The analytical toolkit for the assessment of residential real estate vulnerabilities

Barbara Jarmulska, Emil Bandoni, Jan Hannes Lang, Marco Lo Duca, Cristian Perales and Marek Rusnák

Macroprudential Bulletin, 2022, vol. 19

Abstract: Understanding the drivers for residential real estate (RRE) price developments, measuring house price overvaluation, monitoring trends in bank lending and borrowers’ creditworthiness is important for assessing RRE risks and informing policy responses. The ECB uses a comprehensive monitoring framework for regularly assessing RRE vulnerabilities comprising a series of core risk indicators complemented by a broad set of analytical tools. This article describes some of these tools to explain how they are employed in risk analysis. JEL Classification: R31, G01, G21, G51

Keywords: Household indebtedness; House prices; Mortgage lending; Residential real estate (search for similar items in EconPapers)
Date: 2022-10
Note: 2731285
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