How Micro Data Improve the Estimation of Household Credit Risk Within the Macro Stress Testing Framework
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DOI: 10.1007/s10614-023-10453-9
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More about this item
Keywords
Macro stress testing; Microdata; Household credit risk; Incomplete credit cycle;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G51 - Financial Economics - - Household Finance - - - Household Savings, Borrowing, Debt, and Wealth
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