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Greece
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European Central Bank (ECB)
Bank of Greece
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Non-perfoming loans, Greek banking system, Macroeconomic determinants, Bank specific determinants, Dynamic panel data
macro stress test, systemic risk, financial crisis, banking sector, macro-prudential policy, micro-prudential supervision
Financial crisis, systemic stress, stress index, multivariate GARCH
outlier detection, robust regression, variable selection, high dimension, missing data, banking data
Bayesian methods; Credit disequilibrium; Greek credit market; Leading indicators; Stress test
Non-perfoming loans; Greek banking system; Macroeconomic determinants; Bank specific determinants; Dynamic panel data
Output distance function, Neural networks, Technical efficiency, US banks