Household Risk Assessment Model

Brian Peterson and Tom Roberts

Technical Reports from Bank of Canada

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.

Keywords: Financial stability; Housing; Sectoral balance sheet (search for similar items in EconPapers)
JEL-codes: C0 C6 C63 C65 D0 D1 D14 (search for similar items in EconPapers)
Pages: 49 pages
Date: 2016
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https://doi.org/10.34989/tr-106 Abstract (text/html)
https://www.bankofcanada.ca/wp-content/uploads/2016/09/tr106.pdf Full text (application/pdf)

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Persistent link: https://EconPapers.repec.org/RePEc:bca:bocatr:106

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