From what I understand, the answer is no. Banking systems and credit reporting services are different from country to country, each has their own rules and way of doing things, and I'm under the impression that neither really talks to one another except
in the case of sending money (in which case there are other things involved, the least of which being conversion).
Note that, although not the greatest example, as an American living in Japan, the banks here are totally different than those in the States. Banks in one location know nothing of my credit rating in the other, and moreover would not trust it or even care. (Multinational banks like Citibank may be an exception though and is worth looking into.)