Cargando…
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Washington, D.C.] :
International Monetary Fund,
©2013.
|
| Colección: | IMF working paper ;
WP/13/9. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Cover; Contents; I. Introduction; II. Measuring Banks' Foreign Credit Exposure: Downward Exposure; Boxes; 1. BIS Consolidated Banking Statistics: Characteristics and Limitations; A. On-Balance Sheet Downward Exposure Level; Figures; 1. Comparing On-Balance Sheet Downstream Exposures Measures; B. On and Off-Balance Sheet Downstream Exposure Level; 2. Downstream Exposures vs. Foreign Claims; C. Limitations in the Downstream Exposure Analysis; III. Measuring Borrowers' Foreign Rollover Risks: Upward Exposure; A. On-Balance Sheet Upstream Exposure Level.
- 3. On-Balance Sheet Upstream Exposures vs. Foreign ClaimsB. On- and Off-Balance Sheet Upstream Exposure; C. Limitations in the Upstream Exposure Analysis; 4. Upstream Exposures as Percentage of Total Credit; IV. Downward and Upward Exposures: A Time Series Perspective; 2. Adjusting BIS CBS for Coverage Break-in-Series and Exchange Rate Movements; A. Evolution of On-Balance Sheet Downstream Exposures; 5. Evolution of On-balance Sheet Downstream Exposures; B. Evolution of On-Balance Sheet Upstream Exposures; 6. Evolution of On-balance Sheet Upstream Exposures.
- V. Determinants of the Evolution of Downward and Upward ExposuresA. Drivers of On-Balance Sheet Downstream Exposures; B. Drivers of On-Balance Sheet Upstream Exposures; VI. Conclusions; References; Annex; A. Data Sources: BIS CBS, Bank-level, and IFS Data; B. Calculation of Downstream and Upstream Exposures; C. Adjusting for Break-in-Series and Exchange Rate Variations; D. Statistical Appendix of the Econometric Analysis.