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Autore: |
Brooks R (Raymond), <1958->
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Titolo: |
New Zealand bank vulnerabilities in international perspective [[electronic resource] /] / Ray Brooks and Rodrigo Cubero
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Pubblicazione: | [Washington, D.C.], : International Monetary Fund, 2009 |
Descrizione fisica: | 1 online resource (54 p.) |
Disciplina: | 332.1 |
Soggetto topico: | Banks and banking - New Zealand |
Financial crises | |
Soggetto genere / forma: | Electronic books. |
Altri autori: |
CuberoRodrigo
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Note generali: | Description based upon print version of record. |
Nota di bibliografia: | Includes bibliographical references. |
Nota di contenuto: | Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. The Global Turmoil: How Has it Affected New Zealand Banks?; 1. New Zealand's Four Large Banks: Selected Financial Soundness Indicators; 2. Financial Soundness Indicators of the Banking Sector; 1. Bank Asset Quality; 2. Mortgage Interest Rates; 3. Overall Credit Growth; III. Can Banks Handle an Increase in Mortgage Defaults?; 4. Bank Asset by Type; 5. Household Debt; 3. Housing Market Risk: Stress Tests Results, December 2008; 4. Owner-Occupied Mortgages by Risk Bucket; 5. Numerical Example of Mortgage Default Probabilities |
IV. How Vulnerable are Banks to Higher Defaults on Corporate Lending?6a. Business and Agriculture Credit Growth; 6b. Credit to GDP Ratio; 7. Overdue Debts and Liquidations; 6. Corporate Sector Indicators; 7. New Zealand's Credit Risk Exposure by Asset Class, December 2008; V. What are the Risks Related to Banks' Wholesale Funding?; 8a. Net Capital Inflows; 8b. Net Foreign Liabilities; 8c. Bank Borrowing Offshore; 8d. Bank's Share of Funding from Nonresidents; 9a. Debt by Residual Maturity; 9b. Local Currency External Debt as Share of Total External Debt | |
10. Average 5-Year CDS Spread on Four Major Australasian Banks11. Funding Costs for Banks and New Mortgage Rates; 12. Loan-to-Deposit Ratio for the Banking System; 8. Balance of Payments Financing; 9. Funding Structure; Appendix; References; Footnotes | |
Sommario/riassunto: | The global financial crisis is creating stress on banking systems across the world through funding and asset quality shocks. This paper combines different stress scenarios, as well as cross-country analysis, to assess New Zealand bank vulnerabilities to the global crisis and the domestic recession. It finds that a sharp worsening of asset quality would be required to reduce bank capital below the regulatory minimum. On the funding side, a disruption to banks' offshore funding may put pressure on the exchange rate, but would not trigger a systemic liquidity problem. |
Titolo autorizzato: | New Zealand bank vulnerabilities in international perspective ![]() |
ISBN: | 1-4623-6787-9 |
1-4527-4501-3 | |
1-282-84427-X | |
9786612844270 | |
1-4518-7371-9 | |
Formato: | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910464854403321 |
Lo trovi qui: | Univ. Federico II |
Opac: | Controlla la disponibilità qui |