Cargando…
People's Republic of China--Hong Kong Special Administrative Region : Financial Sector Assessment Program-Stress Testing the Banking Sector-Technical Note.
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.
| Clasificación: | Libro Electrónico |
|---|---|
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington, District of Columbia :
International Monetary Fund,
2014.
|
| Colección: | IMF country report ;
14/210. |
| Temas: | |
| Acceso en línea: | Texto completo |
MARC
| LEADER | 00000cam a2200000 i 4500 | ||
|---|---|---|---|
| 001 | EBOOKCENTRAL_ocn891398252 | ||
| 003 | OCoLC | ||
| 005 | 20240329122006.0 | ||
| 006 | m o d | ||
| 007 | cr cn||||||||| | ||
| 008 | 140828t20142014dcua o 000 0 eng d | ||
| 040 | |a E7B |b eng |e rda |e pn |c E7B |d OCLCO |d EBLCP |d DEBSZ |d YDXCP |d OCLCQ |d OCLCF |d NKT |d DJB |d IDEBK |d OCLCQ |d ZCU |d MERUC |d OCLCQ |d ICG |d OCLCQ |d DKC |d OCLCQ |d LOA |d COCUF |d MOR |d CCO |d PIFAG |d U3W |d STF |d NRAMU |d CRU |d VT2 |d AU@ |d WYU |d TKN |d CUS |d OCLCO |d OCLCQ |d OCLCO | ||
| 019 | |a 883858879 |a 889674707 |a 960207903 |a 961514909 |a 962633330 | ||
| 020 | |a 9781498392174 |q (e-book) | ||
| 020 | |a 1498392172 |q (e-book) | ||
| 020 | |z 9781498322638 | ||
| 029 | 1 | |a AU@ |b 000062567684 | |
| 029 | 1 | |a CHNEW |b 000688456 | |
| 029 | 1 | |a CHNEW |b 000688457 | |
| 029 | 1 | |a DEBBG |b BV044070032 | |
| 029 | 1 | |a DEBSZ |b 41408666X | |
| 035 | |a (OCoLC)891398252 |z (OCoLC)883858879 |z (OCoLC)889674707 |z (OCoLC)960207903 |z (OCoLC)961514909 |z (OCoLC)962633330 | ||
| 043 | |a a-cc-hk | ||
| 050 | 4 | |a HD82 |b .P467 2014eb | |
| 082 | 0 | 4 | |a 338.9 |2 23 |
| 049 | |a UAMI | ||
| 245 | 0 | 0 | |a People's Republic of China--Hong Kong Special Administrative Region : |b Financial Sector Assessment Program-Stress Testing the Banking Sector-Technical Note. |
| 264 | 1 | |a Washington, District of Columbia : |b International Monetary Fund, |c 2014. | |
| 264 | 4 | |c ©2014 | |
| 300 | |a 1 online resource (128 pages) : |b illustrations, tables | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF Country Report ; |v 14/210 | |
| 588 | 0 | |a Online resource; title from PDF cover (ebrary, viewed August 27, 2014). | |
| 505 | 0 | |a Cover; CONTENTS; GLOSSARY; EXECUTIVE SUMMARY; INTRODUCTION; A. Background and Objective; FIGURES; 1. Macroprudential Stress Tests of Banking Sector; 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; BOX; 1. Overview of the Systemic Contingent Claims Approach Framework for Stress Testing and the Implementation in the Context of Hong Kong SAR; TABLES; 1. Risk Assessment Matrix. | |
| 505 | 8 | |a 2. Stress Test Matrix (STeM) for the Banking Sector -- Liquidity3. Stress Test Matrix (STeM) for the Banking Sector -- Solvency; 4. Financial Soundness Indicators of the Banking Sector, 2007-13; 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. | |
| 505 | 8 | |a 10. Overview of Risk Approach (Basel II) of Sample Banks in Top-down Solvency Stress Test11. 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; 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. | |
| 505 | 8 | |a 7. Banking Sector-Lending and Deposit Trends8. 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). | |
| 505 | 8 | |a 15. Comparison of IMF Top-down Solvency Stress Test Results -- Baseline and Severe Adverse Scenario, CET1 Ratio16. Solvency Stress Test (IMF Top-down Approach)-Risk Drivers; 17. Systemic Contingent Claims Approach-Distribution of Market-Implied Individual Expected Losses (Historical and Forecasted); ANNEX; Guidelines for the Bottom-Up Solvency Stress Test -- Banking; APPENDICES; I. Timeline for Completion of Solvency BU Stress; II. Key Bottom-up Solvency Stress Test Parameters; III. Overview of Stress Test Scenarios; IV. Estimated Asset Swap Rate Curve; V. Possible Satellite Model Specification. | |
| 520 | |a 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. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 650 | 0 | |a Economic development. | |
| 650 | 0 | |a International finance. | |
| 650 | 6 | |a Développement économique. | |
| 650 | 7 | |a economic development. |2 aat | |
| 650 | 7 | |a Economic development |2 fast | |
| 650 | 7 | |a International finance |2 fast | |
| 776 | 0 | 8 | |i Print version: |t People's Republic of China, Hong Kong special administrative region financial sector assessment program. |d Washington, District of Columbia : International Monetary Fund, ©2014 |h 126 pages |k IMF country report ; 14/210 |z 9781498322638 |
| 830 | 0 | |a IMF country report ; |v 14/210. | |
| 856 | 4 | 0 | |u https://ebookcentral.uam.elogim.com/lib/uam-ebooks/detail.action?docID=1770287 |z Texto completo |
| 936 | |a BATCHLOAD | ||
| 938 | |a EBL - Ebook Library |b EBLB |n EBL1770287 | ||
| 938 | |a ebrary |b EBRY |n ebr10913242 | ||
| 938 | |a ProQuest MyiLibrary Digital eBook Collection |b IDEB |n cis28942089 | ||
| 938 | |a YBP Library Services |b YANK |n 12044092 | ||
| 994 | |a 92 |b IZTAP | ||