Li Ong

International Monetary Fund (IMF)

700 19th Street NW

Washington, DC 20431

United States

SCHOLARLY PAPERS

18

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Top 17,067

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3,804

SSRN CITATIONS

0

CROSSREF CITATIONS

8

Scholarly Papers (18)

1.

An Anatomy of Corporate Bond Markets: Growing Pains and Knowledge Gains

Number of pages: 26 Posted: 03 Mar 2006
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 640 (53,359)

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Benchmark, corporate debt, credit pricing, emerging markets, governance, mature markets, regulation

2.

Seasonalities in China's Stock Markets: Cultural or Structural?

Number of pages: 46 Posted: 03 Mar 2006
Li Ong
International Monetary Fund (IMF)
Downloads 481 (76,280)

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A-shares, B-shares, Chinese Lunar New Year, day-of-the-week effect, half-month effect, half-year effect, holiday effect, seasonalities, turn-of-the-year effect

3.

The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions

Number of pages: 27 Posted: 21 Jun 2006
Jorge A. Chan-Lau and Li Ong
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF)
Downloads 478 (76,868)

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CDO, CDS, credit derivatives, credit risk transfer, structured credit products

4.

Contagion Risk in the International Banking System and Implications for London as a Global Financial Center

Number of pages: 48 Posted: 12 Apr 2007
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 402 (94,220)

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bank soundness, co-exceedance, contagion risk, distance-to-default, extreme

5.

The Capital Markets of Emerging Europe: Institutions, Instruments and Investors

Number of pages: 53 Posted: 01 Jul 2008
Li Ong and Silvia Iorgova
International Monetary Fund (IMF) and International Monetary Fund (IMF) - International Capital Markets Department
Downloads 306 (127,611)

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Working Paper, Capital markets, Europe, Emerging markets, Financial instruments, Investment, Corporate governance, Transparency, Foreign exchange, Stock markets, Bonds

6.

FX Swaps: Implications for Financial and Economic Stability

Number of pages: 46 Posted: 15 Mar 2010
Bergljot Barkbu and Li Ong
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 295 (132,700)

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Balance of payments, Banks, Capital, Central bank role, Credit demand, Credit risk, Currency swaps, Economic stabilization, Exchange rates, Financial institutions, Financial stability, Liquidity management, Reserves, Stabilization measures

Estimating the Exposures of Major Financial Institutions to the Global Credit Risk Transfer Market: Are They Slicing the Risks or Dicing with Danger?

Number of pages: 18 Posted: 06 Dec 2007
Jorge A. Chan-Lau and Li Ong
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF)
Downloads 262 (149,368)
Citation 2

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Collateralized debt obligations, credit derivatives, credit risk transfer, credit default swaps, vector autoregression

Estimating the Exposures of Major Financial Institutions to the Global Credit Risk Transfer Market: Are They Slicing the Risks or Dicing with Danger?

Journal of Fixed Income, Vol. 17, No. 3, 2007
Posted: 12 Dec 2007
Jorge A. Chan-Lau and Li Ong
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF)

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Collateralized debt obligations, credit derivatives, credit risk transfer, credit default swaps, vector autoregression

8.

Of Runes and Sagas: Perspectives on Liquidity Stress Testing Using an Iceland Example

Number of pages: 29 Posted: 19 Jul 2010
International Monetary Fund (IMF) and World BankInternational Monetary Fund (IMF)
Downloads 169 (224,920)

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9.

U.S. Mutual Fund Retail Investors in International Equity Markets: Is the Tail Wagging the Dog?

Number of pages: 17 Posted: 17 Jan 2006
Jorge A. Chan-Lau and Li Ong
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF)
Downloads 143 (258,322)

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mutual funds, retail investors, equity markets, dedicated funds, crossover funds

10.

Into the Great Unknown: Stress Testing with Weak Data

Number of pages: 23 Posted: 01 Feb 2011
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF) - Asia and Pacific Department
Downloads 137 (267,328)

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Bank supervision, Banks, Data quality assessment framework, Financial institutions, Risk management

11.

