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Loan-to-value ratio as a macroprudential tool - Hong Kong SAR's experience and cross-country evidence

In: Capital flows, commodity price movements and foreign exchange intervention

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  • Hong Kong Monetary Authority

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Suggested Citation

  • Hong Kong Monetary Authority, 2011. "Loan-to-value ratio as a macroprudential tool - Hong Kong SAR's experience and cross-country evidence," BIS Papers chapters, in: Bank for International Settlements (ed.), Capital flows, commodity price movements and foreign exchange intervention, volume 57, pages 163-178, Bank for International Settlements.
    • Handle: RePEc:bis:bisbpc:57-11
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    File URL: http://www.bis.org/publ/bppdf/bispap57k.pdf
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    References listed on IDEAS

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    1. Jim Wong & Ka-Fai Choi & Tom Pak-Wing Fong, 2008. "A Framework for Stress Testing Banks’ Credit Risk," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Hans Genberg & Cho-Hoi Hui (ed.), The Banking Sector in Hong Kong, chapter 11, pages 240-260, Palgrave Macmillan.
    2. Claudio Borio & Craig Furfine & Philip Lowe, 2001. "Procyclicality of the financial system and financial stability: issues and policy options," BIS Papers chapters, in: Bank for International Settlements (ed.), Marrying the macro- and micro-prudential dimensions of financial stability, volume 1, pages 1-57, Bank for International Settlements.
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    Cited by:

    1. Ivo Karilaid & Tõnn Talpsepp & Tarvo Vaarmets, 2014. "Implications of the liquidity crisis in the Baltic-Nordic region," Baltic Journal of Economics, Baltic International Centre for Economic Policy Studies, vol. 14(1-2), pages 35-54, December.
    2. Kolasa Marcin, 2021. "On the Limits of Macroprudential Policy," The B.E. Journal of Macroeconomics, De Gruyter, vol. 21(1), pages 281-307, January.
    3. Zoe Venter, 2020. "The Interaction Between Macroprudential Policy and Financial Stability," Working Papers REM 2020/0123, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
    4. Damjanovic, Tatiana & Girdėnas, Šarūnas, 2014. "Quantitative easing and the loan to collateral value ratio," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 146-164.

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