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...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur: Cerutti, Eugenio
Fformat: Cylchgrawn
Iaith:English
Cyhoeddwyd: Washington, D.C. : International Monetary Fund, 2013.
Cyfres:IMF Working Papers; Working Paper ; No. 2013/009
Mynediad Ar-lein:Full text available on IMF