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New Zealand Bank Vulnerabilities in International Perspective.
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....
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington :
International Monetary Fund,
2009.
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| Colección: | IMF Working Papers.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- 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.