A combined statistical framework for forecasting default rates of Greek Financial Institutions' credit portfolios
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More about this item
KeywordsForecasting Default Rates; Forecast Combination; Stress Testing;
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-RMG-2018-04-02 (Risk Management)
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