Banks' Foreign Credit Exposures and Borrowers' Rollover Risks Measurement, Evolution and Determinants »
Series: IMF Working Papers
Author(s): Eugenio Cerutti
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 11 January 2013
Keywords: Systemic risks, banking system, international, contagion, vulnerabilities, banking, claims, banking systems, banking statistics, International Lending and Debt Problems
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...