In addition to rate of interest exposure, households’ resilience so you’re able to earnings surprises are assessed having fun with an odds of default (PD) design. There are alternatives for estimating PDs: among them is using historic study away from genuine non-payments and you will fitted a logistic regression. Читать далее
Alessi, Lucia and Detken, Carsten (2018), Distinguishing a lot of credit development and you can leverage, Diary from Economic Balance, Vol
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