Ka-fai Choi

Hong Kong Monetary Authority

3 Garden Road, 30th Floor

Hong Kong

Hong Kong

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 15,602

SSRN RANKINGS

Top 15,602

in Total Papers Downloads

3,024

CITATIONS
Rank 28,441

SSRN RANKINGS

Top 28,441

in Total Papers Citations

14

Scholarly Papers (5)

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 1,256 (15,107)
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
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 780 (30,396)
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
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 (39,026)
Citation 4

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

4.

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 177 (167,662)
Citation 2

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Hong Kong Banking, Cost efficiency, Stochastic frontier approach

5.

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 (180,110)
Citation 3

Abstract:

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Conjectural variation, price, Hong Kong banking, market structure