Banks' Foreign Credit Exposures and Borrowers' Rollover Risks Measurement, Evolution and Determinants /

The recent crises highlighted the role of cross-border banking linkages. This paper proposes two new measures for better capturing creditor banking systems' foreign credit exposures and borrower countries' reliance on foreign bank credit, by combining BIS data with bank-level data. The res...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي: Cerutti, Eugenio
التنسيق: دورية
اللغة:English
منشور في: Washington, D.C. : International Monetary Fund, 2013.
سلاسل:IMF Working Papers; Working Paper ; No. 2013/009
الوصول للمادة أونلاين:Full text available on IMF