Global Credit and Domestic Credit Booms

By C. Borio. 2011

127 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b7ff178a7656ecd4f8ff3d70c11f3e61ec686309

Citations in the corpus

• Capital Flows in the Euro Area (2013, unknown): “Although, this in part may be offset by an expansion in direct crossborder lending, this could also be mitigated through cooperation with home-country supervisors of foreign banks, as is facilitated by Basel III (Borio et al 2011).”
• Trilemmas and trade-offs: living with financial globalisation (2015, unknown): “Significantly (as observed by Borio et al (2011)), Basel III calls for jurisdictional reciprocity in the application of countercyclical capital buffers, so that foreign banks with loans to a country that has invoked the supplementary capital buffer are also subject to the buffer with respect to…”
• The Financial Cycle and Macroeconomics: What Have We Learnt? (2014, unknown): “Source: Borio et al (2011).”
• Global dollar credit: links to US monetary policy and leverage (2015, unknown): “5 Even if small relative to the total stock of credit outstanding, swings in foreign currency credit can dominate flows of credit, amplify domestic trends, and thus figure importantly in financial booms and busts (see Borio et al (2011) and Domanski et al (2011)).”
• International Spillovers of Central Bank Balance Sheet Policies (2012, unknown): “17 See Blinder (2010) for an exposition of the issue.”
• Corporate debt, firm size and financial fragility in emerging markets (2019, unknown): “Our instrument is based on world capital flows (Bussière et al. (2015) and Alfaro et al.”
• Breaking Free of the Triple Coincidence in International Finance (2016, unknown): “See also Borio et al (2011).”
• Domestic Credit Growth and International Capital Flows (2013, unknown): “Borio et al (2011) show that international credit grew strongly during the pre-crisis period, which is complementary to our focus on domestic credit.”
• How Do Credit Supply Shocks Propagate Internationally? A Gvar Approach (2015, unknown): “…nancial institutions, as they raise capital, contract lending or dump illiquid assets in some countries to maintain global capital and liquid asset ratios when faced with loan losses (e.g. Enders et al. (2011)) or funding squeezes (Gorton (2009), Borio et al. (2011)) in other countries.”