In the study, it is aimed to determine the relationships between the syndicated loans received by Turkish banking sector and global and local risk indicators on asymmetry and frequency dimension. In line with this purpose, the relationships between the total syndicated loans and global economic policy index, VIX index, Libor, Turkish 5-year CDS premium, Turkish geopolitical risk index and BIST banking sector index volatility are analyzed by traditional, asymmetric and frequency domain asymmetric causality tests. According to the test results there are causality relationships between syndicated loans and all of the selected risk indicators. Findings indicate that the determined relationships are at difference frequencies and dimensions.