Bank capital adequacy in Australia /
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| Author / Creator: | Jang, B. (Byung) |
|---|---|
| Imprint: | [Washington, D.C.] : International Monetary Fund, ©2012. |
| Description: | 1 online resource (20 pages) : color charts |
| Language: | English |
| Series: | IMF working paper ; WP/12/25 IMF working paper ; WP/12/25. |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12499970 |
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| 050 | 4 | |a HG3881.5.I58 |b W67 No. 12/25eb | |
| 072 | 7 | |a BUS |x 004000 |2 bisacsh | |
| 100 | 1 | |a Jang, B. |q (Byung) |0 http://id.loc.gov/authorities/names/no96049091 | |
| 245 | 1 | 0 | |a Bank capital adequacy in Australia / |c Byung Kyoon Jang and Niamh Sheridan. |
| 246 | 1 | |i At head of title: |a Asia and Pacific Department | |
| 260 | |a [Washington, D.C.] : |b International Monetary Fund, |c ©2012. | ||
| 300 | |a 1 online resource (20 pages) : |b color charts | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 490 | 1 | |a IMF working paper ; |v WP/12/25 | |
| 500 | |a Title from PDF title page (IMF Web site, viewed January 23, 2012). | ||
| 500 | |a "January 2012." | ||
| 520 | |a The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks' headline capital ratios underestimate their capital strengths. Given their high capital quality and the progress in their funding profiles since the global financial crisis, the Australian banks are making good progress toward meeting the Basel III requirements, including the new liquidity standards. Stress tests calibrated on the Irish crisis experience show that the banks could withstand sizable shocks to their exposure to residential mortgages. However, combining residential mortgage shocks with corporate losses expected at the peak of the global financial crisis would put more pressure on Australian banks' capital. Therefore, it would be useful to consider the merits of higher capital requirements for systemically important domestic banks. | ||
| 504 | |a Includes bibliographical references (pages 18-19). | ||
| 588 | 0 | |a Print version record. | |
| 505 | 0 | |a Cover; Contents; I. Introduction; II. Features of the Australian Banking System; III. Basel II Implementation and Capital Ratios; IV. Basel III and Australian Banks; V. How Vulnerable are Australian Banks to Shocks to Residential Mortgages?; Figures; 1. Assets of Four Major Banks for Selected Countries, 2010; 2. Banking Sector Assets for Selected Countries; 3. Bank Nonperforming Loans to Total Loans; 4. Bank Nonperforming Loans to Total Loans; 5. Indebted Households, 2009; 6. Total Short-Term External Debt; 7. Loss Given Default on Residential Mortgages. | |
| 505 | 8 | |a 8. Total Regulatory Capital Ratio, 20109. Tier 1 Regulatory Capital Ratio, 2010; 10. Tangible Common Equity to Risk Weighted Assets, 2010; 11. Tangible Common Equity to Tangible Assets, 2010; 12. Nonperforming Housing Loans; 13. Loss Given Default on Residential Mortgages; 14. Probability of Default on Residential Mortgages; 15. PD Range and Composition of Residential Mortgages; 16. Canada: PD Range and Composition of Residential Mortgages, October 2010; 17. Australia: PD Range and Composition of Residential Mortgages, September 2010; 18. Average Risk Weights for Residential Mortgages. | |
| 505 | 8 | |a 19. Capital Ratios: Comparison with Canada20. Funding Composition of Banks in Australia; 21. Where the Four Major Australian Banks Stand vis-à-vis the NSFR; 22. Net Stable Funding Ratio, 2010; 23. Ireland: Loan-to-Value Ratios at Origination; 24. Capital Ratio Change; 25. Ireland: Stress-Test Assumptions vs. Recent Developments; Tables; 1. Australia's Four Major Banks: Selected Financial Soundness Indicators; 2. Australia's Four Largest Banks: LGD for Residential Mortgages and Impact on Capital Adequacy Ratios; 3. Westpac: Credit Risk Exposure. | |
| 505 | 8 | |a 4. Ireland: Four Large Banks' Residential Mortgages5. Australian Four Large Banks: Impact on Capital; 6. Banking System Stress Tests' Assumptions; References. | |
| 650 | 0 | |a Bank capital |z Australia |x Econometric models. | |
| 650 | 0 | |a Banks and banking |x State supervision |z Australia |x Econometric models. | |
| 651 | 0 | |a Australia |x Economic conditions. |0 http://id.loc.gov/authorities/subjects/sh85009585 | |
| 650 | 6 | |a Banques |x Capital |z Australie |x Modèles économétriques. | |
| 650 | 6 | |a Banques |x Contrôle de l'État |z Australie |x Modèles économétriques. | |
| 651 | 6 | |a Australie |x Conditions économiques. | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Banks & Banking. |2 bisacsh | |
| 650 | 7 | |a Bank capital |x Econometric models. |2 fast |0 (OCoLC)fst00826594 | |
| 650 | 7 | |a Economic history. |2 fast |0 (OCoLC)fst00901974 | |
| 651 | 7 | |a Australia. |2 fast |0 (OCoLC)fst01204543 | |
| 653 | |a Banks | ||
| 653 | |a Bank reserves | ||
| 653 | |a Mortgages | ||
| 653 | |a International Monetary Fund | ||
| 653 | |a Australian Prudential Regulation Authority | ||
| 653 | |a Liquidity | ||
| 653 | |a Ireland (Republic) | ||
| 653 | |a Statistics | ||
| 653 | |a Australia overseas comparisons | ||
| 653 | |a Basel III | ||
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Sheridan, Niamh. |0 http://id.loc.gov/authorities/names/no2003051761 | |
| 710 | 2 | |a International Monetary Fund. |b Asia and Pacific Department. |0 http://id.loc.gov/authorities/names/no97006778 | |
| 830 | 0 | |a IMF working paper ; |v WP/12/25. |0 http://id.loc.gov/authorities/names/no89010263 | |
| 856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2012/025/001.2012.issue-025-en.xml |y INTERNATIONAL MONETARY FUND |
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| 928 | |t Library of Congress classification |a HG1616.C34J36 2012eb |l Online |c UC-FullText |u http://elibrary.imf.org/view/journals/001/2012/025/001.2012.issue-025-en.xml |z INTERNATIONAL MONETARY FUND |g ebooks |i 12144118 | ||