T. C. Wong

Hong Kong Monetary Authority - Research Department

55/F, Two International Finance Centre,

8 Finance Street, Central,

Hong Kong

Hong Kong

SCHOLARLY PAPERS

22

DOWNLOADS
Rank 8,017

SSRN RANKINGS

Top 8,017

in Total Papers Downloads

5,523

SSRN RANKINGS

Top 13,170

in Total Papers Citations

29

!

Under construction: SSRN citations while be offline until July when we will launch a brand new and improved citations service, check here for more details.

For more information

Scholarly Papers (22)

1.

Loan-to-Value Ratio as a Macroprudential Tool - Hong Kong's Experience and Cross-Country Evidence

Systemic Risk, Basel III, Financial Stability and Regulation 2011
Number of pages: 37 Posted: 25 Feb 2011
T. C. Wong, Tom Fong, Ka-Fai Li and Henry Choi
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 826 (27,945)

Abstract:

Loading...

Systemic risk, macroprudential policy, loan-to-value ratio, Hong Kong

2.

A Liquidity Risk Stress-Testing Framework with Interaction between Market and Credit Risks

Number of pages: 33 Posted: 01 Apr 2009 Last Revised: 05 May 2009
T. C. Wong and Cho-Hoi Hui
Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority - Research Department
Downloads 814 (28,485)

Abstract:

Loading...

Liquidity risk, stress testing, default risk, banks

3.

Determinants of the Performance of Banks in Hong Kong

Hong Kong Monetary Authority Working Paper Series No. 06/2007
Number of pages: 18 Posted: 23 Nov 2007
Jim Wong, Tom Fong, T. C. Wong and Ka-fai Choi
Hong Kong Monetary Authority, Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority
Downloads 779 (30,241)

Abstract:

Loading...

Profitability, Price, Hong Kong Banking, Bank efficiency, Market structure

4.

Competition in Hong Kong's Banking Sector: A Panzar-Rosse Assessment

Number of pages: 22 Posted: 23 Nov 2007
Jim Wong, T. C. Wong, Tom Fong and Ka-fai Choi
Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 648 (38,737)

Abstract:

Loading...

Hong Kong, Market structure, Bank competition, Panzar-Rosse model

5.

A Leading Indicator Model of Banking Distress - Developing an Early Warning System for Hong Hong and Other EMEAP Economies

Hong Kong Monetary Authority Working Paper No. 22/2007
Number of pages: 46 Posted: 27 Dec 2007
Jim Wong, T. C. Wong and Phyllis Leung
Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority - Research Department
Downloads 481 (57,038)

Abstract:

Loading...

Banking distress, Asia Pacific economies, econometric model

6.

Benchmarking Model of Default Probabilities of Listed Companies

Journal of Fixed Income, Vol. 15, No. 2, pp. 76-86, 2006
Number of pages: 11 Posted: 30 Apr 2007
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong and Chinese University of Hong Kong - Department of Physics and Institute of Theoretical Physics
Downloads 375 (76,914)

Abstract:

Loading...

Basel II, Default probabilities, Benchmarking models

7.

Does Using Time-Varying Target Leverage Ratios in Structural Credit Risk Models Improve Their Accuracy?

Journal of Risk Model Validation, Volume 6/Number 3, page 27-49, 2012
Number of pages: 24 Posted: 07 Mar 2008 Last Revised: 05 Oct 2012
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong and Chinese University of Hong Kong - Department of Physics and Institute of Theoretical Physics
Downloads 211 (141,802)

Abstract:

Loading...

Leverage, Default probabilities, Credit risk

8.

An Assessment of the Long-Term Economic Impact of the New Regulatory Reform on Hong Kong

Hong Kong Monetary Authority Research Note No. 05/2010
Number of pages: 15 Posted: 27 Feb 2011
T. C. Wong, Tom Fong, Ka-Fai Li and Henry Choi
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 176 (167,404)

Abstract:

Loading...

Basel, banking crisis, Hong Kong

9.

The Cost Efficiency of Commercial Banks in Hong Kong

Number of pages: 16 Posted: 28 Nov 2007
Jim Wong, Tom Fong, T. C. Wong and Ka-fai Choi
Hong Kong Monetary Authority, Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority
Downloads 176 (167,404)

Abstract:

Loading...

Hong Kong Banking, Cost efficiency, Stochastic frontier approach

10.

Ratings Versus Market-Based Measures of Default Risk of East Asian Banks

20th Australasian Finance & Banking Conference 2007 Paper
Number of pages: 39 Posted: 21 Aug 2007
T. C. Wong, Cho-Hoi Hui and Chi-Fai Lo
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority - Research Department and The Chinese University of Hong Kong
Downloads 173 (170,030)

Abstract:

Loading...

Asian financial crisis, credit rating agencies, credit risk models

11.

Testing for Collusion in the Hong Kong Banking Sector

Hong Kong Monetary Authority Working Paper Series
Number of pages: 20 Posted: 11 Sep 2007
Jim Wong, T. C. Wong, Tom Fong and Ka-fai Choi
Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 163 (178,961)

Abstract:

Loading...

Conjectural variation, price, Hong Kong banking, market structure

Effectiveness of Loan-to-Value Ratio Policy and its Transmission Mechanism: Empirical Evidence from Hong Kong

Journal of Financial Perspectives, Vol. 3(2), (July 2015), pp. 93-102
Number of pages: 30 Posted: 01 Oct 2015
T. C. Wong, Kelvin Ho and Andrew Tsang
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 100 (262,152)

Abstract:

Loading...

