Risks from Euro Area Banks’ Emerging Market Exposures

John Beirne, Sandor Gardo and Piotr Zboromirski

Financial Stability Review, 2014, vol. 1

Abstract: In light of the recent emerging market tensions, this special feature takes stock of euro areabanks’ emerging market exposures by identifying the major sources and types of related risks and highlighting some of the potential financial channels of contagion. Euro area banks’ emerging market exposures are analysed in time and cross-sectional dimensions, at the country and individual bank level, as well as in absolute terms and relative to some bank balance sheet metrics. Within a panel regression framework, the special feature also seeks to identify those emerging economies that – based on their credit metrics and fundamentals – are the most exposed to financial stability risks, which, if they materialise, may have negative repercussions for euro area banks with sizeable exposures to those economies. JEL Classification: G00

Keywords: financial stability; market exposures; systemic risk (search for similar items in EconPapers)
Date: 2014-05
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Persistent link: https://EconPapers.repec.org/RePEc:ecb:fsrart:2014:0001:4

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