• A Suite-Of-Models Approach to Stress-Testing Financial Stability 

      Andersen, Henrik; Berge, Tor Oddvar; Bernhardsen, Eivind; Lindquist, Kjersti-Gro; Vatne, Bjørn Helge (Staff Memo;2/2008, Working paper, 2008)
      This paper presents a suite of models developed to stress-test financial stability. A macro model is linked to micro data-based models for households, firms and banks. The macro model includes credit- and consumer ...
    • An Analysis of Banks' Problem Loans 

      Berge, Tor Oddvar; Boye, Katrine Godding (Journal article, 2007)
      In this analysis, we look at the macroeconomic factors which function as driving forces behind developments in banks’ problem loans. Problem loans include non-performing loans and other particularly doubtful loans. Since ...
    • Are Household Debt-To-Income Ratios Too High? 

      Berge, Tor Oddvar; Vatne, Bjørn Helge (Economic Commentaries;4/2009, Others, 2009)
      Household debt growth has been high over the past 8‐9 years and it has been far higher than growth in disposable income. As a result, the household interest burden has risen sharply and is now at a historically high level ...
    • Faktorer bak bankenes problemlån 

      Berge, Tor Oddvar; Boye, Katrine Godding (Journal article, 2007)
      Utviklingen i bankenes problemlån knyttet til husholdninger og foretak analyseres med utgangspunkt i empiriske modeller. Problemlån omfatter misligholdte lån og andre særlig tapsutsatte lån. Problemlån som andel av samlede ...
    • Har husholdningene for høy gjeld i forhold til inntekten? 

      Berge, Tor Oddvar; Vatne, Bjørn Helge (Aktuell Kommentar;4/2009, Others, 2009)
      Husholdningene har i løpet av de siste 8‐9 årene hatt en høy gjeldsvekst. I denne perioden har gjeldsveksten vært langt høyere enn veksten i disponibel inntekt. Dette har medført en kraftig økning i husholdningenes ...
    • Measuring and Predicting Household Housing Wealth 

      Berge, Tor Oddvar; Boye, Katrine Godding; Jacobsen, Dag Henning; Lindquist, Kjersti-Gro; Skjæveland, Marita (Staff Memo;4/2006, Working paper, 2006)
      At Norges Bank, a small model has been developed, which includes estimated equations for the two variables that ultimately determine developments in household housing wealth, namely house prices and housing investment. In ...
    • Operational Problems in Banks – Effects on the Settlement of Payments in Norges Bank 

      Berge, Tor Oddvar; Christophersen, Casper (Journal article, 2012)
      The settlement process in the Norges Bank settlement system (NBO) will be affected if an operational problem occurs in one of its participating banks. The inability of one bank to send payments may have significant effects ...
    • Operational problems in banks – Effects on the settlement of payments in Norges Bank 

      Berge, Tor Oddvar; Christophersen, Casper (Journal article, 2012)
      We analyse the robustness of the settlement process in the Norges Bank settlement system (NBO) to operational problems in one of its participating banks. The analysis is based on a large number of simulations using actual ...
    • Stress Testing of Banks’ Profit and Capital Adequacy 

      Andersen, Henrik; Berge, Tor Oddvar (Journal article, 2008)
      A model system for stress testing financial stability is being developed at Norges Bank. In this article, we present two of the models in this system: a macroeconomic model and a bank model. The macro model simulates ...
    • Stresstesting av bankenes resultater og kapitaldekning 

      Andersen, Henrik; Berge, Tor Oddvar (Journal article, 2008)
      I Norges Bank utvikles det et modellsystem for stresstesting av finansiell stabilitet. I denne artikkelen presenterer vi to av modellene i dette systemet: en makroøkonomisk modell og en bankmodell for å analysere utviklingen ...