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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
    as

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    File URL: https://doi.org/10.34989/tr-106
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    References listed on IDEAS

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    1. repec:zbw:bofrdp:2007_005 is not listed on IDEAS
    2. Herrala, Risto & Kauko, Karlo, 2007. "Household loan loss risk in Finland: estimations and simulations with micro data," Bank of Finland Research Discussion Papers 5/2007, Bank of Finland.
    3. Herrala, Risto & Kauko, Karlo, 2007. "Household loan loss risk in Finland: estimations and simulations with micro data," Bank of Finland Research Discussion Papers 5/2007, Bank of Finland.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Omar Abdelrahman & David Chen & Cameron MacDonald & Adi Mordel & Guillaume Ouellet Leblanc, 2025. "Simulating the Resilience of the Canadian Banking Sector Under Stress: An Update of the Bank of Canada’s Top-Down Solvency Assessment Tool," Technical Reports 128, Bank of Canada.

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    1. Herrala, Risto, 2009. "Credit crunch? An empirical test of cyclical credit policy," Bank of Finland Research Discussion Papers 10/2009, Bank of Finland.

    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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