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...

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Xehetasun bibliografikoak
Egile nagusia: De Bock, Reinout
Beste egile batzuk: Demyanets, Alexander
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2012.
Saila:IMF Working Papers; Working Paper ; No. 2012/071
Sarrera elektronikoa:Full text available on IMF