Measuring the foreign exchange position for the corporate sector: CBRT's experience
In: Statistical implications of the new financial landscape
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Romain Rancière & Aaron Tornell & Athanasio Vamvakidis, 2010.
"Currency Mismatch and Systemic Risk in Emerging Europe,"
PSE Working Papers
halshs-00967419, HAL.
- Romain Rancière & Aaron Tornell & Athanasio Vamvakidis, 2010. "Currency Mismatch and Systemic Risk in Emerging Europe," Working Papers halshs-00967419, HAL.
- Romain Rancière & Aaron Tornell & Athanasio Vamvakidis, 2010. "Currency Mismatch and Systemic Risk in Emerging Europe," PSE - G-MOND WORKING PAPERS halshs-00967419, HAL.
- Michael Chui & Emese Kuruc & Philip Turner, 2016. "A new dimension to currency mismatches in the emerging markets - non-financial companies," BIS Working Papers 550, Bank for International Settlements.
- Mr. Romain Ranciere & Aaron Tornell & Mr. Athanasios Vamvakidis, 2010.
"A New Index of Currency Mismatch and Systemic Risk,"
IMF Working Papers
2010/263, International Monetary Fund.
- Tornell, Aaron & Rancière, Romain & Vamvakidis, Athanasios, 2011. "A New Index of Currency Mismatch and Systemic Risk," CEPR Discussion Papers 8250, C.E.P.R. Discussion Papers.
- Kevin Cowan & Erwin Hansen & Luis Oscar Herrera, 2005.
"Currency Mismatches, Balance Sheet Effects and Hedging in Chilean non-Financial Corporations,"
Working Papers Central Bank of Chile
346, Central Bank of Chile.
- Cowan, Kevin & Hansen, Erwin & Herrera, Luis Oscar, 2005. "Currency Mismatches, Balance-Sheet Effects and Hedging in Chilean Non-Financial Corporations," IDB Publications (Working Papers) 1920, Inter-American Development Bank.
- Kevin Cowan & Erwin Hansen & Luis Oscar Herrera, 2005. "Currency Mismatches, Balance-Sheet Effects and Hedging in Chilean Non-Financial Corporations," Research Department Publications 4387, Inter-American Development Bank, Research Department.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Kátay, Gábor & Péter, Harasztosi, 2017. "Currency Matching and Carry Trade by Non-Financial Corporations," JRC Working Papers in Economics and Finance 2017-02, Joint Research Centre, European Commission.
- Bitar, Joseph, 2021. "Foreign Currency Intermediation: Systemic Risk and Macroprudential Regulation," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(2).
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2022.
"Foreign currency loans and credit risk: Evidence from U.S. banks,"
Journal of International Economics, Elsevier, vol. 135(C).
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2017. "Foreign Currency Loans and Credit Risk: Evidence from U.S. Banks," CESifo Working Paper Series 6700, CESifo.
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2019. "Foreign Currency Loans and Credit Risk: Evidence from U.S. Banks," CEPR Discussion Papers 14212, C.E.P.R. Discussion Papers.
- Chen, Guojin & Liu, Yanzhen & Zhang, Yu, 2020. "Can systemic risk measures predict economic shocks? Evidence from China," China Economic Review, Elsevier, vol. 64(C).
- Juliana Salomao & Liliana Varela, 2022.
"Exchange Rate Exposure and Firm Dynamics,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(1), pages 481-514.
- Juliana Salomao & Liliana Varela, 2018. "Exchange Rate Exposure and Firm Dynamics," 2018 Meeting Papers 523, Society for Economic Dynamics.
- Salomao, Juliana & Varela, Liliana, 2022. "Exchange rate exposure and firm dynamics," LSE Research Online Documents on Economics 108168, London School of Economics and Political Science, LSE Library.
- Varela, Liliana & Salomao, Juliana, 2018. "Exchange Rate Exposure and Firm Dynamics," CEPR Discussion Papers 12654, C.E.P.R. Discussion Papers.
