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...

Täydet tiedot

Bibliografiset tiedot
Päätekijä: De Bock, Reinout
Muut tekijät: Demyanets, Alexander
Aineistotyyppi: Aikakauslehti
Kieli:English
Julkaistu: Washington, D.C. : International Monetary Fund, 2012.
Sarja:IMF Working Papers; Working Paper ; No. 2012/071
Linkit:Full text available on IMF