Tom Roberts - Latest

• Household Risk Assessment Model

  Technical Report No. 106 Brian Peterson, Tom Roberts

  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.

  Content Type(s): Staff research, Technical reports Topic(s): Financial stability, Housing, Sectoral balance sheet JEL Code(s): C, C0, C6, C63, C65, D, D0, D1, D14

• The Impact of Macroprudential Housing Finance Tools in Canada: 2005–10

  Staff Working Paper 2016-41 Jason Allen, Timothy Grieder, Brian Peterson, Tom Roberts

  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.

  Content Type(s): Staff research, Staff working papers Topic(s): Financial system regulation and policies JEL Code(s): C, C6, C63, D, D1, D14, G, G2, G28