Access Statistics for Henry Penikas

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Multiplicative Model of Countercyclical Capital Buffer Evaluation Differentiated by Homogeneous Clusters of Countries 0 0 0 4 0 0 0 64
An Optimal Incentive Contract Preventing Excessive Risk-Taking by a Bank Manager 0 0 0 4 0 0 2 56
Copula structural shift identification 0 0 0 16 1 1 1 39
Copula-Based Univariate Time Series Structural Shift Identification Test 0 0 0 40 0 0 3 43
Default correlation impact on the loan portfolio credit risk measurement for the "green" finance as an example 0 1 2 10 0 2 9 18
Do Hedging and Trading Derivatives Have the Same Impact on Public European Banks' Value and Share Performance? 0 0 0 1 0 1 1 80
Does banking regulation cause counterproductive economic dynamics? 0 0 1 20 0 0 2 46
History of the World Largest Financial Losses in 1972-2018 0 0 1 12 0 0 2 72
How Do Investors Prefer Banks to Transit to Basel Internal Models: Mandatorily or Voluntarily? 0 0 0 18 0 1 3 33
How Well do Analysts Predict Stock Prices? Evidence from Russia 0 0 0 24 0 1 1 45
IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights 0 0 3 52 1 3 23 171
Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia 0 1 2 107 0 2 5 261
Macroprudential Policy Efficiency: Assessment for the Uncollateralized Consumer Loans in Russia 0 2 2 21 0 2 4 34
Model Risk for Acceptable, but Imperfect, Discrimination and Calibration in Basel PD and LGD Models 0 1 4 12 0 1 14 33
Modeling Integral Financial Stability Index: A Cross-Country Study 0 0 1 21 0 1 5 103
Modeling Policy Response to Global Systemically Important Banks Regulation 0 0 0 6 0 0 0 72
Modelling Probability of Default of Russian Banks and Companies Using Copula Models 0 0 0 48 0 0 1 88
Probability of Default (PD) Model to Estimate Ex Ante Credit Risk 0 0 0 24 0 3 9 70
QAIDS Model Based on Russian Pseudo - Panel Data: Impact of 1998 and 2008 Crises 0 0 0 13 0 1 2 40
The Decision-Making Process in Punishment Imposition: Four Factors of Public Perception in Russia 0 0 0 18 0 0 5 34
The Interrelationship of Credit and Climate Risks 0 0 3 47 0 0 9 31
Total Working Papers 0 5 19 518 2 19 101 1,433

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Agent-based model of the Russian banking system: Calibration for maturity, interest rate spread, credit risk, and capital regulation 0 1 7 12 0 1 14 23
An empirical analysis of growth and consolidation in banking: a Markovian approach for the case of Russia 0 0 0 10 0 1 2 42
Copula-Based Price Risk Hedging Models 0 1 2 147 1 2 14 378
Copula-Models in Foreign Exchange Risk-Management of a Bank 0 0 0 109 0 0 1 250
Detection of Structural Breaks in Copula Models 0 0 1 129 0 0 3 293
Determinants of the probability of default: the case of the internationally listed shipping corporations 0 0 0 12 0 0 0 47
Financial Applications of Copula-Models 0 1 1 143 0 1 4 338
Forecasting for the Bank's Asset-Liability Management 0 0 3 135 0 0 5 333
History of the World Largest Credit Risk Losses in 1972–2018 0 0 3 7 0 0 10 43
How Do Investors Prefer for Banks to Transition to Basel Internal Models: Mandatorily or Voluntarily? 0 1 2 3 0 1 2 8
IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights 0 0 1 7 0 0 5 19
IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach 0 1 6 24 1 5 19 71
Interest Rate Risk Management Based on Copula-GARCH Models 0 0 0 166 1 1 5 376
Investment portfolio risk modelling based on hierarchical copulas 0 0 3 104 0 0 4 313
Low Default Portfolios in Basel II and Basel III as a Special Case of Significantly Unbalanced Classes in Binary Choice Models 0 0 1 25 0 0 1 98
Macroprudential policy efficiency in Russia: Assessment for the uncollateralized consumer loans 0 0 1 2 0 2 5 16
Measuring climate-credit risk relationship using world input-output tables 0 0 0 2 0 0 2 11
Modeling Risk Patterns of Russian Systemically Important Financial Institutions 0 1 1 38 0 2 4 196
Money multiplier under Basel capital ratio regulation: implications for counter-COVID-19 stimulus 0 0 0 2 1 1 4 8
Pass-Through of the Bank of Russia Key Rate into Deposit Rates Between 2020 and 2022 0 0 2 9 1 4 10 39
Premium for implicit deposit insurance within Russian state banks 0 0 1 3 0 0 5 10
Probability of Default Model to Estimate Ex Ante Credit Risk 0 1 2 14 0 3 7 72
Redefining the degree of industry greenness using input–output tables 0 0 3 5 0 1 9 16
Reform of capital adequacy regulation in the world Islamic banking market 0 1 4 4 0 1 9 9
Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020) 0 0 1 50 0 0 1 197
Retail loan pricing determinants in Russia 0 0 0 3 0 0 1 7
Review of Bank of Russia – NES Workshop 'Identification and Measurement of Macroprudential Policies Effects' 0 0 0 2 0 0 0 23
Review of the Bank of Russia - NES Workshop 'Transition to a Low-Carbon Economy: Costs and Risks for the Financial Sector' 0 0 0 0 0 0 7 7
Smoothing the Key Rate Pass-Through: What to Keep in Mind When Interpreting Econometric Estimates 0 2 4 15 1 3 8 31
Stress-testing and credit risk revisited: a shipping sector application 0 0 0 17 0 0 1 29
The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks 1 2 3 36 1 2 4 148
The impact of hedging and trading derivatives on value, performance and risk of European banks 1 3 7 34 2 4 15 110
Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria 0 0 3 3 0 2 9 11
Total Journal Articles 2 15 62 1,272 9 37 190 3,572

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Key rate pass-through to deposit rates: experience from the pandemic era 0 0 1 4 0 0 3 9
Total Chapters 0 0 1 4 0 0 3 9

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04