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 3 67
An Optimal Incentive Contract Preventing Excessive Risk-Taking by a Bank Manager 0 0 0 4 0 2 6 62
Copula structural shift identification 0 0 0 16 0 0 7 45
Copula-Based Univariate Time Series Structural Shift Identification Test 0 0 0 40 0 1 8 51
Default correlation impact on the loan portfolio credit risk measurement for the "green" finance as an example 1 1 1 11 1 6 16 34
Do Hedging and Trading Derivatives Have the Same Impact on Public European Banks' Value and Share Performance? 0 1 1 2 0 3 7 87
Does banking regulation cause counterproductive economic dynamics? 0 0 0 20 1 2 4 50
History of the World Largest Financial Losses in 1972-2018 0 0 0 12 0 3 13 85
How Do Investors Prefer Banks to Transit to Basel Internal Models: Mandatorily or Voluntarily? 0 0 1 19 2 5 19 52
How Well do Analysts Predict Stock Prices? Evidence from Russia 0 0 0 24 0 6 6 51
IRB Asset and Default Correlation: Rationale for the Macroprudential Add-ons to the Risk-Weights 0 0 4 56 0 16 41 211
Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia 0 0 0 107 3 4 12 273
Macroprudential Policy Efficiency: Assessment for the Uncollateralized Consumer Loans in Russia 0 1 3 24 0 4 12 46
Model Risk for Acceptable, but Imperfect, Discrimination and Calibration in Basel PD and LGD Models 0 0 1 13 4 11 25 58
Modeling Integral Financial Stability Index: A Cross-Country Study 0 0 0 21 0 4 11 114
Modeling Policy Response to Global Systemically Important Banks Regulation 0 0 0 6 0 1 4 76
Modelling Probability of Default of Russian Banks and Companies Using Copula Models 0 0 1 49 0 0 7 95
Probability of Default (PD) Model to Estimate Ex Ante Credit Risk 0 1 2 26 2 6 21 91
QAIDS Model Based on Russian Pseudo - Panel Data: Impact of 1998 and 2008 Crises 0 0 0 13 1 5 16 56
The Decision-Making Process in Punishment Imposition: Four Factors of Public Perception in Russia 0 0 0 18 0 2 9 43
The Interrelationship of Credit and Climate Risks 0 0 2 49 0 1 12 43
Total Working Papers 1 4 16 534 14 82 259 1,690

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 2 10 33
An empirical analysis of growth and consolidation in banking: a Markovian approach for the case of Russia 0 0 0 10 0 1 4 46
Copula-Based Price Risk Hedging Models 0 0 0 147 0 2 14 391
Copula-Models in Foreign Exchange Risk-Management of a Bank 0 0 1 110 1 4 14 264
Detection of Structural Breaks in Copula Models 0 0 2 131 1 4 8 301
Determinants of the probability of default: the case of the internationally listed shipping corporations 1 1 2 14 1 2 6 53
Financial Applications of Copula-Models 0 0 1 144 0 1 11 349
Forecasting for the Bank's Asset-Liability Management 0 0 0 135 0 1 7 340
History of the World Largest Credit Risk Losses in 1972–2018 0 0 1 8 1 2 8 51
How Do Investors Prefer for Banks to Transition to Basel Internal Models: Mandatorily or Voluntarily? 0 0 3 6 2 6 14 22
IRB Asset and Default Correlation: Rationale for the Macroprudential Mark-Ups to the IRB Risk-Weights 0 1 5 12 0 6 20 39
IRB PD model accuracy validation in the presence of default correlation: a twin confidence interval approach 0 0 3 27 3 8 17 87
Interest Rate Risk Management Based on Copula-GARCH Models 0 0 0 166 2 5 17 392
Investment portfolio risk modelling based on hierarchical copulas 0 0 0 104 0 4 13 326
Low Default Portfolios in Basel II and Basel III as a Special Case of Significantly Unbalanced Classes in Binary Choice Models 0 1 1 26 0 2 9 107
Macroprudential policy efficiency in Russia: Assessment for the uncollateralized consumer loans 0 0 0 2 1 4 13 29
Measuring climate-credit risk relationship using world input-output tables 0 0 0 2 0 1 2 13
Modeling Risk Patterns of Russian Systemically Important Financial Institutions 0 0 0 38 2 8 11 207
Money multiplier under Basel capital ratio regulation: implications for counter-COVID-19 stimulus 0 1 1 3 0 3 10 17
Pass-Through of the Bank of Russia Key Rate into Deposit Rates Between 2020 and 2022 0 0 1 10 5 9 36 74
Probability of Default Model to Estimate Ex Ante Credit Risk 0 0 0 14 2 4 16 88
Redefining the degree of industry greenness using input–output tables 0 1 1 6 0 2 8 24
Reform of capital adequacy regulation in the world Islamic banking market 1 1 1 5 3 4 10 19
Researching and forecasting aggregated consumers’ perception of imported food: Russia and Brazil case studies (1992–2020) 0 0 0 50 1 7 15 212
Retail loan pricing determinants in Russia 0 0 0 3 0 1 10 17
Review of Bank of Russia – NES Workshop 'Identification and Measurement of Macroprudential Policies Effects' 0 0 0 2 0 3 8 31
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 1 11 18
Smoothing the Key Rate Pass-Through: What to Keep in Mind When Interpreting Econometric Estimates 0 0 1 16 2 8 30 60
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 4 39 0 6 18 165
The impact of hedging and trading derivatives on value, performance and risk of European banks 0 2 11 44 5 18 58 166
Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria 0 0 3 6 1 5 18 29
Total Journal Articles 2 8 46 1,313 33 134 450 4,003
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 3 5 12 21
Total Chapters 0 0 0 4 3 5 12 21

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Statistics updated 2026-06-04