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...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: De Bock, Reinout
Rannpháirtithe: Demyanets, Alexander
Formáid: IRIS
Teanga:English
Foilsithe / Cruthaithe: Washington, D.C. : International Monetary Fund, 2012.
Sraith:IMF Working Papers; Working Paper ; No. 2012/071
Rochtain ar líne:Full text available on IMF