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Household Risk Assessment Model

Author

Listed:
  • Brian Peterson
  • Tom Roberts

Abstract

Household debt can be an important source of vulnerability to the financial system. This technical report describes the Household Risk Assessment Model (HRAM) that has been developed at the Bank of Canada to stress test household balance sheets at the individual level.

Suggested Citation

  • Brian Peterson & Tom Roberts, 2016. "Household Risk Assessment Model," Technical Reports 106, Bank of Canada.
    • Handle: RePEc:bca:bocatr:106
    DOI: 10.34989/tr-106
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    More about this item

    Keywords

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    JEL classification:

    • C0 - Mathematical and Quantitative Methods - - General
    • C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • C65 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Miscellaneous Mathematical Tools
    • D0 - Microeconomics - - General
    • D1 - Microeconomics - - Household Behavior
    • D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance

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