The exposure of international bank loans to third-country risk: an empirical analysis of overdue claims

Drew Dahl and Andrew Logan

Bank of England working papers from Bank of England

Abstract: The paper analyses the performance outcomes on foreign credits made by UK-owned banks to borrowers in 17 foreign countries between 1991 and 2000. The analysis is unique in its use of bank-specific data on overdue credits in individual countries. Results indicate that credit repayment in a given country is influenced by exports to, and economic activity in, another country linked by trading relationships. The observed cross-country interdependence is relevant to the understanding of risk management practices of international banks.

Date: 2005-01
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Persistent link: https://EconPapers.repec.org/RePEc:boe:boeewp:247

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