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 3 67
An Optimal Incentive Contract Preventing Excessive Risk-Taking by a Bank Manager 0 0 0 4 0 0 4 60
Copula structural shift identification 0 0 0 16 0 4 7 45
Copula-Based Univariate Time Series Structural Shift Identification Test 0 0 0 40 1 4 8 51
Default correlation impact on the loan portfolio credit risk measurement for the "green" finance as an example 0 0 1 10 3 8 15 31
Do Hedging and Trading Derivatives Have the Same Impact on Public European Banks' Value and Share Performance? 1 1 1 2 1 4 6 85
Does banking regulation cause counterproductive economic dynamics? 0 0 0 20 0 2 2 48
History of the World Largest Financial Losses in 1972-2018 0 0 0 12 1 3 11 83
How Do Investors Prefer Banks to Transit to Basel Internal Models: Mandatorily or Voluntarily? 0 0 1 19 0 6 15 47
How Well do Analysts Predict Stock Prices? Evidence from Russia 0 0 0 24 1 1 2 46
IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights 0 0 4 56 6 16 33 201
Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia 0 0 1 107 1 7 11 270
Macroprudential Policy Efficiency: Assessment for the Uncollateralized Consumer Loans in Russia 1 1 5 24 2 3 12 44
Model Risk for Acceptable, but Imperfect, Discrimination and Calibration in Basel PD and LGD Models 0 0 2 13 1 9 16 48
Modeling Integral Financial Stability Index: A Cross-Country Study 0 0 0 21 0 3 8 110
Modeling Policy Response to Global Systemically Important Banks Regulation 0 0 0 6 1 2 4 76
Modelling Probability of Default of Russian Banks and Companies Using Copula Models 0 1 1 49 0 2 7 95
Probability of Default (PD) Model to Estimate Ex Ante Credit Risk 0 0 1 25 0 10 18 85
QAIDS Model Based on Russian Pseudo - Panel Data: Impact of 1998 and 2008 Crises 0 0 0 13 0 5 12 51
The Decision-Making Process in Punishment Imposition: Four Factors of Public Perception in Russia 0 0 0 18 1 1 8 42
The Interrelationship of Credit and Climate Risks 0 0 2 49 0 5 11 42
Total Working Papers 2 3 19 532 19 96 213 1,627

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 5 16 0 2 9 31
An empirical analysis of growth and consolidation in banking: a Markovian approach for the case of Russia 0 0 0 10 0 2 4 45
Copula-Based Price Risk Hedging Models 0 0 1 147 0 6 13 389
Copula-Models in Foreign Exchange Risk-Management of a Bank 0 1 1 110 1 8 11 261
Detection of Structural Breaks in Copula Models 0 2 2 131 1 4 5 298
Determinants of the probability of default: the case of the internationally listed shipping corporations 0 1 1 13 0 3 4 51
Financial Applications of Copula-Models 0 1 2 144 0 5 11 348
Forecasting for the Bank's Asset-Liability Management 0 0 0 135 1 5 7 340
History of the World Largest Credit Risk Losses in 1972–2018 0 0 1 8 0 2 6 49
How Do Investors Prefer for Banks to Transition to Basel Internal Models: Mandatorily or Voluntarily? 0 0 4 6 2 3 11 18
IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights 1 2 5 12 5 14 19 38
IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach 0 1 4 27 1 5 14 80
Interest Rate Risk Management Based on Copula-GARCH Models 0 0 0 166 0 8 12 387
Investment portfolio risk modelling based on hierarchical copulas 0 0 0 104 2 7 11 324
Low Default Portfolios in Basel II and Basel III as a Special Case of Significantly Unbalanced Classes in Binary Choice Models 1 1 1 26 2 8 9 107
Macroprudential policy efficiency in Russia: Assessment for the uncollateralized consumer loans 0 0 0 2 0 4 11 25
Measuring climate-credit risk relationship using world input-output tables 0 0 0 2 1 2 2 13
Modeling Risk Patterns of Russian Systemically Important Financial Institutions 0 0 1 38 3 5 8 202
Money multiplier under Basel capital ratio regulation: implications for counter-COVID-19 stimulus 1 1 1 3 2 5 9 16
Pass-Through of the Bank of Russia Key Rate into Deposit Rates Between 2020 and 2022 0 0 1 10 1 9 31 66
Premium for implicit deposit insurance within Russian state banks 0 0 0 3 2 4 4 14
Probability of Default Model to Estimate Ex Ante Credit Risk 0 0 1 14 1 6 16 85
Redefining the degree of industry greenness using input–output tables 1 1 1 6 1 4 8 23
Reform of capital adequacy regulation in the world Islamic banking market 0 0 1 4 0 4 7 15
Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020) 0 0 0 50 1 7 9 206
Retail loan pricing determinants in Russia 0 0 0 3 1 6 10 17
Review of Bank of Russia – NES Workshop 'Identification and Measurement of Macroprudential Policies Effects' 0 0 0 2 2 6 7 30
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 6 10 17
Smoothing the Key Rate Pass-Through: What to Keep in Mind When Interpreting Econometric Estimates 0 1 3 16 2 16 26 54
Stress-testing and credit risk revisited: a shipping sector application 0 0 0 17 0 1 4 33
The Basel II internal ratings based (IRB) model and the transition impact on the listed Greek banks 0 1 5 39 2 6 15 161
The impact of hedging and trading derivatives on value, performance and risk of European banks 1 2 12 43 3 16 45 151
Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria 0 1 3 6 1 5 16 25
Total Journal Articles 5 16 56 1,313 38 194 384 3,919

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 1 5 8 17
Total Chapters 0 0 0 4 1 5 8 17

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Statistics updated 2026-04-09