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Az energiahatékonyság szerepe a jelzáloghitelek csődvalószínűségében és a tőkekövetelmények meghatározásában
[The role of mortgage energy efficiency in the probability of default and in determining capital requirements]

Author

Listed:
  • Gróf, Gyula
  • Várgedő, Bálint
  • Sárvári, Balázs

Abstract

Tanulmányunk a jelzáloghitelek nemteljesítésével és a fedezet energiahatékonysági minősítésével foglalkozó szakirodalomhoz kíván hozzájárulni. A zöldjelzáloghitelek kockázati különbségei szakpolitikai szempontból rendkívül fontosak, különösen a hagyományosan kockázatalapú tőkekövetelmények meghatározása szempontjából. Elméleti háttérként leírjuk, hogy milyen csatornákon keresztül képes a háztartások energiahatékonysága csökkenteni a nemteljesítési valószínűséget. E dekom po zí ció során megkülönböztetjük a rendelkezésre álló jövedelem hatását, a pénzügyi műveltséget, a vagyonhatást és a fedezetiérték-hatást. Elemezzük az energia ha té kony háztartások megnövekedett rendelkezésre álló jövedelmének hatását a jelzáloghitelek nemteljesítési valószínűségére Magyarországon, ahol a jegybank kedvezményes tőkekövetelmény-programot vezetett be a zöldjelzáloghitelekre. Az energetikai hatékonyság növekedésének elsődleges eredménye az energia-mértékegységben elért megtakarítás. Tanulmányunkban bemutatjuk az elméleti és a korlátozó mechanizmusok eredményezte, valóságosan elérhető ener gia meg ta ka rí tás meghatározásának menetét. A valóságos, energia-mértékegységben elérhető eredmény pénzügyi átváltására a változó energiaárak miatt nem térünk ki. Tanulmányunk elsődleges célja annak a módszertannak a bemutatása, hogy miként lehet az ener gia meg ta ka rí tás eredményét beszámítani a hitelkockázatba.

Suggested Citation

  • Gróf, Gyula & Várgedő, Bálint & Sárvári, Balázs, 2024. "Az energiahatékonyság szerepe a jelzáloghitelek csődvalószínűségében és a tőkekövetelmények meghatározásában [The role of mortgage energy efficiency in the probability of default and in determining," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(6), pages 653-670.
    • Handle: RePEc:ksa:szemle:2191
    DOI: 10.18414/KSZ.2024.6.653
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    References listed on IDEAS

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    JEL classification:

    • D12 - Microeconomics - - Household Behavior - - - Consumer Economics: Empirical Analysis
    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • R20 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - General

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