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...

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Bibliographic Details
Main Author: Cerutti, Eugenio
Format: Journal
Language:English
Published: Washington, D.C. : International Monetary Fund, 2013.
Series:IMF Working Papers; Working Paper ; No. 2013/009
Online Access:Full text available on IMF