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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Tác giả chính: Cerutti, Eugenio
Định dạng: Tạp chí
Ngôn ngữ:English
Được phát hành: Washington, D.C. : International Monetary Fund, 2013.
Loạt:IMF Working Papers; Working Paper ; No. 2013/009
Truy cập trực tuyến:Full text available on IMF