Bank Asset Quality in Emerging Markets: Determinants and Spillovers

Working Paper No. 12/71

Nopic
This paper assesses the vulnerability of emerging markets and their banks to aggregate shocks. We find significant links between banks' asset quality, credit and macroeconomic aggregates. Lower economic growth, an exchange rate depreciation, weaker terms of trade and a fall in debt-creating capital inflows reduce credit growth while loan quality... READ MORE...

Publication date: March 2012
ISBN 9781475502237
$18.00

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Publication date: March 2012

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Publication date: March 2012

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