Mr.B. Jang's Books

Managing Volatile Capital Flows: Experiences and Lessons for Sub-Saharan African Frontier Markets

By: Cheikh A. Gueye,Mr.Javier Arze del Granado,Mr.Rodrigo Garcia-Verdu,Mr.Mumtaz Hussain,Mr.B. Jang,Mr.Sebastian Weber,Mr.Juan S Corrales

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Managing Volatile Capital Flows: Experiences and Lessons for Sub-Saharan African Frontier Markets

By: Cheikh A. Gueye,Mr.Javier Arze del Granado,Mr.Rodrigo Garcia-Verdu,Mr.Mumtaz Hussain,Mr.B. Jang,Mr.Sebastian Weber,Mr.Juan S Corrales

During the past three years the frontier markets of sub-Saharan Africa have received growing amounts of portfolio capital flows, with heightened interest from foreign investors. Compared with foreign direct investment, portfolio capital flows tend to be more volatile, and thus pose challenges for sub-Saharan African frontier markets. This study examines the evolution of capital flows since 2010 and discusses the policies these countries have designed to reduce risks from the inherent volatility of these flows.

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International Monetary Fund

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ISBN 10

1475582641

ISBN 13

9781475582642

New Zealand Banks’ Vulnerabilities and Capital Adequacy

By: Mr.B. Jang,Mr.Masahiko Kataoka

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New Zealand Banks’ Vulnerabilities and Capital Adequacy

By: Mr.B. Jang,Mr.Masahiko Kataoka

The paper finds that, given New Zealand’s conservative approach in implementing the Basel II framework, New Zealand banks’ headline capital ratios underestimate their capital strength. A comparison with Canadian, UK and Australian banks highlights the impact of New Zealand’s more conservative approach. Stress tests in the paper show that four large New Zealand banks could withstand sizable stand-alone shocks to their exposure to either residential mortgages (calibrated on the Irish crisis experience) or corporate lending. However, combined shocks to both residential mortgages and corporate lending would put more pressure on the banks’ capital. Given high bank concentration and large offshore wholesale funding needs, the merits of higher minimum capital requirements for systemically important domestic banks could be considered, together with other measures to be implemented.

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International Monetary Fund

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ISBN 10

1475548796

ISBN 13

9781475548792

Bank Capital Adequacy in Australia

By: Mr.B. Jang,Niamh Sheridan

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Bank Capital Adequacy in Australia

By: Mr.B. Jang,Niamh Sheridan

The paper finds that, given Australia's conservative approach in implementing the Basel II framework, Australian banks' headline capital ratios underestimate their capital strengths. Given their high capital quality and the progress in their funding profiles since the global financial crisis, the Australian banks are making good progress toward meeting the Basel III requirements, including the new liquidity standards. Stress tests calibrated on the Irish crisis experience show that the banks could withstand sizable shocks to their exposure to residential mortgages. However, combining residential mortgage shocks with corporate losses expected at the peak of the global financial crisis would put more pressure on Australian banks' capital. Therefore, it would be useful to consider the merits of higher capital requirements for systemically important domestic banks.

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International Monetary Fund

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1463954115

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9781463954116

Book's by Mr.B. Jang

Managing Volatile Capital Flows: Experiences and Lessons for Sub-Saharan African Frontier Markets

Managing Volatile Capital Flows: Experiences and Lessons for Sub-Saharan African Frontier Markets

New Zealand Banks’ Vulnerabilities and Capital Adequacy

New Zealand Banks’ Vulnerabilities and Capital Adequacy

Bank Capital Adequacy in Australia

Bank Capital Adequacy in Australia

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