Global financial crisis has shown the importance of understanding the structure of interbank relations. In this study, we investigate the network relations based on interbank exposures in Türkiye. We estimate several network statistics and document how the network relations have changed over the time period of 2002–2021. We find that the network structures vary substantially by financial instruments such as repo, deposit, loan, security issuances, derivatives and other off-balance sheet items showing the significance of covering all type of exposures in network analysis. Using network statistics, we show that Turkish interbank network structure shows a core-periphery structure which is found to be more resilient during stress times in the literature. Finally, we find that larger banks are characterized as having higher network centrality measures as degree, clustering coefficient and closeness centrality showing the importance of these banks in terms of intermediation and substitutability.

全球金融危机表明了解银行间关系结构的重要性。在这项研究中，我们调查了基于土耳其银行间风险敞口的网络关系。我们估计了几个网络统计数据，并记录了网络关系在 2002 年至 2021 年期间的变化情况。我们发现网络结构因回购、存款、贷款、证券发行、衍生品和其他资产负债表外项目等金融工具而有很大差异，显示出覆盖网络分析中所有类型风险敞口的重要性。使用网络统计数据，我们表明土耳其银行间网络结构显示出核心-外围结构，该结构在文献中发现在压力时期更具弹性。最后，