Politická ekonomie
Politická ekonomie
Politická ekonomie
TEORETICKÝ ČASOPIS • ISSN 0032-3233 (Print) • ISSN 2336-8225 (Online)

Politická ekonomie Vol. 66 No. 5

Citlivost českých domácností na úrokový a příjmový šok. Aplikace na mikroúdajích

DOI: https://doi.org/10.18267/j.polek.1204

[plný text (PDF)]

Simona Malovaná, Michal Hlaváček, Kamil Galuščák

We present a set of practical applications of the household sector stress testing approach used at the Czech National Bank. The aim is to test households’ ability to repay their loans in the event of extremely adverse economic developments. Besides this, the household sector stress test methodology has so far been used for two other purposes: (i) to construct a simple reverse stress test and explore the sensitivity of Czech households to a rise in loan interest rates and a decline in income, and (ii) to provide some supportive evidence for the calibration of debt service-to-income limits.

JEL klasifikace: D12, D31, E17

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