Dionysios Mylonas

University of Piraeus - Department of Banking and Financial Management

PhD candidate

80 Karaoli & Dimitriou Str.

Piraeus, GR 185 34

Greece

Bank of Greece

21 E. Venizelos Avenue

Athens, GR 102 50

Greece

  • University of Piraeus - Department of Banking and Financial Management

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A Combined Statistical Framework for Forecasting Default Rates of Greek Financial Institutions’ Credit Portfolios

Bank of Greece Working Paper No. 243
Number of pages: 42 Posted: 23 Aug 2022
Aristotelis Klamargias, Anastasios Petropoulos, Vasileios Siakoulis, Dionysios Mylonas and Dionysios Mylonas
Bank of Greece, Bank of Greece, Bank of Greece and University of Piraeus - Department of Banking and Financial ManagementBank of Greece
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Abstract:

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Forecasting Default Rates, Forecast Combination, Stress Testing