Vis enkel innførsel

dc.contributor.authorAndersen, Henrik
dc.contributor.authorBerge, Tor Oddvar
dc.contributor.authorBernhardsen, Eivind
dc.contributor.authorLindquist, Kjersti-Gro
dc.contributor.authorVatne, Bjørn Helge
dc.date.accessioned2018-08-08T07:48:41Z
dc.date.available2018-08-08T07:48:41Z
dc.date.issued2008
dc.identifier.isbn978-82-7553-442-0
dc.identifier.issn1504-2596
dc.identifier.urihttp://hdl.handle.net/11250/2507966
dc.description.abstractThis 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 confidence-driven house prices and feed-back effects from credit and house prices to the real economy, i.e. a financial accelerator. The consumer confidence effect helps us mimic non-linearity in the housing market. We use the macro model to design stress scenarios, which are fed into the three micro models. The household and firm models enable us to analyse pockets of credit risk. The bank model sums it all up by providing estimates of bank profitability and capital adequacy.nb_NO
dc.language.isoengnb_NO
dc.publisherNorges Banknb_NO
dc.relation.ispartofseriesStaff Memo;2/2008
dc.rightsAttribution-NonCommercial-NoDerivatives 4.0 Internasjonal*
dc.rights.urihttp://creativecommons.org/licenses/by-nc-nd/4.0/deed.no*
dc.titleA Suite-Of-Models Approach to Stress-Testing Financial Stabilitynb_NO
dc.typeWorking papernb_NO
dc.subject.nsiVDP::Samfunnsvitenskap: 200::Økonomi: 210nb_NO
dc.source.pagenumber47nb_NO


Tilhørende fil(er)

Thumbnail

Denne innførselen finnes i følgende samling(er)

Vis enkel innførsel

Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal
Med mindre annet er angitt, så er denne innførselen lisensiert som Attribution-NonCommercial-NoDerivatives 4.0 Internasjonal