New Zealand Bank Vulnerabilities in International Perspective.
Saved in:
Author / Creator: | Cubero, Rodrigo. |
---|---|
Imprint: | Washington : International Monetary Fund, 2009. |
Description: | 1 online resource (54 pages) |
Language: | English |
Series: | IMF Working Papers ; v. Working Paper No. 09/224 IMF Working Papers. |
Subject: | |
Format: | E-Resource Book |
URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/12502497 |
MARC
LEADER | 00000cam a2200000Mu 4500 | ||
---|---|---|---|
001 | 12502497 | ||
006 | m o d | ||
007 | cr |n||||||||| | ||
008 | 140208s2009 dcu o 000 0 eng d | ||
005 | 20240822221756.9 | ||
019 | |a 1044278845 |a 1058591264 | ||
020 | |a 9781452745015 | ||
020 | |a 1452745013 | ||
020 | |a 1451917902 | ||
020 | |a 9781451917901 | ||
035 | 9 | |a (OCLCCM-CC)870245473 | |
035 | |a (OCoLC)870245473 |z (OCoLC)1044278845 |z (OCoLC)1058591264 | ||
040 | |a EBLCP |b eng |e pn |c EBLCP |d OCLCQ |d YDXCP |d OCLCQ |d ZCU |d MERUC |d CEF |d ICG |d OCLCO |d OCLCF |d OCLCQ |d AU@ |d OCLCO |d OCLCQ |d WYU |d DKC |d OCLCQ | ||
043 | |a u-nz--- | ||
049 | |a MAIN | ||
050 | 4 | |a HG1582 .N45 B76 2009 | |
100 | 1 | |a Cubero, Rodrigo. | |
245 | 1 | 0 | |a New Zealand Bank Vulnerabilities in International Perspective. |
260 | |a Washington : |b International Monetary Fund, |c 2009. | ||
300 | |a 1 online resource (54 pages) | ||
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 Papers ; |v v. Working Paper No. 09/224 | |
588 | 0 | |a Print version record. | |
505 | 0 | |a Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. The Global Turmoil: How Has it Affected New Zealand Banks?; 1. New Zealand's Four Large Banks: Selected Financial Soundness Indicators; 2. Financial Soundness Indicators of the Banking Sector; 1. Bank Asset Quality; 2. Mortgage Interest Rates; 3. Overall Credit Growth; III. Can Banks Handle an Increase in Mortgage Defaults?; 4. Bank Asset by Type; 5. Household Debt; 3. Housing Market Risk: Stress Tests Results, December 2008; 4. Owner-Occupied Mortgages by Risk Bucket; 5. Numerical Example of Mortgage Default Probabilities. | |
505 | 8 | |a IV. How Vulnerable are Banks to Higher Defaults on Corporate Lending?6a. Business and Agriculture Credit Growth; 6b. Credit to GDP Ratio; 7. Overdue Debts and Liquidations; 6. Corporate Sector Indicators; 7. New Zealand's Credit Risk Exposure by Asset Class, December 2008; V. What are the Risks Related to Banks' Wholesale Funding?; 8a. Net Capital Inflows; 8b. Net Foreign Liabilities; 8c. Bank Borrowing Offshore; 8d. Bank's Share of Funding from Nonresidents; 9a. Debt by Residual Maturity; 9b. Local Currency External Debt as Share of Total External Debt. | |
505 | 8 | |a 10. Average 5-Year CDS Spread on Four Major Australasian Banks11. Funding Costs for Banks and New Mortgage Rates; 12. Loan-to-Deposit Ratio for the Banking System; 8. Balance of Payments Financing; 9. Funding Structure; Appendix; References; Footnotes. | |
520 | |a The global financial crisis is creating stress on banking systems across the world through funding and asset quality shocks. This paper combines different stress scenarios, as well as cross-country analysis, to assess New Zealand bank vulnerabilities to the global crisis and the domestic recession. It finds that a sharp worsening of asset quality would be required to reduce bank capital below the regulatory minimum. On the funding side, a disruption to banks' offshore funding may put pressure on the exchange rate, but would not trigger a systemic liquidity problem. | ||
546 | |a English. | ||
650 | 0 | |a Banks and banking |z New Zealand. | |
650 | 0 | |a Financial crises. |0 http://id.loc.gov/authorities/subjects/sh89002668 | |
650 | 7 | |a Banks and banking. |2 fast |0 (OCoLC)fst00826867 | |
650 | 7 | |a Financial crises. |2 fast |0 (OCoLC)fst00924607 | |
651 | 7 | |a New Zealand. |2 fast |0 (OCoLC)fst01204542 | |
655 | 4 | |a Electronic books. | |
700 | 1 | |a Brooks, Ray. | |
776 | 0 | 8 | |i Print version: |a Cubero, Rodrigo. |t New Zealand Bank Vulnerabilities in International Perspective. |d Washington : International Monetary Fund, ©2009 |z 9781451873719 |
830 | 0 | |a IMF Working Papers. | |
856 | 4 | 0 | |u http://elibrary.imf.org/view/journals/001/2009/224/001.2009.issue-224-en.xml |y INTERNATIONAL MONETARY FUND |
929 | |a oclccm | ||
999 | f | f | |i af6a1b6c-b50c-5e05-813c-8fd91c6cbd9c |s a51bfcbd-5fa3-5d61-ae90-ff8707a250db |
928 | |t Library of Congress classification |a HG1582 .N45 B76 2009 |l Online |c UC-FullText |u http://elibrary.imf.org/view/journals/001/2009/224/001.2009.issue-224-en.xml |z INTERNATIONAL MONETARY FUND |g ebooks |i 12146734 |