arbiter
JournalsAccount

Stress testing the household sector in Mongolia.

Gan‐Ochir Doojav & Ariun-Erdene Bayarjargal

Asia Pacific Sustainable Development Journal2018https://doi.org/10.18356/21437c2c-enarticle
ABDC B
Weight
0.41

Abstract

The present paper contains an outline of a simulation-model for stress testing the household sector in Mongolia. The model uses data from the Household Socio-Economic Survey to assess the financial resilience of the household sector to macroeconomic shocks. The results suggest that the household sector of Mongolia is vulnerable to shocks associated with interest rates, cost of basic consumption, asset prices and unemployment. In particular, impacts of interest and consumer price shocks on household’s debt at risk (or expected loan losses) are considerable. Furthermore, it has been found that a substantial increase in household indebtedness has boosted the financial fragility of the household sector. Those results have important policy implications in mitigating the increasing financial fragility of the household sector and risks to financial stability.

2 citations

Open via your library →

Cite this paper

https://doi.org/https://doi.org/10.18356/21437c2c-en

Or copy a formatted citation

@article{gan‐ochir2018,
  title        = {{Stress testing the household sector in Mongolia.}},
  author       = {Gan‐Ochir Doojav & Ariun-Erdene Bayarjargal},
  journal      = {Asia Pacific Sustainable Development Journal},
  year         = {2018},
  doi          = {https://doi.org/https://doi.org/10.18356/21437c2c-en},
}

Paste directly into BibTeX, Zotero, or your reference manager.

Flag this paper

Stress testing the household sector in Mongolia.

Flags are reviewed by the Arbiter methodology team within 5 business days.

Evidence weight

0.41

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.17 × 0.4 = 0.07
M · momentum0.80 × 0.15 = 0.12
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.