Chow, Julian T.S.

Stress Testing Corporate Balance Sheets in Emerging Economies Julian T S Chow. [electronic resource] / Julian T S Chow. - Washington, D.C. : International Monetary Fund, 2015. - 1 online resource (18 p.) - IMF Working Papers; Working Paper ; No. 15/216 . - IMF Working Papers; Working Paper ; No. 15/216 .

In recent years, firms in emerging market countries have increased borrowing, particularly in foreign currency, owing to easy access to global capital markets, prolonged low interest rates and good investment opportunities. This paper discusses the trends in emerging market corporate debt and leverage, and illustrates how those firms are vulnerable to interest rate, exchange rate and earnings shocks. The results of a stress test show that while corporate sector risk remains moderate in most emerging economies, a combination of macroeconomic and financial shocks could significantly erode firms' ability to service debt and lead to higher debt at risk, especially in countries with high shares of foreign currency debt and low natural hedges.

1513502719 : 18.00 USD

1018-5941

10.5089/9781513502717.001 doi


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