Хэвлэмэл судалгаа

Монголын өрхийн секторын стресс тестийн загвар

Зохиогч: Б.Ариун-Эрдэнэ, Д.Ган-Очир

Хэвлэн нийтэлсэн: Эдийн засгийн судалгаа, эрдэм шинжилгээний хүрээлэн

Хэл: Англи

Түлхүүр үгс: Стресс тест, өрхийн өрийн дарамт, өрхийн түүвэр судалгаа, Монгол Улс

Огноо: 2017-02-01

This paper outlines a simulation-model for stress-testing household sector in Mongolia. The model uses data from the Household Socio-Economic Survey (HSES) to assess the financial resilience of households to macroeconomic shocks. The model suggests that the household sector is vulnerable to scenarios involving interest rate, basic consumption price, asset price and unemployment rate shocks, and the associated increases in household loan losses due to interest rate and basic consumption price shocks are considerable. The results show that substantial increase in household indebtedness has increased the household sector’s financial fragility. This paper provides a useful starting point for the development of a more holistic stress-testing framework for the Mongolian banking system.

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