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Pénzügyi hálózatok mag-periféria szerkezete. A magyar bankközi fedezetlen hitelek piaca, 2003-2012
[The core periphery structure of financial networks: investigating Hungary s interbank deposit market, 2003 2012]

Author

Listed:
  • Berlinger, Edina
  • Dömötör, Barbara
  • Daróczi, Gergely
  • Vadász, Tamás

Abstract

Folytonos és aszimmetrikus mag-periféria modellt illesztünk a magyar bankközi fedezetlen hitelek piacának havi hálózataira 2003 és 2012 között. Meghatározzuk az egyes bankok magsági mutatóinak időbeli alakulását, és megvizsgáljuk, hogy mi a kapcsolat ezen mutatók és a bank nettó hitelpozíciója, kamatkülönbözete, illetve a banknak nyújtott hitelek kondíciói (hitelösszeg, kamatláb, futamidő) között. Azt kapjuk, hogy a hiteloldali magsági mutatók legszorosabban az implicit partnerlimitekkel korrelálnak. Tehát nem feltétlenül a nagy bankok vannak a magban, hanem inkább azok, amelyeket a többi szereplő a legkevésbé kockázatosnak ítél meg. Ez segítheti a szabályozót, hiszen ezek szerint a legfontosabb bankok valószínűleg egyben a legbiztonságosabbak is.* Journal of Economic Literature (JEL) kód: G1, G2.

Suggested Citation

  • Berlinger, Edina & Dömötör, Barbara & Daróczi, Gergely & Vadász, Tamás, 2017. "Pénzügyi hálózatok mag-periféria szerkezete. A magyar bankközi fedezetlen hitelek piaca, 2003-2012 [The core periphery structure of financial networks: investigating Hungary s interbank deposit mar," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 1160-1185.
    • Handle: RePEc:ksa:szemle:1734
    DOI: 10.18414/KSZ.2017.11.1160
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    References listed on IDEAS

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    Full references (including those not matched with items on IDEAS)

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    More about this item

    JEL classification:

    • G1 - Financial Economics - - General Financial Markets
    • G2 - Financial Economics - - Financial Institutions and Services

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