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Using a dedicated set of questions in the 2014 Luxembourg Household Finance and Consumption Survey (LU-HFCS), we show … own labour contributions vary by household characteristics (age, gender, profession) and by type of dwelling (house …
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This paper uses representative individual household data from Luxembourg to evaluate how severe economic conditions … could affect bank exposure to the household sector. Information on household income, expenses and liquid assets are used to … calculate household-specific probabilities of default (PD), aggregate bank exposure at default (EAD) and aggregate bank loss …
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