results – The results reveal that an increase in the non-performing loan ratio has a negative and statistically significant effect on bank efficiency, supporting the "bad luck hypothesis." Furthermore, control variables such as bank size, capital ratio, economic growth, and net interest income are also found to be important determinants of bank efficiency.
Discussion – The findings emphasize the need for banks to develop strategies aimed at improving credit quality and reducing costs. For policymakers, the study suggests implementing early warning systems, strengthening capital structures, and enhancing non-interest income sources.