Blar i Staff Memo på forfatter "Bernhardsen, Eivind"
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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 ... -
Stress Testing the Enterprise Sector's Bank Debt - a Micro Approach
Bernhardsen, Eivind; Syversten, Bjørne Dyre H. (Staff Memo;5/2008, Working paper, 2008)This paper describes Norges Bank’s micro stress testing framework for assessing the Norwegian banking sector’s losses on loans to the non-financial enterprise sector. Using projected macro variables and a stock-flow approach, ...