Tom Roberts - Bank Publications - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-29T12:36:44+00:00Household Risk Assessment Model
https://www.bankofcanada.ca/2016/09/technical-report-106/
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.2016-09-12T14:12:27+00:00frHousehold Risk Assessment Model2016-09-12Financial stabilityHousingSectoral balance sheetTechnical Report 106https://www.bankofcanada.ca/wp-content/uploads/2016/09/tr106.pdfHousehold Risk Assessment ModelBrian PetersonTom RobertsSeptember 2016CC0C6C63C65DD0D1D14The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10
https://www.bankofcanada.ca/2016/08/staff-working-paper-2016-41/
This paper combines loan-level administrative data with household-level survey data to analyze the impact of recent macroprudential policy changes in Canada using a microsimulation model of mortgage demand of first-time homebuyers.2016-08-25T14:25:34+00:00frThe Impact of Macroprudential Housing Finance Tools in Canada: 2005–102016-08-25Financial system regulation and policiesStaff Working Paper 2016-41https://www.bankofcanada.ca/wp-content/uploads/2016/08/swp2016-41.pdfThe Impact of Macroprudential Housing Finance Tools in Canada: 2005–10Jason AllenTimothy GriederBrian PetersonTom RobertsAugust 2016CC6C63DD1D14GG2G28