Stress Testing Household Debt
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DOI: 10.17016/FEDS.2019.008
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Cited by:
- Robert Clark & Shaoteng Li, 2020. "The strategic response of banks to macroprudential policies: Evidence from mortgage stress tests in Canada," Working Paper 1445, Economics Department, Queen's University.
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More about this item
Keywords
Delinquency; Household debt; Loan default; Stress testing;JEL classification:
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
- G01 - Financial Economics - - General - - - Financial Crises
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2019-02-25 (Macroeconomics)
- NEP-URE-2019-02-25 (Urban & Real Estate Economics)
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