Banking, Hong Kong, Loan-To-Value, Macroprudential Policy

Effectiveness of Loan-to-Value Ratio Policy and Its Transmission Mechanism – Empirical Evidence from Hong Kong

HKIMR Working Paper No.20/2015
Number of pages: 24 Posted: 03 Nov 2015
T. C. Wong, Kelvin Ho and Andrew Tsang
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 39 (429,319)

Abstract:

Loading...

Banking, Hong Kong, Loan-To-Value, Macroprudential Policy

13.

How Does Loan-to-Value Policy Strengthen Banks’ Resilience to Property Price Shocks – Evidence from Hong Kong

HKIMR Working Paper No. 03/2014
Number of pages: 32 Posted: 20 Feb 2014
T. C. Wong, Andrew Tsang and Steven Kong
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 132 (212,881)

Abstract:

Loading...

Banking, Disequilibrium, Hong Kong, Loan-To-Value, Macroprudential Policy

14.

Measuring Provisions for Collateralised Retail Lending

Journal of Economics and Business, Vol. 58, pp. 343-361, 2006
Number of pages: 19 Posted: 01 May 2007
Cho-Hoi Hui, Chi-Fai Lo, T. C. Wong and P. K. Man
Hong Kong Monetary Authority - Research Department, The Chinese University of Hong Kong, Hong Kong Monetary Authority - Research Department and Chinese University of Hong Kong - Department of Physics
Downloads 131 (214,186)

Abstract:

Loading...

credit risk, retail lending, Basel II

15.
Downloads 94 (271,087)

The Foreign Exchange Exposure of Chinese Banks

Number of pages: 25 Posted: 08 Dec 2009 Last Revised: 26 Feb 2011
T. C. Wong, Jim Wong and Phyllis Leung
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority and Hong Kong Monetary Authority - Research Department
Downloads 94 (273,112)

Abstract:

Loading...

Foreign exchange policy, Foreign exchange risk, Banking, China

The Foreign Exchange Exposure of Chinese Banks

China Economic Review, Vol. 20, No. 2, 2009
Posted: 01 Mar 2011
T. C. Wong, Jim Wong and Phyllis Leung
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority and Hong Kong Monetary Authority - Research Department

Abstract:

Loading...

Foreign exchange policy, Foreign exchange risk, Banking, China

16.

Discriminatory Power and Predictions of Defaults of Structural Credit Risk Models

Journal of Risk Model Validation, Vol. 3, No. 4, 2009/2010
Number of pages: 23 Posted: 25 Sep 2009 Last Revised: 11 Mar 2010
T. C. Wong, Cho-Hoi Hui and Chi-Fai Lo
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority - Research Department and The Chinese University of Hong Kong
Downloads 62 (344,521)

Abstract:

Loading...

Default probabilities, Credit risk models

17.

Asynchronous Monetary Policies and International Dollar Credit

HKIMR Working Paper No.19/2015
Number of pages: 36 Posted: 01 Oct 2015
Dong He, T. C. Wong, Andrew Tsang and Kelvin Ho
International Monetary Fund (IMF) - Monetary and Exchange Affairs Department, Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 48 (387,951)

Abstract:

Loading...

18.

The International Transmission of Shocks: Foreign Bank Branches in Hong Kong During Crises

HKIMR Working Paper No.02/2015
Number of pages: 27 Posted: 17 Jan 2015
Simon H. Kwan, T. C. Wong and Cho-Hoi Hui
Federal Reserve Bank of San Francisco, Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority - Research Department
Downloads 41 (412,780)

Abstract:

Loading...

Shocks Transmission, Foreign Banks, Financial Crisis, Liquidity Management

19.

Implications of Liquidity Management of Global Banks for Host Countries — Evidence from Foreign Bank Branches in Hong Kong

HKIMR Working Paper No.21/2014
Number of pages: 24 Posted: 27 Aug 2014
T. C. Wong, Andrew Tsang and Steven Kong
Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 37 (428,528)

Abstract:

Loading...

Global Banks, Internal Capital Market, Liquidity Management, Shock Transmission

The International Transmission of Monetary Policy Through Financial Centres: Evidence from the United Kingdom and Hong Kong

HKIMR Working Paper No. 26/2017
Number of pages: 45 Posted: 27 Nov 2017
Bank of England - International Finance Division, Hong Kong Monetary Authority, Bank of England, Bank of England, Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority
Downloads 10 (594,169)

Abstract:

Loading...

International financial linkages, monetary policy transmission, bank lending

The International Transmission of Monetary Policy Through Financial Centres: Evidence from the United Kingdom and Hong Kong

Bank of England Working Paper No. 682
Number of pages: 44 Posted: 17 Oct 2017
Bank of England - International Finance Division, Hong Kong Monetary Authority, Bank of England, Bank of England, Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority
Downloads 6 (621,128)

Abstract:

Loading...

international financial linkages, monetary policy transmission, bank lending

21.

Divergent Monetary Policies and International Dollar Credit: Evidence from Bank‐Level Data

Pacific Economic Review, Vol. 23, Issue 1, pp. 95-108, 2018
Number of pages: 14 Posted: 20 Feb 2018
Dong He, T. C. Wong, Kelvin Ho and Andrew Tsang
International Monetary Fund (IMF) - Monetary and Exchange Affairs Department, Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 1 (637,542)
  • Add to Cart

Abstract:

Loading...

22.

Predicting Banking Distress in the EMEAP Economies

Journal of Financial Stability, Vol. 6, No. 3, 2010
Posted: 25 Feb 2011
Jim Wong, T. C. Wong and Phyllis Leung
Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority - Research Department

Abstract:

Loading...

Asia Pacific economies, banking distress, early warning systems, econometric models, stress testing