Skip to content

Research Paper Bank of England Staff Working Papers 808

Modelling the distribution of mortgage debt

Authors

Publication date

Jul 2019

Summary

This paper presents an approach to modelling the flow and the stock of mortgage debt, using loan-level data. Our approach allows us to consider different macroeconomic scenarios for the housing market, lenders’ and borrowers’ behaviour, and different calibrations of macroprudential policy interventions in a consistent way. This, in turn, allows us to take a forward-looking view about potential risks stemming from the distribution of mortgage debt, as well as assess the impact of potential macroprudential policies in a forward-looking manner.

Subjects

Economics, Debt: Indebtedness, Finance, Economic Policy, and Housing Market

Links

https://www.bankofengland.co.uk/working-paper/2019/modelling-the-distribution-of-mortgage-debt

#526331


Research home

Research home

News

Latest findings, new research

Publications search

Search all research by subject and author

Podcasts

Researchers discuss their findings and what they mean for society

Projects

Background and context, methods and data, aims and outputs

Events

Conferences, seminars and workshops

Survey methodology

Specialist research, practice and study

Taking the long view

ISER's annual report

Themes

Key research themes and areas of interest