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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書目詳細資料
主要作者: De Bock, Reinout
其他作者: Demyanets, Alexander
格式: 雜誌
語言:English
出版: Washington, D.C. : International Monetary Fund, 2012.
叢編:IMF Working Papers; Working Paper ; No. 2012/071
在線閱讀:Full text available on IMF