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Titolo: |
People's Republic of China, Hong Kong special administrative region financial sector assessment program
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Pubblicazione: | Washington, District of Columbia : , : International Monetary Fund, , 2014 |
©2014 | |
Descrizione fisica: | 1 online resource (128 p.) |
Disciplina: | 338.9 |
Soggetto topico: | Economic development |
International finance | |
Soggetto genere / forma: | Electronic books. |
Note generali: | Description based upon print version of record. |
Nota di contenuto: | ""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"" |
""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"" | |
""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"" | |
""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"" | |
""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"" | |
""14. IMF Top-down Solvency Test: Descriptive Statistics/FSIs"" | |
Sommario/riassunto: | In 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. |
Titolo autorizzato: | People's Republic of China, Hong Kong special administrative region financial sector assessment program ![]() |
ISBN: | 1-4983-9416-7 |
1-4983-7779-3 | |
1-4983-9217-2 | |
Formato: | Materiale a stampa ![]() |
Livello bibliografico | Monografia |
Lingua di pubblicazione: | Inglese |
Record Nr.: | 9910458955203321 |
Lo trovi qui: | Univ. Federico II |
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