The Banking Sector In Hong Kong (eBook)

HANS GENBERG is Executive Director, Research Department at the Hong Kong Monetary Authority (HKMA). He is also Director of the Hong Kong Institute for Monetary Research (HKIMR). He obtained his PhD degree in Economics from the University of Chicago. He had been working as a Professor in Economics at the Graduate Institute of International Studies since 1979. Prior to joining the HKMA and HKIMR in February 2005, he was the Head of the Economics Section of the Institute. He has also been a visiting scholar at the International Monetary Fund and the World Bank. He has published widely on issues related to monetary and exchange rate policy in a number of journals, including the Journal of Monetary Economics and the Journal of International Economics. He has a keen research interest in monetary and financial developments in East AsiaCHO-HOI HUI is Head, Market Research Division of the Research Department, HKMA. He was previously a senior manager in the Banking Policy Department. Prior to joining the HKMA in 1997, he was a derivative analyst at Citibank. His research papers have appeared in a number of journals, including the Journal of Risk, Finance and Stochastics, the Journal of Fixed Income, and Quantitative Finance. He holds a BS in physics from the University of Wisconsin at Madison and a PhD in applied physics from Cornell University.

Overview PART I: Efficiency, Competition, and Performance of the Banking Sector The Cost Efficiency of Commercial Banks in Hong Kong; J.Wong, T.Fong, E.Wong   K.Choi Competition in Hong Kong's Banking Sector: A Panzar-Rosse Assessment; J.Wong, E.Wong, T.Fong &  K.Choi Testing for Collusion in the Hong Kong Banking Sector; J.Wong, E.Wong, T.Fong  &  K.Choi Determinants of the Performance of Banks in Hong Kong; J.Wong, T.Fong, E.Wong  &  K.Choi PART II: Quantifying Risks and Capital Adequacy Hong Kong Mortgage Rate Setting – An Alternative Reference Rate?; J.Wong, C.Hui  & L.Fung Interest Rate Risk in the Pricing Of Banks' Mortgage Lending; J.Wong, L.Fung, T.Fong  &  C.Hui Residential Mortgage Default Risk in Hong Kong; J.Wong, L.Fung, T.Fong  & A.Sze Measuring Provisions for Collateralised Retail Lending;  C.Hui, C.Lo, E.Wong  &  P.Man Assessing the Risk of Multiple Defaults in the Banking System;  I.Yu, L.Fung  &  C.Tam A Framework for Stress Testing Bank's Credit Risk ; J.Wong, K.Choi  & T.Fong Determinants of the Capital Level of Banks in Hong Kong; J.Wong, K.Choi  & T.Fong Benchmarking Model of Default Probabilities of Listed Companies;  C.Hui, E.Wong, C.Lo  &  M.Huang