A combined statistical framework for forecasting default rates of Greek financial institutions' credit portfolios - Petropoulos, Anastasios,Siakoulis, Vasilis,Mylonas, Dionysios,Klamargias, Aristotelis (Bank of Greece, 2018)
Keywords: Graue Literatur; Stresstest; Kreditrisiko; Notleidender Kredit; Markov-Kette; Bayes-Statistik; Regressionsanalyse; Bank; Griechenland