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- Title
Bankalarda Bireysel Kredi Riskinin GM(1,1) Modeli İle Tahmin Edilmesi.
- Authors
AKSOY, Esra; AKÇAKANAT, Özen
- Abstract
Retail banking is one of the most active areas of banks as a rapidly developing service branch. Individual lending, which is offered under the name of retail banking, offers the opportunity to obtain all kinds of needs with the privileges it offers to individuals. The biggest difference that distinguishes individual loans from commercial loans is that the loan to be used is out of the commercial purposes. Retail loans; monitoring the financial situation, controlling repayments, determining credit risk management policies, and addressing the bank's progress through various aspects is very important for the sustainability of the bank's future period. The aim of this study is; to make estimates for future periods related to the data related to the use of consumer loans and the possible risk of such data. For this purpose, according to the 2018 January-June period information, the use of individual loans and their associated risks will be estimated until December 2018. Grey Prediction GM (1,1) model was selected for the application. GM (1,1) models were established with the data and then the simulation values were obtained. The mean relative errors of the data were calculated with the obtained simulation values. In the analyzes conducted in the study, models with an average error margin of less than 5% were obtained and future period forecasts were made. As a result, the estimation values obtained with the model GM (1,1) have been interpreted for the future periods of individual loan utilization and risk. With the knowledge obtained in this study, to give an idea about the future in terms of macro data for retail banking in Turkey with the information obtained in this study and expected to shed light on similar issues.
- Subjects
TURKEY; COMMERCIAL loans; PERSONAL loans; RETAIL banking; CREDIT risk management; PREDICTION markets
- Publication
Kastamonu University Journal of Economics & Administrative Sciences Faculty / Kastamonu Üniversitesi Iktisadi ve Idari Bilimler Fakültesi Dergisi, 2019, Vol 21, Issue 2, p70
- ISSN
2147-6012
- Publication type
Article