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.
This paper presents best practices for addressing PRA Consultation Paper CP29/16.
In this webinar, Dr. Mark Zandi, Chief Economist and Dr. Dimitrios Papanastasiou, Director, Stress Testing Specialist, discuss the results of the latest stress tests.