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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.
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| Colección: | IMF working paper ;
WP/13/9. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 100 | 1 | |a Cerutti, Eugenio. | |
| 245 | 1 | 0 | |a Banks' foreign credit exposures and borrowers' rollover risks : |b measurement, evolution and determinants / |c prepared by Eugenio Cerutti. |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c ©2013. | ||
| 300 | |a 1 online resource (44 pages) | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper ; |v WP/13/9 | |
| 500 | |a Title from PDF title page (IMF Web site, viewed Jan. 22, 2013). | ||
| 520 | |a 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 results indicate that the proposed refinements matter, especially when foreign bank affiliates' funding relies heavily on local deposits. In addition, after developing novel and necessary break-in-series and exchange rate variation adjustments, estimations looking at the driving factors of both measures during 2006-2012 highlight: (i) the role of systemic banking crises and global financial conditions in the evolution of banks' foreign credit exposures; (ii) the role of a larger set of factors in the case of the evolution of borrower countries' reliance on foreign bank credit--how countries borrowed, from whom they borrowed, and global financial and domestic demand conditions. | ||
| 504 | |a Includes bibliographical references. | ||
| 500 | |a "Research Department." | ||
| 500 | |a "January 2013." | ||
| 505 | 0 | |a 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. | |
| 505 | 8 | |a 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. | |
| 505 | 8 | |a 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. | |
| 590 | |a eBooks on EBSCOhost |b EBSCO eBook Subscription Academic Collection - Worldwide | ||
| 650 | 0 | |a Banks and banking. | |
| 650 | 0 | |a Banks and banking, International. | |
| 650 | 0 | |a Bank loans. | |
| 650 | 0 | |a Credit. | |
| 650 | 0 | |a Risk. | |
| 650 | 6 | |a Banques internationales. | |
| 650 | 6 | |a Prêts bancaires. | |
| 650 | 6 | |a Crédit. | |
| 650 | 6 | |a Risque. | |
| 650 | 7 | |a credit. |2 aat | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Banks & Banking. |2 bisacsh | |
| 650 | 7 | |a Bank loans. |2 fast |0 (OCoLC)fst00826704 | |
| 650 | 7 | |a Banks and banking. |2 fast |0 (OCoLC)fst00826867 | |
| 650 | 7 | |a Banks and banking, International. |2 fast |0 (OCoLC)fst00827100 | |
| 650 | 7 | |a Credit. |2 fast |0 (OCoLC)fst00882525 | |
| 650 | 7 | |a Risk. |2 fast |0 (OCoLC)fst01098118 | |
| 710 | 2 | |a International Monetary Fund. |b Research Department. | |
| 830 | 0 | |a IMF working paper ; |v WP/13/9. | |
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