People's Republic of China–Hong Kong Special Administrative Region : (Record no. 124843)

000 -LEADER
fixed length control field 05806nam a22004693i 4500
001 - CONTROL NUMBER
control field EBC1770287
003 - CONTROL NUMBER IDENTIFIER
control field MiAaPQ
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20181121173930.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cnu||||||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 181113s2014 xx o ||||0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781498392174
-- (electronic bk.)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9781498322638
035 ## - SYSTEM CONTROL NUMBER
System control number (MiAaPQ)EBC1770287
035 ## - SYSTEM CONTROL NUMBER
System control number (Au-PeEL)EBL1770287
035 ## - SYSTEM CONTROL NUMBER
System control number (CaPaEBR)ebr10913242
035 ## - SYSTEM CONTROL NUMBER
System control number (CaONFJC)MIL638362
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)889674707
040 ## - CATALOGING SOURCE
Original cataloging agency MiAaPQ
Language of cataloging eng
Description conventions rda
-- pn
Transcribing agency MiAaPQ
Modifying agency MiAaPQ
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HD82 -- .P467 2014eb
082 0# - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 338.9
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Department, International Monetary Fund. Monetary and Capital Markets.
245 10 - TITLE STATEMENT
Title People's Republic of China–Hong Kong Special Administrative Region :
Remainder of title Financial Sector Assessment Program-Stress Testing the Banking Sector-Technical Note.
264 #1 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Washington :
Name of publisher, distributor, etc International Monetary Fund,
Date of publication, distribution, etc 2014.
264 #4 - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Date of publication, distribution, etc ©2014.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (128 pages)
336 ## - CONTENT TYPE
Content type term text
Content type code txt
Source rdacontent
337 ## - MEDIA TYPE
Media type term computer
Media type code c
Source rdamedia
338 ## - CARRIER TYPE
Carrier type term online resource
Carrier type code cr
Source rdacarrier
490 1# - SERIES STATEMENT
Series statement IMF Staff Country Reports ;
Volume number/sequential designation v.Country Report No. 14/210
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note 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 -- 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 -- 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 -- VI. Concentration Impact on RWAs under Stress -- VII. Minimum Funding Cost: Empirical Estimation -- VIII. Valuation Haircuts and Implied Credit Spread Shock for Relevant Country Exposures -- IX. Estimation Methodology for Sovereign Risk Valuation Haircuts -- X. Foreign Currency Shock -- XI. Pay-out Ratio and Hurdle Rates -- XII. Basel III Transition Schedule Possible Satellite Model Specification -- XIII. Output Format for Reporting Firms to Hong Kong Monetary Authority -- ANNEX -- Guidelines for the Bottom-Up Solvency Stress Test--Banking.
520 ## - SUMMARY, ETC.
Summary, etc 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.
588 ## - SOURCE OF DESCRIPTION NOTE
Source of description note Description based on publisher supplied metadata and other sources.
590 ## - LOCAL NOTE (RLIN)
Local note Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2018. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Economic development.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element International finance.
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
Main entry heading Department, International Monetary Fund. Monetary and Capital Markets
Title People's Republic of China–Hong Kong Special Administrative Region : Financial Sector Assessment Program-Stress Testing the Banking Sector-Technical Note
Place, publisher, and date of publication Washington : International Monetary Fund,c2014
International Standard Book Number 9781498322638
797 2# - LOCAL ADDED ENTRY--CORPORATE NAME (RLIN)
Corporate name or jurisdiction name as entry element ProQuest (Firm)
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title IMF Staff Country Reports
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="https://ebookcentral.proquest.com/lib/buse-ebooks/detail.action?docID=1770287">https://ebookcentral.proquest.com/lib/buse-ebooks/detail.action?docID=1770287</a>
Public note Click to View

No items available.

Powered by Koha