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 1 2 66
An Optimal Incentive Contract Preventing Excessive Risk-Taking by a Bank Manager 0 0 0 4 2 3 4 60
Copula structural shift identification 0 0 0 16 1 2 3 41
Copula-Based Univariate Time Series Structural Shift Identification Test 0 0 0 40 1 3 5 47
Default correlation impact on the loan portfolio credit risk measurement for the "green" finance as an example 0 0 1 10 1 4 8 23
Do Hedging and Trading Derivatives Have the Same Impact on Public European Banks' Value and Share Performance? 0 0 0 1 0 1 2 81
Does banking regulation cause counterproductive economic dynamics? 0 0 0 20 0 0 0 46
History of the World Largest Financial Losses in 1972-2018 0 0 0 12 6 7 8 80
How Do Investors Prefer Banks to Transit to Basel Internal Models: Mandatorily or Voluntarily? 1 1 1 19 4 7 9 41
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 0 2 4 56 3 7 23 185
Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia 0 0 2 107 1 1 6 263
Macroprudential Policy Efficiency: Assessment for the Uncollateralized Consumer Loans in Russia 0 2 4 23 1 6 9 41
Model Risk for Acceptable, but Imperfect, Discrimination and Calibration in Basel PD and LGD Models 0 0 3 13 2 4 14 39
Modeling Integral Financial Stability Index: A Cross-Country Study 0 0 1 21 2 4 9 107
Modeling Policy Response to Global Systemically Important Banks Regulation 0 0 0 6 1 2 2 74
Modelling Probability of Default of Russian Banks and Companies Using Copula Models 0 0 0 48 1 2 5 93
Probability of Default (PD) Model to Estimate Ex Ante Credit Risk 0 0 1 25 3 4 9 75
QAIDS Model Based on Russian Pseudo - Panel Data: Impact of 1998 and 2008 Crises 0 0 0 13 4 6 7 46
The Decision-Making Process in Punishment Imposition: Four Factors of Public Perception in Russia 0 0 0 18 1 7 11 41
The Interrelationship of Credit and Climate Risks 0 1 3 49 2 4 8 37
Total Working Papers 1 6 20 529 36 75 145 1,531

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 1 4 8 16 2 5 15 29
An empirical analysis of growth and consolidation in banking: a Markovian approach for the case of Russia 0 0 0 10 0 1 3 43
Copula-Based Price Risk Hedging Models 0 0 1 147 1 4 18 383
Copula-Models in Foreign Exchange Risk-Management of a Bank 0 0 0 109 2 3 3 253
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 0 1 1 48
Financial Applications of Copula-Models 0 0 1 143 1 4 6 343
Forecasting for the Bank's Asset-Liability Management 0 0 0 135 1 2 4 335
History of the World Largest Credit Risk Losses in 1972–2018 0 0 1 8 1 2 8 47
How Do Investors Prefer for Banks to Transition to Basel Internal Models: Mandatorily or Voluntarily? 1 1 4 6 1 1 8 15
IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights 0 0 3 10 1 1 8 24
IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach 0 1 4 26 1 3 16 75
Interest Rate Risk Management Based on Copula-GARCH Models 0 0 0 166 1 2 4 379
Investment portfolio risk modelling based on hierarchical copulas 0 0 2 104 2 3 7 317
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 0 2 2 5 7 21
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 1 1 5 197
Money multiplier under Basel capital ratio regulation: implications for counter-COVID-19 stimulus 0 0 0 2 0 0 4 11
Pass-Through of the Bank of Russia Key Rate into Deposit Rates Between 2020 and 2022 0 0 3 10 12 17 25 57
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 4 4 11 79
Redefining the degree of industry greenness using input–output tables 0 0 0 5 1 2 5 19
Reform of capital adequacy regulation in the world Islamic banking market 0 0 2 4 1 2 6 11
Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020) 0 0 0 50 0 2 2 199
Retail loan pricing determinants in Russia 0 0 0 3 1 4 5 11
Review of Bank of Russia – NES Workshop 'Identification and Measurement of Macroprudential Policies Effects' 0 0 0 2 1 1 1 24
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 3 7 11
Smoothing the Key Rate Pass-Through: What to Keep in Mind When Interpreting Econometric Estimates 0 0 3 15 4 7 12 38
Stress-testing and credit risk revisited: a shipping sector application 0 0 0 17 1 3 4 32
The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks 0 1 4 38 1 4 9 155
The impact of hedging and trading derivatives on value, performance and risk of European banks 0 3 12 41 5 15 32 135
Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria 0 2 3 5 2 8 14 20
Total Journal Articles 2 12 54 1,297 51 111 257 3,725

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

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Statistics updated 2026-01-09