| Description |
1 online resource (23 pages) : color illustrations |
| Series |
IMF working paper ; WP/10/228 |
|
IMF working paper ; WP/10/228.
|
| Contents |
Cover Page; Title Page; Copyright Page; Contents; I. Introduction; II. Banking System Financial Soundness; 1. Selected Financial Soundness Indicators of the Banking Sector; 2. Australia's Four Largest Banks: Selected Financial Soundness Indicators; 1. Tangible Common Equity Ratio, 2007-2009; 2. Intangible Assets and Minority Interests; 3. Return on Equity; 4. Banking System Efficiency; 5. Asset Quality; 6. Non-Performing Loans to Total Loans, 2004-2009; 7. Bank Provisions to Non-Performing Loans; 8. Banks' Lending Structure; 9. Australia's Four Largest Banks' Risk Indicators |
|
10. Indebted Households11. Housing Loans to Owner-Occupiers and Investors; 12. Loan-to-Value Ratios; 13. Interest-Only Housing Loans; 14. LGDs on Residential Mortgages; 3. Indebted Owner-Occupier Households, 2006; 4. Australia, Europe, and United States: Banking System Stress Tests; III. Banks' Liquidity Risks; 15. Banks' Funding Composition; 16. Long Term Debt and Debt Securities; 17. Loans-to-Deposits Ratio; 5. Australian Banks' Liabilities; 18. Liquid Assets to Short-Term Liabilities; 19. Largest Banks' Short-Term Funding; 20. Short-Term Foreign Debt: Total and Banks'; 21. External Debt |
|
22. European Banks' Exposure to Australia23. European Banks' Claims on Australian Banks; IV. Liquidity Risk Regulations; 24. Term Deposit Interest Rates; 25. Where Banks Stand vis-à-vis the NSFR; 26. Long-Term Funding Needs to Total Liabilities and Equity; References; Footnotes |
| Summary |
This paper reviews Australian banks' performance from an international perspective, with a focus on changes in capital and liquidity risk. The paper analyses the extent of any vulnerability that might arise from a potential deterioration in the funding markets and discusses whether liquidity rules, such as those being considered by the Basel Committee on Banking Supervision, may help reduce banks' liquidity risks and improve financial stability |
| Analysis |
Banks |
|
Liquidity |
|
Monetary policy |
|
External debt |
|
Risk management |
|
Australia overseas comparisons |
| Bibliography |
Includes bibliographical references |
| Notes |
English |
|
Print version record |
| Subject |
Banks and banking -- Australia
|
|
Liquidity (Economics)
|
|
Banks and banking
|
|
Liquidity (Economics)
|
|
Australia
|
| Form |
Electronic book
|
| Author |
International Monetary Fund. Monetary and Capital Markets Department, issuing body.
|
| ISBN |
1283564424 |
|
9781283564427 |
|
9781455269839 |
|
1455269832 |
|
1462392059 |
|
9781462392056 |
|
1455209864 |
|
9781455209866 |
|
9786613876874 |
|
6613876879 |
|
