Angelos T. Vouldis

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

Bank of Greece

21 E. Venizelos Avenue

GR 102 50 Athens

Greece

http://www.bankofgreece.gr

  • European Central Bank (ECB)

  • Bank of Greece

SCHOLARLY PAPERS

5

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8

CROSSREF CITATIONS

39

Scholarly Papers (5)

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1.

Macroeconomic and Bank-Specific Determinants of Non-Performing Loans in Greece: A Comparative Study of Mortgage, Business and Consumer Loan Portfolios

Bank of Greece Working Paper 118
Number of pages: 44 Posted: 06 Nov 2010 Last Revised: 08 Nov 2010
Dimitrios P. Louzis, Angelos T. Vouldis and Vasilios L. Metaxas
Athens University of Economics and Business, European Central Bank (ECB) and Bank of Greece
Downloads 1,107 (18,978)
Citation 24

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Non-perfoming loans, Greek banking system, Macroeconomic determinants, Bank specific determinants, Dynamic panel data

2.

A Financial Systemic Stress Index for Greece

Downloads 372 ( 80,574)
Citation 6

A Financial Systemic Stress Index for Greece

Number of pages: 40 Posted: 10 Jan 2011
Dimitrios P. Louzis and Angelos T. Vouldis
Athens University of Economics and Business and European Central Bank (ECB)
Downloads 213 (145,252)
Citation 6

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Financial crisis, systemic stress, stress index, multivariate GARCH

A Financial Systemic Stress Index for Greece

ECB Working Paper No. 1563
Number of pages: 48 Posted: 12 Aug 2013
Dimitrios P. Louzis and Angelos T. Vouldis
Athens University of Economics and Business and European Central Bank (ECB)
Downloads 159 (189,605)

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Financial crisis, systemic stress, stress index, multivariate GARCH

3.

A Macro Stress Testing Framework for Assessing Systemic Risks in the Banking Sector

ECB Occasional Paper No. 152
Number of pages: 82 Posted: 16 Mar 2014
Jerome Henry, Christoffer Kok, Adrien Amzallag, Patrizia Baudino, Inês Cabral, Maciej Grodzicki, Marco Gross, Grzegorz Halaj, Markus Kolb, Miha Leber, Cosimo Pancaro, Matthias Sydow, Angelos T. Vouldis, Maik Zimmermann and Dawid Żochowski
European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) - Directorate Financial Stability and Supervision, European Central Bank (ECB), International Monetary Fund (IMF), National Bank of Poland, European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank
Downloads 345 (87,923)
Citation 2

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macro stress test, systemic risk, financial crisis, banking sector, macro-prudential policy, micro-prudential supervision

4.

Credit Market Disequilibrium in Greece (2003-2011) - A Bayesian Approach

ECB Working Paper No. 1805
Number of pages: 81 Posted: 24 Jun 2015
Angelos T. Vouldis
European Central Bank (ECB)
Downloads 33 (461,454)

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Bayesian methods; Credit disequilibrium; Greek credit market; Leading indicators; Stress test

5.

A Methodology for Automatised Outlier Detection in High-Dimensional Datasets: An Application to Euro Area Banks’ Supervisory Data

ECB Working Paper No. 2171
Number of pages: 57 Posted: 01 Aug 2018
Matteo Farnè and Angelos T. Vouldis
Dipartimento Scienze Statistiche and European Central Bank (ECB)
Downloads 23 (513,347)

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outlier detection, robust regression, variable selection, high dimension, missing data, banking data