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  1. Groß, Marco [Author]; Laliotis, Dimitrios [Author]; Leika, Mindaugas [Author]; Lukyantsau, Pavel [Author]

    Expected credit loss modeling from a top-down stress testing perspective

    [Washington, DC]: International Monetary Fund, 2020

    Published in: Internationaler Währungsfonds: IMF working papers ; 2020,111

  2. Laliotis, Dimitrios [Author]; Buesa, Alejandro [Author]; Leber, Miha [Author]; Población García, Javier [Author]

    An agent-based model for the assessment of LTV caps

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    Frankfurt am Main, Germany: European Central Bank, [2019]

    Published in: Europäische Zentralbank: Working paper series ; 2294

  3. Ding, Xiaodan [Author]; Groß, Marco [Author]; Krznar, Ivo [Author]; Laliotis, Dimitrios [Author]; Lipinsky, Fabian [Author]; Lukyantsau, Pavel [Author]; Tressel, Thierry [Author]

    The global bank stress test

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    Washington, DC, U.S.A.: International Monetary Fund, Publication Services, 2022 APR

    Published in: Internationaler Währungsfonds: Departmental paper ; 2022,9

  4. Budnik, Katarzyna [Author]; Couaillier, Cyril [Author]; Duijm, Patty [Author]; Faykiss, Peter [Author]; Gajewski, Krzysztof [Author]; Holtorf, Claudia [Author]; Izquierdo Rios, Laura [Author]; Koban, Anne [Author]; Kok, Christoffer [Author]; Laliotis, Dimitrios [Author]; Lamas, Matías [Author]; Lialiouti, Georgia [Author]; Loehe, Sebastian [Author]; Marques, Aurea [Author]; Matos, Joana [Author]; Meller, Barbara [Author]; Melo, Ana Sofia [Author]; Moldovan, Iulia [Author]; Morão, Alexandra [Author]; Pereira, Ana [Author]; Pessarossi, Pierre [Author]; Roling, Christoph [Author]; Rutkauskas, Virgilijus [Author]; Schmitz, Stefan [Author]; [...]

    Systemic liquidity concept, measurement and macroprudential instruments

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    Frankfurt a. M.: European Central Bank (ECB), 2018