Bank Asset Quality in Emerging Markets : Determinants and Spillovers /

This paper assesses the vulnerability of emerging markets and their banks to aggregate shocks. We find significant links between banks' asset quality, credit and macroeconomic aggregates. Lower economic growth, an exchange rate depreciation, weaker terms of trade and a fall in debt-creating cap...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: De Bock, Reinout
مؤلفون آخرون: Demyanets, Alexander
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2012.
سلاسل:IMF Working Papers; Working Paper ; No. 2012/071
الوصول للمادة أونلاين:Full text available on IMF