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Study on the Impact of the Private Credit Excess on the Credit Risk under the Massive Capital Inflows

Author

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  • Kim, Jong-Hee

    (Chonbuk National University)

Abstract

By examining the relationship between private credit growth and the possibility of credit risk while focusing on international capital in 21 countries over the period 2000:1Q-2015:2Q, this paper shows that the impact of private credit growth on credit risk is apparent under the high ratio of capital inflows, and its impact on credit risk in the seven Asian countries is even stronger. And the possibility of credit risk caused by private credit is mainly coming from portfolio inflows rather than direct inflows. Finally, portfolio inflows strengthen the positive relationship between credit excess and credit risk in Asian countries, and this trend is seen more in these after the global financial crisis. Taken together, the stronger positive relationship between credit excess and credit risk can be strengthen under the massive portfolio inflows in particular in the seven Asian countries such as Hong Kong, India, Indonesia, Korea, Malaysia, Singapore, and Thailand.

Suggested Citation

  • Kim, Jong-Hee, 2016. "Study on the Impact of the Private Credit Excess on the Credit Risk under the Massive Capital Inflows," East Asian Economic Review, Korea Institute for International Economic Policy, vol. 20(3), pages 391-423, September.
    • Handle: RePEc:ris:eaerev:0010
    DOI: 10.11644/KIEP.EAER.2016.20.3.315
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    More about this item

    Keywords

    Private Credit Excess; Capital Flows; Credit Risk;
    All these keywords.

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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