Bank Asset Quality in Emerging Markets: Determinants and Spillovers
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-creati...
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Washington, D.C
International Monetary Fund
2012
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| Schriftenreihe: | IMF Working Papers
Working Paper No. 12/71 |
| Online-Zugang: | UBW01 UEI01 LCO01 SBR01 UER01 SBG01 UBG01 FAN01 UBT01 FKE01 UBY01 UBA01 FLA01 UBM01 UPA01 UBR01 FHA01 FNU01 BSB01 TUM01 URL des Erstveröffentlichers |
| Zusammenfassung: | 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 deteriorates. Particularly noteworthy is the sharp deterioration of balance sheets following a reversal of portfolio inflows. We also find evidence of feedback effects from the financial sector on the wider economy. GDP growth falls after shocks that drive non-performing loans higher or generate a contraction in credit. This analysis was used in chapter 1 of the Global Financial Stability Report (September 2011) to help evaluate the sensitivity of banks'' capital adequacy ratios to macroeconomic and funding cost shocks |
| Beschreibung: | 1 Online-Ressource (27 p) |
| ISBN: | 1475502230 9781475502237 |
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| illustrated | Not Illustrated |
| index_date | 2024-07-03T20:13:18Z |
| indexdate | 2024-07-10T09:35:25Z |
| institution | BVB |
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| oclc_num | 1337122539 |
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| record_format | marc |
| series2 | IMF Working Papers |
| spelling | De Bock, Reinout Verfasser aut Bank Asset Quality in Emerging Markets Determinants and Spillovers De Bock, Reinout Washington, D.C International Monetary Fund 2012 1 Online-Ressource (27 p) txt rdacontent c rdamedia cr rdacarrier IMF Working Papers Working Paper No. 12/71 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 deteriorates. Particularly noteworthy is the sharp deterioration of balance sheets following a reversal of portfolio inflows. We also find evidence of feedback effects from the financial sector on the wider economy. GDP growth falls after shocks that drive non-performing loans higher or generate a contraction in credit. This analysis was used in chapter 1 of the Global Financial Stability Report (September 2011) to help evaluate the sensitivity of banks'' capital adequacy ratios to macroeconomic and funding cost shocks Online-Ausg Demyanets, Alexander Sonstige oth http://elibrary.imf.org/view/IMF001/12677-9781475502237/12677-9781475502237/12677-9781475502237.xml Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | De Bock, Reinout Bank Asset Quality in Emerging Markets Determinants and Spillovers |
| title | Bank Asset Quality in Emerging Markets Determinants and Spillovers |
| title_auth | Bank Asset Quality in Emerging Markets Determinants and Spillovers |
| title_exact_search | Bank Asset Quality in Emerging Markets Determinants and Spillovers |
| title_exact_search_txtP | Bank Asset Quality in Emerging Markets Determinants and Spillovers |
| title_full | Bank Asset Quality in Emerging Markets Determinants and Spillovers De Bock, Reinout |
| title_fullStr | Bank Asset Quality in Emerging Markets Determinants and Spillovers De Bock, Reinout |
| title_full_unstemmed | Bank Asset Quality in Emerging Markets Determinants and Spillovers De Bock, Reinout |
| title_short | Bank Asset Quality in Emerging Markets |
| title_sort | bank asset quality in emerging markets determinants and spillovers |
| title_sub | Determinants and Spillovers |
| url | http://elibrary.imf.org/view/IMF001/12677-9781475502237/12677-9781475502237/12677-9781475502237.xml |
| work_keys_str_mv | AT debockreinout bankassetqualityinemergingmarketsdeterminantsandspillovers AT demyanetsalexander bankassetqualityinemergingmarketsdeterminantsandspillovers |