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A banki hitelezést meghatározó tényezők - középpontban a bankok helyzete és a makrokörnyezet
[Drivers of bank lending in Hungary - the roles of bank-specific and macro factors]

Author

Listed:
  • Banai, Ádám

Abstract

A hazai bankrendszer hitelállománya hat évvel a válság kezdete után is csökken. 11 hazai bank 1999 és 2013 közötti adatait tartalmazó paneladatbázis segítségével vizsgáljuk, hogy milyen tényezők állnak e folyamat mögött. Eredményeink azt igazolják, hogy a jó finanszírozási pozíció (hitel/betét mutató) támogatja a hitelezési aktivitást. A likviditási kockázat egyéb jellemzői - mint a devizacsere- ügyletekre való ráutaltság - pedig negatívan hatnak a hitelezésre. Az, hogy van-e stratégiai külföldi tulajdonosa a banknak, nem meghatározó a hitelezési aktivitásban, de a tulajdonos bankcsoport helyzete már fontos tényező. Azok a bankok hiteleznek aktívabban, amelyek anyabankjának jövedelmezősége magasabb, tőkeellátottsága jobb, illetve amelynek a finanszírozási pozíciója biztosabb. A válsággal ezek az összefüggések némiképp megváltoztak. 2009 után a szolvenciahelyzet meghatározóbbá vált a hitelezési aktivitásban, míg a likviditási pozíció szerepe csökkent. Journal of Economic Literature (JEL) kód: E44, E51, G21, G28.

Suggested Citation

  • Banai, Ádám, 2016. "A banki hitelezést meghatározó tényezők - középpontban a bankok helyzete és a makrokörnyezet
    [Drivers of bank lending in Hungary - the roles of bank-specific and macro factors]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(2), pages 137-161.
  • Handle: RePEc:ksa:szemle:1611
    DOI: 10.18414/KSZ.2016.2.137
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    References listed on IDEAS

    as
    1. Giannetti, Mariassunta & Laeven, Luc, 2012. "The flight home effect: Evidence from the syndicated loan market during financial crises," Journal of Financial Economics, Elsevier, vol. 104(1), pages 23-43.
    2. Bijsterbosch, Martin & Dahlhaus, Tatjana, 2011. "Determinants of credit-less recoveries," Working Paper Series 1358, European Central Bank.
    3. Ralph De Haas & Yevgeniya Korniyenko & Elena Loukoianova & Alexander Pivovarsky, 2012. "Foreign Banks and the Vienna Initiative: Turning Sinners into Saints?," Mo.Fi.R. Working Papers 62, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
    4. Nicola Cetorelli & Linda S Goldberg, 2011. "Global Banks and International Shock Transmission: Evidence from the Crisis," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 59(1), pages 41-76, April.
    5. Steven Ongena & Ibolya Schindele & Dzsamila Vonnak, 2014. "In Lands of Foreign Currency Credit, Bank Lending Channels Run Through? The Effects of Monetary Policy at Home and Abroad on the Currency Denomination of the Supply of Credit," IEHAS Discussion Papers 1424, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
    6. repec:ebd:wpaper:143 is not listed on IDEAS
    7. Greetje Everaert & Natasha X Che & Nan Geng & Bertrand Gruss & Gregorio Impavido & Yinqiu Lu & Christian Saborowski & Jérôme Vandenbussche & Li Zeng, 2015. "Does Supply or Demand Drive the Credit Cycle? Evidence from Central, Eastern, and Southeastern Europe," IMF Working Papers 15/15, International Monetary Fund.
    8. Király, Júlia & Nagy, Márton & Szabó E., Viktor, 2008. "Egy különleges eseménysorozat elemzése - a másodrendű jelzáloghitel-piaci válság és (hazai) következményei
      [Analysis of a special sequence of events - the crisis on the secondary mortgage market an
      ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 573-621.
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    Full references (including those not matched with items on IDEAS)

    More about this item

    JEL classification:

    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
    • E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation

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