The Banking Sector in Hong Kong

Part I. Competition, Efficiency and Profitability

1. The Cost Efficiency of Commercial Banks in Hong Kong
Jim Wong, Tom Pak-Wing Fong, Eric Tak-Chuen Wong, Ka-Fai Choi

2. Competition in Hong Kong’s Banking Sector: A Panzar–Rosse Assessment
Jim Wong, Eric Tak-Chuen Wong, Tom Pak-Wing Fong, Ka-Fai Choi

3. Testing for Collusion in the Hong Kong Banking Sector
Jim Wong, Eric Tak-Chuen Wong, Tom Pak-Wing Fong, Ka-Fai Choi

4. Determinants of the Performance of Banks in Hong Kong
Jim Wong, Tom Pak-Wing Fong, Eric Tak-Chuen Wong, Ka-Fai Choi

Part II. Interest Rate and Default Risks in the Mortgage Market

5. Interest Rate Risk in the Pricing of Banks’ Mortgage Lending
Jim Wong, Laurence Kang-Por Fung, Tom Pak-Wing Fong, Cho-Hoi Hui

6. Hong Kong Mortgage Rate Setting — An Alternative Reference Rate?
Jim Wong, Cho-Hoi Hui, Laurence Kang-Por Fung

7. Residential Mortgage Default Risk in Hong Kong
Jim Wong, Laurence Kang-Por Fung, Tom Pak-Wing Fong, Angela Sze

Part III. Quantifying Risks, Capital Adequacy and Stress-Testing Framework of Systemic Risk

8. Determinants of the Capital Level of Banks in Hong Kong
Jim Wong, Ka-Fai Choi, Tom Pak-Wing Fong

9. Benchmarking Model of Default Probabilities of Listed Companies
Cho-Hoi Hui, Eric Tak-Chuen Wong, Chi-Fai Lo, Ming-Xi Huang

10. Measuring Provisions for Collateralized Retail Lending
Cho-Hoi Hui, Chi-Fai Lo, Eric Tak-Chuen Wong, Po-Kong Man

11. A Framework for Stress Testing Banks’ Credit Risk
Jim Wong, Ka-Fai Choi, Tom Pak-Wing Fong

12. Assessing the Risk of Multiple Defaults in the Banking System
Ip-Wing Yu, Laurence Kang-Por Fung, Chi-Sang Tam

Keywords: Finance, Banking, Economics, general