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 2 67
An Optimal Incentive Contract Preventing Excessive Risk-Taking by a Bank Manager 0 0 0 4 0 0 6 62
Copula structural shift identification 0 0 0 16 0 1 7 46
Copula-Based Univariate Time Series Structural Shift Identification Test 0 0 0 40 0 0 8 51
Default correlation impact on the loan portfolio credit risk measurement for the "green" finance as an example 0 1 1 11 1 2 17 35
Do Hedging and Trading Derivatives Have the Same Impact on Public European Banks' Value and Share Performance? 0 0 1 2 0 0 7 87
Does banking regulation cause counterproductive economic dynamics? 0 0 0 20 0 1 4 50
History of the World Largest Financial Losses in 1972-2018 0 0 0 12 0 1 14 86
How Do Investors Prefer Banks to Transit to Basel Internal Models: Mandatorily or Voluntarily? 0 0 1 19 1 3 20 53
How Well do Analysts Predict Stock Prices? Evidence from Russia 0 0 0 24 0 1 7 52
IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights 0 0 2 56 0 1 37 212
Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia 0 0 0 107 2 5 14 275
Macroprudential Policy Efficiency: Assessment for the Uncollateralized Consumer Loans in Russia 0 0 3 24 0 1 13 47
Model Risk for Acceptable, but Imperfect, Discrimination and Calibration in Basel PD and LGD Models 0 0 0 13 0 6 26 60
Modeling Integral Financial Stability Index: A Cross-Country Study 0 0 0 21 0 0 11 114
Modeling Policy Response to Global Systemically Important Banks Regulation 0 0 0 6 0 0 4 76
Modelling Probability of Default of Russian Banks and Companies Using Copula Models 0 0 1 49 0 0 5 95
Probability of Default (PD) Model to Estimate Ex Ante Credit Risk 0 0 1 26 0 2 20 91
QAIDS Model Based on Russian Pseudo - Panel Data: Impact of 1998 and 2008 Crises 0 0 0 13 0 1 16 56
The Decision-Making Process in Punishment Imposition: Four Factors of Public Perception in Russia 0 0 0 18 0 0 9 43
The Interrelationship of Credit and Climate Risks 0 0 1 49 2 2 13 45
Total Working Papers 0 1 11 534 6 27 260 1,703

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 0 4 16 0 0 10 33
An empirical analysis of growth and consolidation in banking: a Markovian approach for the case of Russia 0 0 0 10 1 1 5 47
Copula-Based Price Risk Hedging Models 0 0 0 147 1 1 13 392
Copula-Models in Foreign Exchange Risk-Management of a Bank 0 0 1 110 0 1 14 264
Detection of Structural Breaks in Copula Models 0 0 2 131 0 3 10 303
Determinants of the probability of default: the case of the internationally listed shipping corporations 0 1 2 14 1 3 8 55
Financial Applications of Copula-Models 0 0 1 144 0 0 11 349
Forecasting for the Bank's Asset-Liability Management 0 0 0 135 2 3 10 343
History of the World Largest Credit Risk Losses in 1972–2018 0 0 1 8 2 3 9 53
How Do Investors Prefer for Banks to Transition to Basel Internal Models: Mandatorily or Voluntarily? 0 0 3 6 1 3 14 23
IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights 0 0 3 12 0 0 18 39
IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach 0 1 4 28 0 5 18 89
Interest Rate Risk Management Based on Copula-GARCH Models 0 0 0 166 0 2 16 392
Investment portfolio risk modelling based on hierarchical copulas 0 0 0 104 0 1 14 327
Low Default Portfolios in Basel II and Basel III as a Special Case of Significantly Unbalanced Classes in Binary Choice Models 0 0 1 26 0 0 8 107
Macroprudential policy efficiency in Russia: Assessment for the uncollateralized consumer loans 0 0 0 2 3 4 16 32
Measuring climate-credit risk relationship using world input-output tables 0 0 0 2 1 1 3 14
Modeling Risk Patterns of Russian Systemically Important Financial Institutions 0 0 0 38 1 3 12 208
Money multiplier under Basel capital ratio regulation: implications for counter-COVID-19 stimulus 0 0 1 3 0 0 7 17
Pass-Through of the Bank of Russia Key Rate into Deposit Rates Between 2020 and 2022 0 0 0 10 0 6 35 75
Probability of Default Model to Estimate Ex Ante Credit Risk 1 1 1 15 1 3 16 89
Redefining the degree of industry greenness using input–output tables 0 0 1 6 0 1 9 25
Reform of capital adequacy regulation in the world Islamic banking market 0 1 1 5 0 3 10 19
Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020) 0 0 0 50 0 2 16 213
Retail loan pricing determinants in Russia 0 0 0 3 0 0 10 17
Review of Bank of Russia – NES Workshop 'Identification and Measurement of Macroprudential Policies Effects' 0 0 0 2 0 1 9 32
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 11 18
Smoothing the Key Rate Pass-Through: What to Keep in Mind When Interpreting Econometric Estimates 0 0 1 16 0 3 30 61
Stress-testing and credit risk revisited: a shipping sector application 0 0 0 17 0 0 4 33
The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks 0 0 3 39 1 1 17 166
The impact of hedging and trading derivatives on value, performance and risk of European banks 0 0 6 44 4 13 57 174
Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria 0 0 3 6 0 1 18 29
Total Journal Articles 1 4 39 1,315 19 68 458 4,038
1 registered items for which data could not be found

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 0 4 12 22
Total Chapters 0 0 0 4 0 4 12 22

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Statistics updated 2026-08-07