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New Zealand banks' vulnerabilities and capital adequacy /
The paper finds that, given New Zealand's conservative approach in implementing the Basel II framework, New Zealand banks' headline capital ratios underestimate their capital strength. A comparison with Canadian, UK and Australian banks highlights the impact of New Zealand's more cons...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Autor Corporativo: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
[Washington, D.C.] :
International Monetary Fund,
©2013.
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| Colección: | IMF working paper ;
WP/13/7. |
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Cover; Contents; I. Introduction and Overview; II. Key Features of the New Zealand Banking Sector; Figures; 1. International Comparison of Key Soundness Financial Indicators; 2. Bank Market Share in New Zealand; 3. New Zealand's Four Largest Banks: Tier 1 Capital Ratio and Risk Weight; 4. New Zealand's Four Largest Banks: EAD and Tier 1 Capital; Tables; 1. New Zealand's Four Largest Banks: Selected Financial Soundness Indicators; 5. Banking Sector Assets for Selected Countries; 6. Assets of Four Major Banks for Selected Countries; 7. Bank Asset Composition; 8. Household Debt.
- 9. Central Bank Balance Sheet Sizes10. Government Guaranteed Debt; 11. Total Short-Term External Debt; 12. Loans to Customer Deposits; III. Basel II Implementation and Capital Ratios; 13. Tier 1 Regulatory Capital Ratio; 14. Total Regulatory Capital Ratio; 2. Risk Weights for Banks' Internal Models Under the Basel II Capital Framework; 15. Tangible Common Equity to Risk Weighted Assets; 16. Tangible Common Equity to Tangible Assets; 17. Nonperforming Housing Loans; 18. Loss Given Default on Residential Mortgages.
- 3. New Zealand's Four Largest Banks: LGD for Residential Mortgages and Impact on Capital Adequacy Ratios19. Probability of Default on Residential Mortgages; 20. PD Range and Composition of Residential Mortgages; 21. Average Risk Weights for Residential Mortgages; IV. How Vulnerable are New Zealand Banks to Shocks to Residential Mortgages and Corporate Lending?; A. Shocks to Residential Mortgages; 4. New Zealand's Four Largest Banks: Risk Weight for Residential Mortgages and Impact on Capital Adequacy Ratios; 5. ANZ: Credit Risk Exposure; 22. Real Estate Prices in Ireland and New Zealand.
- 23. Capital Ratio Change6. Ireland: Four Large Banks' Residential Mortgages; B. Shocks to Corporate Lending; 7. New Zealand's Four Largest Banks: Impact on Capital of Shocks to Residential Mortgages; 24. Agricultural Debt to Agricultural Export Earnings; 25. Property Prices; 26. Export Commodity Price Index; 27. Sectoral Nonperforming Loans; 8. Credit Exposures by Portfolio Type; 28. Capital Ratio Change; 9. New Zealand's Four Largest Banks: Impact on Capital of Shocks to Corporate Lending; C. Combined Shocks; 29. Real Estate Prices in Recent Crises.
- 10. New Zealand's Four Largest Banks: Impact of Combined Shocks on Capital30. Core and Retail Funding Ratios; 11. Banking System Stress Tests' Assumptions; References.