Hong Kong Institute for Monetary Research

The 14th HKIMR Summer Workshop

04 August 2016 (Thursday)

Harbour Room, 56/F, Two International Finance Centre, 8 Finance Street, Central


8:40 - 9:00 Registration and Coffee

Chair : Lillian Cheung (Hong Kong Monetary Authority & Hong Kong Institute for Monetary Research)

9:00 – 9:50 Impact of Large Investors in Distressed Housing Markets
Abdullah Yavas (University of Wisconsin - Madison)

Discussant: Charles Leung (City University of Hong Kong)
9:50 – 10:40 The Impact of US Monetary Policy and Other External Shocks on the Hong Kong Economy: A Factor-augmented VAR Approach
Andrew Tsang (Hong Kong Institute for Monetary Research)

Discussant: Paul Luk (Hong Kong Baptist University)
10:40 – 11:00 Coffee Break

11:00 – 11:50 VaR and Stress Test: The Impact of Fat-Tail Risk and Systemic Risk on Capital Requirements of Financial Institutions
Jacky So (University of Macau)

Discussant: Eric Wong (Hong Kong Monetary Authority)
11:50 – 12:40 Measuring Spillovers between the US and Emerging Markets
Tom Fong (Hong Kong Monetary Authority)

Discussant: Daniel Law (International Monetary Fund)

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