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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Détails bibliographiques
Auteur principal: Cerutti, Eugenio
Format: Revue
Langue:English
Publié: Washington, D.C. : International Monetary Fund, 2013.
Collection:IMF Working Papers; Working Paper ; No. 2013/009
Accès en ligne:Full text available on IMF