Recent macroeconomic problems in the World and Turkish economies, particularly inflation, have been increasing their impact on households daily. Unexpected increases in exchange rates, interest rates, and inflation reduce the purchasing power of households and confront households with a cycle of borrowing and paying off debt with debt. Increasing indebtedness rates and decreasing purchasing power have a negative impact, especially on the financial sector. Therefore, this study analyzes the relationship between the ratio of non-performing consumer loans of conventional banks, which are the largest actors of the financial markets in the Turkish economy, and macroeconomic variables: nominal effective exchange rate, inflation rate, consumer loan interest rate, policy interest rate and industrial production index for the period 2006M1-2023M8 with the ARDL Bounds Test Method. As a result of the analysis, it is found that there is a significant and positive correlation between the exchange rate and the consumer credit interest rate on the rate of non-performing consumer loans in the long run. Moreover, it is found that there is a significant and negative correlation between the inflation rate and the policy interest rate on the rate of non-performing consumer loans in the long run.