Jim Wong

Hong Kong Monetary Authority

3 Garden Road, 30th Floor

Hong Kong

Hong Kong

SCHOLARLY PAPERS

12

DOWNLOADS
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in Total Papers Downloads

5,110

SSRN CITATIONS
Rank 39,680

SSRN RANKINGS

Top 39,680

in Total Papers Citations

6

CROSSREF CITATIONS

18

Scholarly Papers (12)

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 1,566 (22,519)
Citation 1

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 822 (56,638)
Citation 7

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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 686 (71,920)
Citation 5

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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 558 (93,440)
Citation 3

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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 Hong Kong Monetary Authority
Downloads 289 (197,149)
Citation 2

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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 284 (200,707)

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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 260 (219,290)

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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 205 (275,392)
Citation 1

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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 194 (289,441)
Citation 3

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Conjectural variation, price, Hong Kong banking, market structure

10.
Downloads 149 (363,443)
Citation 2

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 149 (363,756)
Citation 2

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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

Abstract:

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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 97 (500,558)

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

12.

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