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The impact of unsecured debt on financial distress among British households

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Author Info
Ana del Río () (Banco de España)
Garry Young () (Bank of England)

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Abstract

This paper uses evidence from the British Household Panel Survey (BHPS) to examine how attitudes towards unsecured debt are related to household finances and other characteristics. An ordered logit model is estimated for 1995 and 2000 using a self reported indicator of financial distress as the dependent variable. This analysis suggests that the main factors causing debt problems are the unsecured debt income ratio, the level of mortgage income gearing, the level of financial wealth of households, their health, ethnicity and marital status. While the proportion of households reporting debt problems did not change between 1995 and 2000, there were important shifts among different groups. In particular, more households in the youngest age group reported debt repayments were a heavy burden in 2000, while the opposite applies to the oldest age group where a smaller proportion of households than in 1995 reported debt was a heavy burden. These changes can largely be accounted for by the changing economic circumstances of these groups rather than an unrelated shift in attitudes. In particular, the increase in indebtedness of the young was the main factor accounting for their greater tendency to report debt problems.

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File URL: http://www.bde.es/informes/be/docs/dt0512e.pdf
File Format: application/pdf
File Function: First version, May 2005
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Publisher Info
Paper provided by Banco de España in its series Banco de España Working Papers with number 0512.

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Length: 33 pages
Date of creation: May 2005
Date of revision:
Handle: RePEc:bde:wpaper:0512

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Keywords: unsecured debt british household panel survey ordered-logit

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Find related papers by JEL classification:
C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models
D14 - Microeconomics - - Household Behavior - - - Personal Finance
D91 - Microeconomics - - Intertemporal Choice and Growth - - - Intertemporal Consumer Choice; Life Cycle Models and Saving

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

  1. Camacho, Maximo & Pérez-Quirós, Gabriel, 2005. "Jump-and-Rest Effects of US Business Cycles," CEPR Discussion Papers 4975, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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  2. Javier Andres & J. David L¢pez-Salido & Edward Nelson, 2004. "Tobin's imperfect asset substitution in optimizing general equilibrium," Working Papers 2004-003, Federal Reserve Bank of St. Louis. [Downloadable!]
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  3. Robert-Paul Berben & Alberto Locarno & Julian Morgan & Javier Valles, 2004. "Cross-country differences in monetary policy transmission," Working Paper Series 400, European Central Bank. [Downloadable!]
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  4. Juan J. Dolado & Marcel Jansen & Juan F. Jimeno, 2005. "Dual Employment Protection Legislation: A Framework for Analysis," IZA Discussion Papers 1564, Institute for the Study of Labor (IZA). [Downloadable!]
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  5. Boheim, Rene & Taylor, Mark P., 2000. "My Home Was My Castle: Evictions and Repossessions in Britain," Journal of Housing Economics, Elsevier, vol. 9(4), pages 287-319, December. [Downloadable!] (restricted)
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  6. Ana del Río & Garry Young, 2006. "The determinants of unsecured borrowing: evidence from the BHPS," Applied Financial Economics, Taylor and Francis Journals, vol. 16(15), pages 1119-1144, October. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Ana Del-Rí­o & Garry Young, . "The determinants of unsecured borrowing: evidence from the British Household Panel Survey," Bank of England working papers 263, Bank of England. [Downloadable!]
    Other versions:
  2. Herrala, Risto & Kauko, Karlo, 2007. "Household loan loss risk in Finland – estimations and simulations with micro data," Research Discussion Papers 5/2007, Bank of Finland. [Downloadable!]
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