Browsing Staff Memo by Author "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, ...