Tom Fong

Hong Kong Monetary Authority

55/F, Two International Finance Centre, Central

Hong Kong

Hong Kong

  • Hong Kong Monetary Authority

SCHOLARLY PAPERS

13

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7,311

TOTAL CITATIONS
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Top 17,535

in Total Papers Citations

91

Scholarly Papers (13)

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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 1,600 (25,030)
Citation 1

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

2.

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 1,398 (30,611)
Citation 57

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

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 831 (64,186)

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

4.

Stress Testing Banks' Credit Risk Using Mixture Vector Autoregressive Models

Number of pages: 23 Posted: 15 Jan 2009
Tom Fong and Chun Shan Wong
Hong Kong Monetary Authority and affiliation not provided to SSRN
Downloads 776 (70,290)
Citation 8

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Stress test, Hong Kong banking, credit risk, mixture autoregressive models, macroeconomic shocks, value-at-risk

5.

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 696 (80,991)
Citation 5

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

6.

Share Price Disparity in Chinese Stock Markets

Number of pages: 25 Posted: 27 Sep 2007
Tom Fong, Alfred Wong and Ivy Yong
Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 382 (168,252)
Citation 6

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Price disparity, Chinese stock markets, Panel data analysis

7.

Residential Mortgage Default Risk in Hong Kong

Number of pages: 27 Posted: 23 Jan 2009
Jim Wong, Laurence Fung, Tom Fong and Angela Sze
Hong Kong Monetary Authority, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 296 (222,092)
Citation 2

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

8.

The Rise of Hong Kong's Corporate Bond Market: Drivers and Implications

BIS Paper No. 83i
Number of pages: 16 Posted: 24 Nov 2015
David Leung, Ceara Hui, Tom Fong and Alfred Wong
Hong Kong Monetary Authority, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority
Downloads 274 (240,708)

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Corporate bond market, Hong Kong SAR, financial intermediation, corporate leverage, bank-based financing, market-based financing

9.

Interest Rate Risk in the Pricing of Banks' Mortgage Lending

Number of pages: 27 Posted: 23 Jan 2009
Jim Wong, Laurence Fung, Tom Fong and Cho-Hoi Hui
Hong Kong Monetary Authority, Hong Kong Monetary Authority, Hong Kong Monetary Authority and Hong Kong Monetary Authority - Research Department
Downloads 269 (245,260)

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Interest rate risk, Residential mortgage rate, Banking stability

10.

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 236 (279,423)
Citation 6

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Basel, banking crisis, Hong Kong

11.

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 212 (309,919)
Citation 1

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Hong Kong Banking, Cost efficiency, Stochastic frontier approach

12.

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 199 (328,878)
Citation 3

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Conjectural variation, price, Hong Kong banking, market structure

13.

Is the Hong Kong Dollar Exchange Rate 'Bounded' in the Convertibility Zone?

Hong Kong Monetary Authority Working Paper No. 13/2007
Number of pages: 14 Posted: 05 Oct 2007
Cho-Hoi Hui and Tom Fong
Hong Kong Monetary Authority - Research Department and Hong Kong Monetary Authority
Downloads 142 (441,119)
Citation 2

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Linked Exchange Rate system, target zone, mean reversion, bounded process