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    Dr. Dimitrios Papanastasiou

    Dr. Dimitrios Papanastasiou is a director in Moody’s Analytics EMEA specialist team, focusing on stress testing, capital planning, and IFRS 9 solutions. Dimitrios has extensive experience in IRB, stress testing, and IFRS 9 modeling, having worked at the Prudential Regulation Authority, UBS, Lloyd’s Banking Group, and HBoOS. Dimitrios has a PhD from the University of Edinburgh Business School where he has conducted extensive research on credit risk modeling and the interaction between credit risk and the real economy.
    Published Work

    U.K. Residential Mortgages Risk Weights: PRA Consultation Paper CP29/16

    This paper presents best practices for addressing PRA Consultation Paper CP29/16.

    October 2016

    Assessing the impact of the EU-Wide Stress Test Results 2016

    In this webinar, Dr. Mark Zandi, Chief Economist and Dr. Dimitrios Papanastasiou, Director, Stress Testing Specialist, discuss the results of the latest stress tests.

    August 2016