Lillie Lam is a Research Analyst in the Monetary and Economic Department. She has worked on a number of research projects related to emerging market economies and monetary policy. She has been supporting quantitative impact studies by the Basel Committee on Banking Supervision. She holds a BSSc and an MPhil in economics from the Chinese University of Hong Kong.
Fields of interest
- Financial institutions and microprudential issues (including banking supervision)
- Monetary policy
- " The roles of saving, investment and the renminbi in rebalancing the Chinese economy" (with G Ma and R McCauley), Review of International Economics, vol 21, issue 1, January 2013, pp 72-84.
- " Narrowing China's current account surplus" (with G Ma and R McCauley), in H McKay and L Song (eds), Rebalancing and sustaining growth in China, The Australian National University Press, 2012, pp 65-91.
- " Measuring the interdependence of banks in Hong Kong" (with T Fong, L Fung and I Yu), Review of Futures Markets, vol 20, issue 1, article 1, 2011.
- " Forecasting a large dimensional covariance matrix of a portfolio of different asset class" (with L Fung and I Yu), in K Nyholm, J Coche and G Petre, Portfolio and risk management for central banks and sovereign wealth funds, Palgrave Macmillan Ltd, November 2010.
- " What drives Hong Kong dollar swap spreads: credit or liquidity" (with C-H Hui), Hong Kong Monetary Authority, Working Papers, 10/2008, July 2008.
- " Comparing forecast performance of exchange rate models" (with L Fung and I Yu), Hong Kong Monetary Authority, Working Papers, 8/2008, June 2008.