Data for: Measuring the Covariance Risk of Consumer Debt Portfolios

his article provides data on the simulation results of consumer debt default for banks' consumer loans in Chile, using the model described in Madeira (2017). Furthermore, I provide a summary description of all the codes used for the simulation exercises and how to implement them from publicly available microdata sources. The data is of particular interest for those interested in analyzing the sensitivity of consumer loan default to heterogeneous labor market shocks and aggregate interest rates. All the codes and datasets are in Stata format.本文提供了基于Madeira(2017)所述模型，针对智利银行消费贷款的消费者债务违约模拟结果数据。此外，本文还汇总介绍了所有用于该模拟实验的代码，以及如何从公开可用的微观数据源中运行这些代码。该数据集对于关注消费贷款违约对异质性劳动力市场冲击与整体利率的敏感性分析的研究者而言具有重要参考价值。所有代码与数据集均采用Stata格式存储。