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 1 1 2 66
An Optimal Incentive Contract Preventing Excessive Risk-Taking by a Bank Manager 0 0 0 4 1 1 4 58
Copula structural shift identification 0 0 0 16 1 1 2 40
Copula-Based Univariate Time Series Structural Shift Identification Test 0 0 0 40 1 3 4 46
Default correlation impact on the loan portfolio credit risk measurement for the "green" finance as an example 0 0 2 10 0 4 8 22
Do Hedging and Trading Derivatives Have the Same Impact on Public European Banks' Value and Share Performance? 0 0 0 1 1 1 2 81
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 0 12 0 1 2 74
How Do Investors Prefer Banks to Transit to Basel Internal Models: Mandatorily or Voluntarily? 0 0 0 18 3 4 6 37
How Well do Analysts Predict Stock Prices? Evidence from Russia 0 0 0 24 0 0 1 45
IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights 1 2 4 56 3 5 21 182
Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia 0 0 2 107 0 0 6 262
Macroprudential Policy Efficiency: Assessment for the Uncollateralized Consumer Loans in Russia 1 2 4 23 3 5 8 40
Model Risk for Acceptable, but Imperfect, Discrimination and Calibration in Basel PD and LGD Models 0 0 3 13 2 3 12 37
Modeling Integral Financial Stability Index: A Cross-Country Study 0 0 1 21 1 2 7 105
Modeling Policy Response to Global Systemically Important Banks Regulation 0 0 0 6 1 1 1 73
Modelling Probability of Default of Russian Banks and Companies Using Copula Models 0 0 0 48 1 2 4 92
Probability of Default (PD) Model to Estimate Ex Ante Credit Risk 0 0 1 25 1 1 6 72
QAIDS Model Based on Russian Pseudo - Panel Data: Impact of 1998 and 2008 Crises 0 0 0 13 1 2 3 42
The Decision-Making Process in Punishment Imposition: Four Factors of Public Perception in Russia 0 0 0 18 6 6 11 40
The Interrelationship of Credit and Climate Risks 1 1 4 49 2 3 9 35
Total Working Papers 3 5 22 528 29 46 121 1,495

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 2 3 8 15 2 3 14 27
An empirical analysis of growth and consolidation in banking: a Markovian approach for the case of Russia 0 0 0 10 1 1 3 43
Copula-Based Price Risk Hedging Models 0 0 1 147 1 3 17 382
Copula-Models in Foreign Exchange Risk-Management of a Bank 0 0 0 109 1 1 1 251
Detection of Structural Breaks in Copula Models 0 0 0 129 0 1 2 294
Determinants of the probability of default: the case of the internationally listed shipping corporations 0 0 0 12 1 1 1 48
Financial Applications of Copula-Models 0 0 1 143 1 3 6 342
Forecasting for the Bank's Asset-Liability Management 0 0 0 135 0 1 3 334
History of the World Largest Credit Risk Losses in 1972–2018 0 1 1 8 1 2 7 46
How Do Investors Prefer for Banks to Transition to Basel Internal Models: Mandatorily or Voluntarily? 0 2 3 5 0 4 7 14
IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights 0 1 3 10 0 1 7 23
IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach 1 2 7 26 1 3 18 74
Interest Rate Risk Management Based on Copula-GARCH Models 0 0 0 166 1 2 4 378
Investment portfolio risk modelling based on hierarchical copulas 0 0 2 104 1 1 5 315
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 2 99
Macroprudential policy efficiency in Russia: Assessment for the uncollateralized consumer loans 0 0 1 2 2 3 7 19
Measuring climate-credit risk relationship using world input-output tables 0 0 0 2 0 0 1 11
Modeling Risk Patterns of Russian Systemically Important Financial Institutions 0 0 1 38 0 0 4 196
Money multiplier under Basel capital ratio regulation: implications for counter-COVID-19 stimulus 0 0 0 2 0 1 4 11
Pass-Through of the Bank of Russia Key Rate into Deposit Rates Between 2020 and 2022 0 0 3 10 3 5 14 45
Premium for implicit deposit insurance within Russian state banks 0 0 0 3 0 0 2 10
Probability of Default Model to Estimate Ex Ante Credit Risk 0 0 1 14 0 0 7 75
Redefining the degree of industry greenness using input–output tables 0 0 0 5 1 2 6 18
Reform of capital adequacy regulation in the world Islamic banking market 0 0 2 4 0 1 5 10
Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020) 0 0 0 50 1 2 2 199
Retail loan pricing determinants in Russia 0 0 0 3 3 3 4 10
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 1 2 7 10
Smoothing the Key Rate Pass-Through: What to Keep in Mind When Interpreting Econometric Estimates 0 0 3 15 2 3 8 34
Stress-testing and credit risk revisited: a shipping sector application 0 0 0 17 0 2 3 31
The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks 1 1 4 38 2 4 9 154
The impact of hedging and trading derivatives on value, performance and risk of European banks 2 3 13 41 7 13 28 130
Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria 1 2 5 5 4 7 14 18
Total Journal Articles 7 15 60 1,295 37 75 222 3,674

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 0 4 2 2 4 12
Total Chapters 0 0 0 4 2 2 4 12

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Statistics updated 2025-12-06