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...

詳細記述

書誌詳細
第一著者: Cerutti, Eugenio
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2013.
シリーズ:IMF Working Papers; Working Paper ; No. 2013/009
オンライン・アクセス:Full text available on IMF