Angelos T. Vouldis

Bank of Greece

21 E. Venizelos Avenue

GR 102 50 Athens

Greece

http://www.bankofgreece.gr

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

  • Bank of Greece

  • European Central Bank (ECB)

SCHOLARLY PAPERS

5

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SSRN CITATIONS
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Top 15,234

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48

CROSSREF CITATIONS

27

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, Angelos T. Vouldis and Vasilios L. Metaxas
Athens University of Economics and Business, European Central Bank (ECB)Bank of Greece and Bank of Greece
Downloads 1,305 (19,568)
Citation 50

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

2.

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, Angelos T. Vouldis, Maik Zimmermann and Dawid Żochowski
European Central Bank (ECB), European Central Bank (ECB), European Securities and Markets Authority, 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)Bank of Greece, European Central Bank (ECB) and European Central Bank
Downloads 550 (64,504)
Citation 10

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

3.

A Financial Systemic Stress Index for Greece

Downloads 415 ( 90,647)

A Financial Systemic Stress Index for Greece

Number of pages: 40 Posted: 10 Jan 2011
Dimitrios P. Louzis, Angelos T. Vouldis and Angelos T. Vouldis
Athens University of Economics and Business and European Central Bank (ECB)Bank of Greece
Downloads 219 (177,846)

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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, Angelos T. Vouldis and Angelos T. Vouldis
Athens University of Economics and Business and European Central Bank (ECB)Bank of Greece
Downloads 196 (197,313)

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Financial crisis, systemic stress, stress index, multivariate GARCH

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 and Angelos T. Vouldis
European Central Bank (ECB)Bank of Greece
Downloads 51 (481,647)

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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, Angelos T. Vouldis and Angelos T. Vouldis
Dipartimento Scienze Statistiche and European Central Bank (ECB)Bank of Greece
Downloads 39 (535,571)

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