Hong Kong's banks' have minimal liquidity risk
Despite a deterioration in liquidity conditions, default risks in the Hong Kong banking system are minimal, new research from the territory's central bank posits.
The research develops a stress-testing framework to assess liquidity risk of banks, where liquidity and default risks can stem from a prolonged period of negative asset-price shocks and apply the framework to a group of banks in Hong Kong. The analysis also highlights the potentially destabilising dynamics linking liquidity risk and
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