A combined statistical framework for forecasting default rates of Greek financial institutions' credit portfolios
Anastasios Petropoulos, Vasilis Siakoulis, Dionysios Mylonas, Aristotelis Klamargias
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Petropoulos, Anastasios ; Siakoulis, Vasilis ; Mylonas, Dionysios ; Klamargias, Aristotelis |
| Publisher: |
Athens : Bank of Greece |
| Subject: | Stresstest | Stress test | Kreditrisiko | Credit risk | Notleidender Kredit | Non-performing loan | Markov-Kette | Markov chain | Bayes-Statistik | Bayesian inference | Regressionsanalyse | Regression analysis | Bank | Griechenland | Greece |