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首页> 外文期刊>Emerging Markets Finance & Trade >A New Cluster-Based Financial Vulnerability Indicator and Its Application to Household Stress Testing in Croatia
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A New Cluster-Based Financial Vulnerability Indicator and Its Application to Household Stress Testing in Croatia

机译：一种新的基于集群的金融脆弱性指标及其在克罗地亚家庭压力测试中的应用

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摘要

In this paper, we propose a new approach to household financial vulnerability analysis employing cluster technique in the identification of potentially vulnerable households. The cluster-based vulnerability indicator is applied to stress testing with the specific aim of assessing the extent to which the prolonged economic downturn following the Great Recession of 2008-9 hurt indebted households in Croatia. We compare the results based on the new approach with those based on traditional methods. Interest rate shocks have a stronger effect on household vulnerability in the traditional approach, whereas decrease in employment is found to be more disruptive in the cluster-based approach.
机译：在本文中，我们提出了一种新的家庭金融脆弱性分析方法，该方法采用聚类技术来识别潜在的脆弱家庭。基于群集的脆弱性指标用于压力测试，其特定目的是评估2008-9年大萧条后长期经济下滑对克罗地亚负债累累的家庭造成的影响。我们将基于新方法的结果与基于传统方法的结果进行比较。在传统方法中，利率冲击对家庭脆弱性的影响更大，而在基于集群的方法中，就业的减少更具破坏性。

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