A Framework to Assess Vulnerabilities Arising from Household Indebtedness Using Microdata
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- Ramdane Djoudad, 2011. "A framework to assess vulnerabilities arising from household indebtedness using microdata," IFC Bulletins chapters,in: Bank for International Settlements (ed.), Proceedings of the IFC Conference on "Initiatives to address data gaps revealed by the financial crisis", Basel, 25-26 August 2010, volume 34, pages 151-168 Bank for International Settlements.
References listed on IDEAS
- Ramdane Djoudad, 2009. "Simulations du ratio du service de la dette des consommateurs en utilisant des données micro," Staff Working Papers 09-18, Bank of Canada.
- Shubhasis Dey & Ramdane Djoudad & Yaz Terajima, 2008. "A Tool for Assessing Financial Vulnerabilities in the Household Sector," Bank of Canada Review, Bank of Canada, vol. 2008(Summer), pages 47-56.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mikus Arins & Nadezda Sinenko & Laura Laube, 2014. "Survey-Based Assessment of Household Borrowers' Financial Vulnerability," Discussion Papers 2014/01, Latvijas Banka.
- Tom Bilston & Robert Johnson & Matthew Read, 2015. "Stress Testing the Australian Household Sector Using the HILDA Survey," RBA Research Discussion Papers rdp2015-01, Reserve Bank of Australia.
- repec:unt:jnapdj:v:24:y:2017:i:2:p:23-52 is not listed on IDEAS
- Gross, Marco & Población García, Francisco Javier, 2016. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Working Paper Series 1881, European Central Bank.
- Gaston Giordana & Michael Ziegelmeyer, 2017.
"Household debt burden and financial vulnerability in Luxembourg,"
IFC Bulletins chapters,in: Bank for International Settlements (ed.), Data needs and Statistics compilation for macroprudential analysis, volume 46
Bank for International Settlements.
- Gaston Giordana & Michael Ziegelmeyer, 2017. "Household debt burden and financial vulnerability in Luxembourg," BCL working papers 113, Central Bank of Luxembourg.
- Gross, Marco & Población, Javier, 2017. "Assessing the efficacy of borrower-based macroprudential policy using an integrated micro-macro model for European households," Economic Modelling, Elsevier, vol. 61(C), pages 510-528.
- Daisy J. Pacheco-Bernal & Santiago D. Segovia-Baquero & Ana M. Yaruro-Jaime, 2017. "Vulnerabilidades financieras de los hogares en Colombia," Borradores de Economia 1026, Banco de la Republica de Colombia.
- Céline Gauthier & Moez Souissi & Xuezhi Liu, 2014. "Introducing Funding Liquidity Risk in a Macro Stress-Testing Framework," International Journal of Central Banking, International Journal of Central Banking, vol. 10(4), pages 105-142, December.
More about this item
KeywordsEconometric and statistical methods; Financial stability;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
- E51 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Money Supply; Credit; Money Multipliers
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