Property mortgage exposure of the Hong Kong banking sector after the Asia economic turmoil.

by Cheung Hoi Yin.Thesis (M.B.A.)--Chinese University of Hong Kong, 1999.Includes bibliographical references (leaves 59-61).ABSTRACT --- p.iiTABLE OF CONTENTS --- p.ivLIST OF ILLUSTRATIONS --- p.vLIST OF TABLES --- p.viACKNOWLEDGEMENT --- p.viiChapterChapter I. --- INTRODUCTION --- p.1Asia Economic Turmoil --- p.1Importance of Risk Management --- p.2Literature Review --- p.3Methodology --- p.8Data --- p.9Chapter II. --- CREDIT RISK --- p.12Introduction --- p.12What Is A Mortgage --- p.14Credit Risk of Residential Mortgage --- p.16Banking System in Hong Kong --- p.17Chapter III. --- BRIEF REVIEW OF OTHER RISKS IN BANKING … --- p.19Interest Rate Risk --- p.19Liquidity Risk --- p.20Capital Risk --- p.22Market Risk --- p.23Off-Balance Sheet Risk --- p.24Chapter IV. --- FINDINGS --- p.26Outstanding Mortgage Balance --- p.26Gross New Loans Made --- p.26Property Price Movement --- p.27Unemployment and Underemployment Rate --- p.30Delinquency Ratio --- p.31Loan-To-Valuation Ratio --- p.33Lending Policy of Authorized Institutions on Mortgage Lending --- p.33Chapter V. --- WILCOXON RANK TEST --- p.35Chapter VI. --- CONCLUSIONS & RECOMMENDATIONS --- p.38GRAPH & TABLE --- p.41Graph --- p.41Table --- p.53BIBLIOGRAPHY --- p.5