Estimating Spillover Risk Among Large EU Banks

Number of pages: 28 Posted: 03 Dec 2007
International Monetary Fund (IMF) and World BankInternational Monetary Fund (IMF)
Downloads 137 (267,328)

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Financial stability, European Union, Banking systems

12.

HEAT! A Bank Health Assessment Tool

Number of pages: 21 Posted: 11 Sep 2013
International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 94 (347,960)

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Banks, Financial institutions, Bank soundness, Financial systems, asset quality, Bank Health Index, capital adequacy, earnings, HEAT!, heatmap, leverage, liquidity, banking, recapitalization, banking system, banking supervision, financial crisis, global financial crisis, banking sector, liquidity ratio, bank for international settlements, profitability ratio, bank of spain, banks ’ loan, capital adequacy ratio, accounting standard, bank restructuring, crisis management, asset management company, tier 1 capital, banking systems, crisis prevention

13.

Foreign Banks in the CESE Countries: In for a Penny, in for a Pound?

Number of pages: 64 Posted: 23 Mar 2009
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 89 (360,104)

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Working Papers

14.

A Framework for Macroprudential Bank Solvency Stress Testing: Application to S-25 and Other G-20 Country FSAPs

Number of pages: 56 Posted: 30 Mar 2013
International Monetary Fund (IMF) - European Department, International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 76 (395,446)

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Stress testing, Banking sector, Financial systems, Group of Twenty, Economic models, Risk management, Financial Sector Assessment Program, Basel III, Financial Sector Assessment Plan (FSAP), G-20, macroprudential, S-25, satellite models, solvency, stress testing, surveillance

15.

Asia's Stock Markets: Are There Crouching Tigers and Hidden Dragons?

Number of pages: 47 Posted: 19 Mar 2014
Li Ong and Fabian Lipinsky
International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 70 (413,730)

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Stock markets, Asia, Stock prices, Foreign investment, Securities regulations, Pricing policy, Developed countries, Emerging markets, Cross country analysis, Economic models, arbitrage pricing theory, Asian financial crisis, fundamentals, global financial crisis, idiosyncratic factors, integration, IOSCO, stock pricing, term structure of interest rates., stock exchange, stock returns, financial markets, financial sector, stock index, bond, stock market capitalization, local stock markets, government bond, stock market index, financial economics, stock market volatility, stock market development, stock market integration, government bond yield, national stock exchange, financial system, equit

16.

Ms. Muffet, the Spider(Gram) and the Web of Macro-Financial Linkages

Number of pages: 44 Posted: 28 Jul 2014
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 25 (616,137)

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Financial risk, Bilateral surveillance, Multilateral surveillance, Financial stability, Bilateral, Country Financial Stability Map, Global Financial Stability Map, Ms. Muffet, macro-financial risks and conditions, multilateral., financial system, inflation, financial sector, monetary policy, financial regulation, international finance, stock market, international financial statistics, international reserves, foreign exchange, government bond, financial market, moral hazard, financial systems, liquidity support, government bond yields, financial instability, macroeconomic stability, bond yields, stock markets, money supply, financial institutions, macroeconomic performance, hedge, bonds, real

17.

US Mutual Fund Retail Investors in International Equity Markets: Is the Tail Wagging the Dog?

International Economics and Finance Journal, Vol. 1, No. 1, pp. 73-88, August 2005
Posted: 19 Mar 2008
Jorge A. Chan-Lau and Li Ong
International Monetary Fund (IMF) - International Capital Markets Department and International Monetary Fund (IMF)

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Mutual funds, retail investors, equity markets, dedicated investors, crossover investors

18.

Stocks and Currencies: Are They Related?

Posted: 10 Apr 1997
Li Ong and H.Y. Izan
International Monetary Fund (IMF) and The University of Western Australia - Faculty of Economics & Commerce

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