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

2

DOWNLOADS

123

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

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, Mindaugas Leika and Pavel Lukyantsau
International Monetary Fund (IMF), International Monetary Fund (IMF), International Monetary Fund (IMF) and International Monetary Fund (IMF)
Downloads 93 (337,482)

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

ECB Working Paper No. 2294
Number of pages: 42 Posted: 23 Jul 2019
International Monetary Fund (IMF), Banco de España, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 30 (563,862)

Abstract:

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