Dimitrios Laliotis

International Monetary Fund (IMF)

700 19th Street, N.W.

Washington, DC 20431

United States

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

302

SSRN CITATIONS

7

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Expected Credit Loss Modeling from a Top-Down Stress Testing Perspective

IMF Working Paper No. 20/111
Number of pages: 48 Posted: 12 Aug 2020
Marco Gross, Dimitrios Laliotis, Dimitrios Laliotis, Mindaugas Leika and Pavel Lukyantsau
International Monetary Fund (IMF), European Central Bank (ECB)International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 175 (316,738)

Abstract:

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Financial crises, Financial institutions, Financial instruments, Macroprudential policies and financial stability, Financial systems, Credit risk, IFRS 9, CECL, lifetime probability of default, LGD modeling., WP, LGD, transition matrix, ECL, z-score, PDs

2.

An Agent-Based Model for the Assessment of LTV Caps

Number of pages: 42 Posted: 23 Jul 2019
Dimitrios Laliotis, Dimitrios Laliotis, Alejandro Buesa, Miha Leber and Francisco Javier Población García
European Central Bank (ECB)International Monetary Fund (IMF), Banco de España, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 49 (721,038)
Citation 8

Abstract:

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borrower-based measures, HFCS survey, house prices, macroprudential policy

3.

From Extreme Events to Extreme Seasons: Financial Stability Risks of Climate Change in Mexico

IMF Working Paper No. 2023/176
Number of pages: 36 Posted: 06 Sep 2023
Michaela Dolk, Dimitrios Laliotis, Dimitrios Laliotis and Sujan Lamichhane
World Bank, European Central Bank (ECB)International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 42 (767,717)

Abstract:

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Climate change, physical risk, disasters, extreme seasons, financial stability, stress testing, climate change risk, risk event, IMF working paper No. 23/176, damage estimate, climate change condition, Natural disasters, Stocks, Financial sector, Global

4.

Delays in Climate Transition Can Increase Financial Tail Risks: A Global Lesson from a Study in Mexico

IMF Working Paper No. 2023/175
Number of pages: 36 Posted: 06 Sep 2023
Dimitrios Laliotis, Dimitrios Laliotis and Sujan Lamichhane
European Central Bank (ECB)International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 36 (812,279)

Abstract:

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Climate change, transition risk, greenhouse gas emissions, financial stability, stress testing, default risk, jump-diffusion