- Salomao, Juliana & Varela, Liliana, 2018. "Exchange Rate Exposure and Firm Dynamics," CAGE Online Working Paper Series 364, Competitive Advantage in the Global Economy (CAGE).
- Varela, Liliana & Salomao, Juliana, 2018. "Exchange Rate Exposure and Firm Dynamics," The Warwick Economics Research Paper Series (TWERPS) 1157, University of Warwick, Department of Economics.
- Salomao, Juliana & Varela, Liliana, 2020. "Exchange rate exposure and firm dynamics," LSE Research Online Documents on Economics 118906, London School of Economics and Political Science, LSE Library.
- Martin Brown & Helmut Stix, 2015.
"The euroization of bank deposits in Eastern Europe,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 30(81), pages 95-139.
- Brown, Martin & Stix, Helmut, 2014. "The Euroization of Bank Deposits in Eastern Europe," Working Papers on Finance 1412, University of St. Gallen, School of Finance.
- Martin Brown & Helmut Stix, 2014. "The Euroization of Bank Deposits in Eastern Europe," Working Papers 197, Oesterreichische Nationalbank (Austrian Central Bank).
- Endrész, Marianna & Harasztosi, Péter, 2014.
"Corporate foreign currency borrowing and investment: The case of Hungary,"
Emerging Markets Review, Elsevier, vol. 21(C), pages 265-287.
- Marianna Endrész & Péter Harasztosi, 2014. "Corporate Foreign Currency Borrowing and Investment. The Case of Hungary," MNB Working Papers 2014/1, Magyar Nemzeti Bank (Central Bank of Hungary).
- Hardy, Bryan, 2023.
"Foreign currency borrowing, balance sheet shocks, and real outcomes,"
Journal of International Money and Finance, Elsevier, vol. 139(C).
- Bryan Hardy, 2018. "Foreign currency borrowing, balance sheet shocks and real outcomes," BIS Working Papers 758, Bank for International Settlements.
- Fidrmuc, Jarko & Hake, Mariya & Stix, Helmut, 2013.
"Households’ foreign currency borrowing in Central and Eastern Europe,"
Journal of Banking & Finance, Elsevier, vol. 37(6), pages 1880-1897.
- Jarko Fidrmuc & Mariya Hake & Helmut Stix, 2011. "Households’ Foreign Currency Borrowing in Central and Eastern Europe," Working Papers 171, Oesterreichische Nationalbank (Austrian Central Bank).
- Svatopluk Kapounek, 2017.
"The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(5), pages 372-395, October.
- Svatopluk Kapounek, 2016. "The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging," MENDELU Working Papers in Business and Economics 2016-69, Mendel University in Brno, Faculty of Business and Economics.
- Mirna Dumičić & Vedran Šošić, 2014. "Credit cycles and central bank policy in Croatia: lessons from the 2000s," Chapters, in: Ewald Nowotny & Doris Ritzberger-Grünwald & Peter Backé (ed.), Financial Cycles and the Real Economy, chapter 7, pages 96-113, Edward Elgar Publishing.
- Beckmann, Elisabeth & Stix, Helmut, 2015.
"Foreign currency borrowing and knowledge about exchange rate risk,"
Journal of Economic Behavior & Organization, Elsevier, vol. 112(C), pages 1-16.
- Elisabeth Beckmann & Helmut Stix, 2014. "Foreign currency borrowing and knowledge about exchange rate risk," Working Papers 188, Oesterreichische Nationalbank (Austrian Central Bank).
- Nephil Matangi Maskay & Sven Steinkamp & Frank Westermann, 2014.
"On Remittances, Foreign Currency Exposure and Credit Constraints: Evidence from Nepal,"
IEER Working Papers
101, Institute of Empirical Economic Research, Osnabrueck University, revised 25 Jul 2017.
- Steinkamp, Sven & Maskay, Nephil & Westermann, Frank, 2015. "On Remittances, Foreign Currency Exposure and Credit Constraints: Evidence from Nepal," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112901, Verein für Socialpolitik / German Economic Association.
