LEADER 05011nam 2200661 450 001 9910458955203321 005 20200520144314.0 010 $a1-4983-9416-7 010 $a1-4983-7779-3 010 $a1-4983-9217-2 035 $a(CKB)2550000001345656 035 $a(EBL)1770287 035 $a(OCoLC)889674707 035 $a(SSID)ssj0001398963 035 $a(PQKBManifestationID)11908505 035 $a(PQKBTitleCode)TC0001398963 035 $a(PQKBWorkID)11447047 035 $a(PQKB)10229883 035 $a(MiAaPQ)EBC1770287 035 $a(Au-PeEL)EBL1770287 035 $a(CaPaEBR)ebr10913242 035 $a(CaONFJC)MIL638362 035 $a(EXLCZ)992550000001345656 100 $a20140828h20142014 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt 182 $cc 183 $acr 200 00$aPeople's Republic of China, Hong Kong special administrative region financial sector assessment program 210 1$aWashington, District of Columbia :$cInternational Monetary Fund,$d2014. 210 4$dİ2014 215 $a1 online resource (128 p.) 225 1 $aIMF Country Report ;$v14/210 300 $aDescription based upon print version of record. 311 $a1-4983-2263-8 311 $a1-322-07111-X 327 $a""Cover""; ""CONTENTS""; ""GLOSSARY""; ""EXECUTIVE SUMMARY""; ""INTRODUCTION""; ""A. Background and Objective""; ""B. Synopsis""; ""SOLVENCY STRESS TESTS""; ""A. Summary of All Solvency Stress Tests""; ""B. Bottom-Up Solvency Stress Tests""; ""C. Top-Down Solvency Stress Tests""; ""D. Reconciliation of Solvency Stress Tests""; ""LIQUIDITY STRESS TESTS""; ""SUMMARY AND POLICY IMPLICATIONS""; ""REFERENCES""; ""BOX""; ""1. Overview of the Systemic Contingent Claims Approach Framework for Stress Testing and the Implementation in the Context of Hong Kong SAR""; ""FIGURES"" 327 $a""1. Macroprudential Stress Tests of Banking Sector""""2. Structural Features of Hong Kong Financial Sector""; ""3. Banking Sector Developments""; ""4. Banking Sector Soundness""; ""5. Banking Sector Performance""; ""6. Banking Sector Lending and Deposit Composition""; ""7. Banking Sector Lending and Deposit Trends""; ""8. Macroeconomic Assumptions under Different Stress Test Scenarios (1)""; ""9. Macroeconomic Assumptions under Different Stress Test Scenarios (2)""; ""10. Liquidity and Short-term Funding""; ""11. Top-down Liquidity Stress Test Results Implied Cash Flow Analysis"" 327 $a""12. Evolution of Aggregate Capital Ratios in Solvency Stress Tests (1)""""13.Evolution of Aggregate Capital Ratios in Solvency Stress Tests (2)""; ""14. Comparison of IMF Top-down Solvency Stress Test Results Baseline and Severe Adverse Scenario, Capital Adequacy Ratio (Total Capital)""; ""15. Comparison of IMF Top-down Solvency Stress Test Results Baseline and Severe Adverse Scenario, CET1 Ratio""; ""16. Solvency Stress Test (IMF Top-down Approach) Risk Drivers"" 327 $a""17. Systemic Contingent Claims Approach Distribution of Market-Implied Individual Expected Losses (Historical and Forecasted)""""TABLES""; ""1. Risk Assessment Matrix""; ""2. Stress Test Matrix (STeM) for the Banking Sector Liquidity""; ""3. Stress Test Matrix (STeM) for the Banking Sector Solvency""; ""4. Financial Soundness Indicators of the Banking Sector, 2007""; ""5. Economic Activity under Different Scenarios""; ""6. HKMA Solvency Top-down Stress Test-Detailed Assumptions (Scenario Analysis)""; ""7. Liquidity Stress Test Maturity Mismatch Analysis"" 327 $a""8. Systemic Contingent Claims Approach Comparison of Total Assets for Locally Incorporated Licensed Banks and Respective Listed Entities""""9. Overview of Sample Banks in the Solvency and Liquidity Stress Testing Exercise""; ""10. Overview of Risk Approach (Basel II) of Sample Banks in Top-down Solvency Stress Test""; ""11. Supervisory Stress Tests: Implied Cash Flow and Credit/Market Risk Linkages of Liquidity Conditions""; ""12. Basel III Liquidity Risk Framework: Standard Measures (LCR and NSFR)""; ""13. Summary of Satellite Model Estimation"" 327 $a""14. IMF Top-down Solvency Test: Descriptive Statistics/FSIs"" 330 $aIn recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prepared by a staff team after discussions with government officials, is published at the option of the member country. 410 0$aIMF country report ;$v14/210. 606 $aEconomic development 606 $aInternational finance 608 $aElectronic books. 615 0$aEconomic development. 615 0$aInternational finance. 676 $a338.9 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910458955203321 996 $aPeople's Republic of China, Hong Kong special administrative region financial sector assessment program$91957536 997 $aUNINA