data from the Household Finance and Consumption Survey (HFCS), to identify pockets of risk in the Belgian mortgage market …

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 …

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 …

This paper outlines a stress testing framework for the household sector in Malta based on micro data. The analysis … depends on granular data relating to income, expenses, and the value of liquid assets from the third wave of the Household … amount of liquid assets that can cover their losses, and (iii) potential loans losses to banks stemming from the household …