- Nephil Matangi Maskay & Sven Steinkamp & Frank Westermann, 2014. "On Remittances, Foreign Currency Exposure and Credit Constraints: Evidence from Nepal," CESifo Working Paper Series 5053, CESifo.
- Fischer, Andreas M. & Yeşin, Pınar, 2022.
"Foreign currency loan conversions and currency mismatches,"
Journal of International Money and Finance, Elsevier, vol. 122(C).
- Andreas M. Fischer & Dr. Pinar Yesin, 2019. "Foreign currency loan conversions and currency mismatches," Working Papers 2019-04, Swiss National Bank.
- Fischer, Andreas & Yeşin, Pınar, 2019. "Foreign currency loan conversions and currency mismatches," CEPR Discussion Papers 13923, C.E.P.R. Discussion Papers.
- Loayza,Norman V. & Ouazad,Amine & Ranciere,Romain, 2017.
"Financial development, growth, and crisis: is there a trade-off ?,"
Policy Research Working Paper Series
8237, The World Bank.
- Norman Loayza & Amine Ouazad & Romain Ranciere, 2017. "Financial Development, Growth, and Crisis: Is There a Trade-Off?," Working Papers 114, Peruvian Economic Association.
- Norman Loayza & Amine Ouazad & Romain Rancière, 2018. "Financial Development, Growth, and Crisis: Is There a Trade-Off?," NBER Working Papers 24474, National Bureau of Economic Research, Inc.
- Ahnert, Toni & Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2021.
"Macroprudential FX regulations: Shifting the snowbanks of FX vulnerability?,"
Journal of Financial Economics, Elsevier, vol. 140(1), pages 145-174.
- Ahnert, Toni & Forbes, Kristin & Friedrich, Christian & Reinhardt, Dennis, 2018. "Macroprudential FX regulations: shifting the snowbanks of FX vulnerability?," Bank of England working papers 758, Bank of England.
- Toni Ahnert & Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2018. "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," Staff Working Papers 18-55, Bank of Canada.
- Forbes, Kristin & Ahnert, Toni & Friedrich, Christian & Reinhardt, Dennis, 2018. "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," CEPR Discussion Papers 12766, C.E.P.R. Discussion Papers.
- Toni Ahnert & Kristin Forbes & Christian Friedrich & Dennis Reinhardt, 2018. "Macroprudential FX Regulations: Shifting the Snowbanks of FX Vulnerability?," NBER Working Papers 25083, National Bureau of Economic Research, Inc.
- Bryan Hardy & Felipe Saffie, 2019.
"From carry trades to trade credit: financial intermediation by non-financial corporations,"
BIS Working Papers
773, Bank for International Settlements.
- Bryan Hardy & Felipe Saffie, 2023. "From Carry Trades to Trade Credit: Financial Intermediation by Non-Financial Corporations," NBER Working Papers 31183, National Bureau of Economic Research, Inc.
- Ostry, Jonathan D., 2012.
"Managing Capital Flows: What Tools to Use?,"
Asian Development Review,
Asian Development Bank, vol. 29(1), pages 83-89.
- Jonathan David Ostry & Atish R. Ghosh & Karl F Habermeier & Luc Laeven & Marcos d Chamon & Mahvash S Qureshi & Annamaria Kokenyne, 2011. "Managing Capital Inflows; What Tools to Use?," IMF Staff Discussion Notes 11/06, International Monetary Fund.
- Shesadri Banerjee & M S Mohanty, 2021. "US monetary policy and the financial channel of the exchange rate: evidence from India," BIS Working Papers 945, Bank for International Settlements.
- Prabheesh, K.P. & Anglingkusumo, Reza & Juhro, Solikin M., 2021. "The dynamics of global financial cycle and domestic economic cycles: Evidence from India and Indonesia," Economic Modelling, Elsevier, vol. 94(C), pages 831-842.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bis:bisifc:43-24. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Martin Fessler (email available below). General contact details of provider: https://edirc.repec.org/data/bisssch.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.