The Determinants of Credit Risk in Islamic Banks: An Empirical Analysis on the Turkish Participation Banks with Panel Data Analysis

Nasıf Özkan and Gökhan Işıl
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Nasıf Özkan: Dumlupınar University
Gökhan Işıl: Marmara University

Journal of Finance Letters (Maliye ve Finans Yazıları), 2016, vol. 31, issue 105, 153-176

Abstract: In this study, the determinants of bank credit risk are analyzedfor four participation banks that operate in Turkey,by using quarterly data set between 2006 and 2014.The findings of the study suggest that as the ratio of specific provisions in total assets increases, the credit risk shall also increase. Conversely, the increase of the ratio of loans in total assets, or the increase of the participation banks’ size, results in lower credit risk for the participating banks.

Keywords: Credit Risk; Islamic Banking; Participation Ban¬king; Panel Data Analysis (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:acc:malfin:v:31:y:2016:i:105:p:153-176

DOI: 10.33203/mfy.312141

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