This paper examines to what extent household leverage - as measured by the debt-to-income (DTI) ratio - predicts … is effective for predicting delinquency. This evidence supports its use in financial regulation to improve household …

Household arrears on payment obligations are one of the most direct measures of household sector financial stress. This … paper uses a time series approach to model two of the key components of aggregate UK household arrears: those on mortgages … more important in overall household debt. During this period of rapid debt accumulation, the proportion of mortgage loans …