Blar i Staff Memo på forfatter "Solheim, Haakon"
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Targeted Countercyclical Capital Buffers
Galaasen, Sigurd Mølster; Solheim, Haakon (Staff Memo;13/2018, Working paper, 2018)This paper investigates the effect of broad-based versus sectoral capital requirements using a dynamic model of bank behaviour. We study the problem facing banks when determining their dividend policy and portfolio of ... -
Ten Years of Household Micro Data. What Have We Learned?
Lindquist, Kjersti-Gro; Riiser, Magdalena D.; Solheim, Haakon; Vatne, Bjørn Helge (Staff Memo;8/2014, Working paper, 2014)Administrative register data for Norwegian households are used to analyse the distribution of debt and assets by income, wealth and age group. We find that the cross-sectional distribution is skewed. The distribution of ... -
Utdyping av stresstestene i Finansiell stabilitet 2/2012
Johansen, Rønnaug Melle; Kolvig, Knut; Mundal, Olav M.K.; Solheim, Haakon (Staff Memo;32/2012, Working paper, 2012)I rapporten Finansiell stabilitet (FS) har Norges Bank to ganger i året publisert resultatene av makrostresstester av bankenes soliditet. Hensikten med stresstesten er å vurdere hvordan kreditt- og markedsrisiko vil utvikle ... -
What do banks lose money on during crises?
Solheim, Haakon; Kragh-Sørensen, Kasper (Staff Memo;3/2014, Working paper, 2014)We look at a wide range of national and international crises to identify banks' exposures to losses during banking crises. We find that banks generally sustain greater losses on corporate loans than on household loans. ...