00000nam 2200000za 4500 9.824054 CaOODSP 20221107144033 cr ||||||||||| 160913s2016 oncd ob f000 0 eng d CaOODSP eng eng fre n-cn--- FB3-1/106-2016E-PDF Peterson, Brian M. Household risk assessment model [electronic resource] / by Brian Peterson and Tom Roberts. [Ottawa] : Bank of Canada, c2016. iii, 65 p. : graphs Technical report (Bank of Canada), 1919-689X ; No. 106, 2016 "September 2016." Includes bibliographical references. "Household debt can be an important source of vulnerability to the financial system. This technical report describes the Household Risk Assessment Model (HRAM) that has been developed at the Bank of Canada to stress test household balance sheets at the individual level. In addition to stress testing, HRAM is flexible enough to analyze the effects of a variety of shocks (such as an increase in mortgage rates) and changes to policy, including both monetary policy and macroprudential regulation. The model’s strength is its ability to exploit information from survey microdata on the distribution of debt, assets and income across Canadian households" - Abstract - p.iii. Text in English, abstract in English and French. gccst Debt gccst Household finance gccst Household income Roberts, Tom, 1980- Bank of Canada. Technical report (Bank of Canada) 1919-689X ; No. 106, 2016 (CaOODSP)9.505019 PDF 669 KB https://publications.gc.ca/collections/collection_2016/banque-bank-canada/FB3-1-106-2016-eng.pdf