Resilience Spine · OB-12 Household Cliff
Mortgage Household Cliff
Fixed-rate roll-off concentrations, interest-only resets and affordability cliffs across UK, Canada, Australia and the US. Each cohort is stressed to a defined refinance path so household-level resilience and arrears probability are visible at portfolio scale.
Lens
Cohort · Vintage · Fixed-term
Inputs
Rate path · PTI · LTV
Frameworks
BoE FPC · OSFI B-20 · APRA APS 220 · FHFA
Output
Payment shock · Arrears probability
Cohort feed
| Portfolio | Jurisdiction | Cohort | Balance ($mn) | Shock | PTI post | Arrears p | Cliff window |
|---|---|---|---|---|---|---|---|
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