Template-Type: ReDIF-Article 1.0
Author-Name: Ryan Niladri Banerjee
Author-Name: Francesco Franceschi
Author-Name: Stéphane Riederer
Title: Borrower vulnerabilities, their distribution and credit losses
Abstract: Central banks and other supervisory authorities have made significant efforts to collect borrower-level data on debt vulnerabilities. Do such data add to the information in aggregate measures? We find that statistics about household and non-financial corporate borrowers with low repayment capacity help to explain changes in non-performing loans and bankruptcies that aggregate measures would have missed. Borrower-level data could thus be useful for financial stability assessments.
Journal: BIS Quarterly Review
File-URL: http://www.bis.org/publ/qtrpdf/r_qt2209e.pdf
File-Format: Application/pdf
File-URL: http://www.bis.org/publ/qtrpdf/r_qt2209e.htm
File-Format: text/html
Year: 2022
Month: September
Classification-JEL: E32, E44, G32, G33, G51
Handle: RePEc:bis:bisqtr:2209e