Jim Wong

Hong Kong Monetary Authority

3 Garden Road, 30th Floor

Hong Kong

Hong Kong

SCHOLARLY PAPERS

13

DOWNLOADS
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Top 10,385

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4,408

CITATIONS
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Top 20,076

in Total Papers Citations

23

Scholarly Papers (13)

1.

A Framework for Stress Testing Banks' Credit Risk

The Journal of Risk Model Validation, Vol. 2, No. 1, pp. 3-23, Spring 2008
Number of pages: 21 Posted: 15 Jan 2009 Last Revised: 04 Mar 2009
Jim Wong, Ka-fai Choi and Tom Fong
Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 1,255 (15,089)
Citation 11

Abstract:

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Hong Kong banking, credit risk, macroeconomic shocks, seemingly unrelated regression, value-at-risk

2.

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
Hong Kong Monetary Authority, Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority
Downloads 779 (30,394)
Citation 6

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

3.

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

Number of pages: 22 Posted: 23 Nov 2007
Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 648 (38,940)
Citation 4

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

4.

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 (57,340)
Citation 4

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Banking distress, Asia Pacific economies, econometric model

5.

Residential Mortgage Default Risk in Hong Kong

Number of pages: 27 Posted: 23 Jan 2009
Hong Kong Monetary Authority, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Independent
Downloads 244 (123,560)
Citation 3

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Residential Mortgage Market, Loan-to-value Ratio, Negative Equity, Default Probability

6.

Hang Seng Index Futures Open Interest and its Relationship with the Cash Market

Number of pages: 20 Posted: 23 Jan 2009
Hongyi Chen, Laurence Fung and Jim Wong
affiliation not provided to SSRN, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 234 (128,959)

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Derivative markets, Index futures, Open interests, Speculative attacks

7.

Interest Rate Risk in the Pricing of Banks' Mortgage Lending

Number of pages: 27 Posted: 23 Jan 2009
Hong Kong Monetary Authority, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority - Research Department
Downloads 220 (136,897)

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Interest rate risk, Residential mortgage rate, Banking stability

8.

The Cost Efficiency of Commercial Banks in Hong Kong

Number of pages: 16 Posted: 28 Nov 2007
Hong Kong Monetary Authority, Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority
Downloads 177 (167,431)
Citation 2

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Hong Kong Banking, Cost efficiency, Stochastic frontier approach

9.

Testing for Collusion in the Hong Kong Banking Sector

Hong Kong Monetary Authority Working Paper Series
Number of pages: 20 Posted: 11 Sep 2007
Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 163 (179,863)
Citation 3

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Conjectural variation, price, Hong Kong banking, market structure

10.
Downloads 94 (272,343)
Citation 3

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 (274,376)
Citation 3

Abstract:

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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

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Foreign exchange policy, Foreign exchange risk, Banking, China

11.

Hong Kong Mortgage Rate Setting - An Alternative Reference Rate?

Number of pages: 51 Posted: 23 Jan 2009
Jim Wong, Cho-Hoi Hui and Laurence Fung
Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority
Downloads 72 (319,900)

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Authorized Institutions, Best Lending Rate, Composite Interest Rate, Banking Stability

12.

Capital Management and Leverage of Foreign Bank Subsidiaries in a Host Country: A Case in Hong Kong

HKIMR Working Paper No. 03/2015
Number of pages: 32 Posted: 29 Jan 2015
Hong Kong Monetary Authority, Hong Kong Monetary Authority - Research Department, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 41 (414,789)
Citation 1

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Bank Leverage, Global Banks’ Subsidiaries, Speed of Adjustment, Global Liquidity, Trade-Off Theory

13.

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:

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