Телякова О. В. Финансы и кредит. 2011. № 31. С. 75-80.
Added: Sep 23, 2012
Галанов В. А., Галанова А. В. Вестник Российского экономического университета им. Г.В. Плеханова. 2011. № 1. С. 34-42.
Added: Jul 24, 2012
Имитационное моделирование социальной сферы: информационно-аналитическая система социально-экономического развития территорий (модельный комплекс "Социальная сфера")
Лычкина Н. Н., Морозова Ю. А. Берлин: LAP LAMBERT Academic Publishing, 2011.
Added: Jun 27, 2012
Возможности для участия в оплачиваемой занятости и добровольческой деятельности людей пенсионного возраста в России
Миннигалеева Г. А., Зулкарнаев Т. Ш., Демина К. В. и др. В кн.: Социология и общество: глобальные вызовы и региональное развитие: Материалы IV Очередного Всероссийского социологического конгресса. М.: РОС, 2012. С. 7372-7384.
Added: Dec 13, 2012
Edited by: В. А. Мау, Т. Л. Клячко М.: Издательский дом «Дело» РАНХиГС, 2013.
Added: Feb 1, 2013
Соловьев А. К., Донцова С. А., Кувалкина Е. Количественный анализ в экономике. WP2. Высшая школа экономики, 2003. № 02.
The paper is devoted to methods of an estimation of a financial state of the system of obligatory pension insurance of the Russian Federation on a long-term outlook.
Added: Mar 31, 2013
Шоломицкий А. Г. Количественный анализ в экономике. WP2. Высшая школа экономики, 2005. № 04.
For a simulation actuarial model of a notional Russian corporate defined benefit pension plan, variants of funding methods are investigated concerning their economic efficiency and actuarial risks. The employed methodology is based on dynamic modeling of cash flows and risks and extends traditional techniques of actuarial analysis.
Added: Apr 1, 2013
Клепикова Е. А. В кн.: XV апрельская международная научная конференция по проблемам развития экономики и общества: в 4-х книгах. Кн. 4. М.: Издательский дом НИУ ВШЭ, 2015. С. 376-380.
Added: Apr 9, 2015
Шохин А. Н. М.: Издательский дом ГУ-ВШЭ, 1997.
Added: Jan 17, 2013
Klepikova E. Economics/EC. WP BRP. Высшая школа экономики, 2015. No. WP BRP 100/EC/2015.
This paper provides an analysis of the labor supply of Russian people in pensionable age. It aims to answer two questions: (1) whether bad health is an important limitation for labor activity and (2) whether a greater pension benefit could be a stimulus for delayed retirement. This is an empirical work based on data of the Russia Longitudinal Monitoring Survey - Higher School of Economics (RLMS-HSE) from 2000-2010. Findings suggest that the most important factor of labor supply is income, and it is more significant for people with higher education. Bad health contributes to leaving the labor force, but the effect is smaller than income’. Some policy implications are also suggested based on the empirical results of the study
Added: Oct 13, 2015
Васин С. А. В кн.: Население России 2007: Пятнадцатый ежегодный демографический доклад. М.: Издательский дом ГУ-ВШЭ, 2009. Гл. 2. С. 48-73.
Added: Jun 11, 2013
Экономика и управление: проблемы и перспективы развития. Сборник научных статей по итогам международной научно-практической конференции г.Волгоград 15-16 ноября 2010 г.
Ч. 1. Волгоград: Волгоградское научное издательство, 2010.
Added: Jan 18, 2013
Anisimova A. I., Muradyan P. A., Vernikov A. V. SSRN Working Paper Series. Social Science Research Network, 2011. No. 1919817.
This empirical paper adds to competition and industrial organization literature by exploring the interplay between industry structure and competitiveness on local, rather than nation-wide, markets. We use micro-level statistical data for banks in two Russian regions (Bashkortostan and Tatarstan) to estimate Herfindahl-Hirschman index, Lerner index, and Panzar-Rosse model. We estimate Panzar-Rosse model in two ways: via the widely used price-equation that accounts for scale effects and then via a revenue-equation that disregards scale effects as suggested by Bikker et al. (2009). We find both regional markets to be ruled by monopolistic competition, although estimation by revenue-equation does not reject monopoly hypothesis for Tatarstan. Existence of sizeable locally-owned and operated institutions does not necessarily lead to higher competitiveness of the given regional market, and the results from non-structural methods of estimation suggest that bank competition in Bashkortostan is stronger than in Tatarstan. Going further away from aggregated analysis we compute Lerner indices in two product segments of Tatarstan – retail and corporate loans – and find that retail segment is significantly more competitive. Local banks exert more market power in corporate loans, while federal branches – in retail loans.
Added: May 14, 2012
Added: Feb 22, 2013
Трунин П. В., Дробышевский С. М., Евдокимова Т. В. М.: Издательский дом «Дело» РАНХиГС, 2012.
Added: Mar 26, 2013
Яковлев А. А. Общественные науки и современность. 2008. № 4. С. 21-37.
Added: Sep 22, 2012
Penikas H. I. Financial Economics. FE. Высшая школа экономики, 2012. No. 03.
The Basel Committee of Banking Supervision initiated a discussion on the most efficient practices to prevent bank managers from excessive risk-taking. This paper proposes a game-theoretical approach, describing the decision-making process by a bank manager who chooses his own level of risk and effort. If the level of risk implies the variability of the future outcome, the amount of effort applied affects the probability of a positive outcome. Although effort is unobserved for the bank’s stakeholders, the risk level is under control, and is associated with certain indicators such as capital adequacy ratio or leverage level. The risk-neutral utility function of a bank manager and a binary game outcome of gaining profit or loss for a bank are assumed. Starting from the general incentive contract scheme having the fixed and variable parts of remuneration, it is proposed that differentiating the variable part of remuneration is sufficient to motivate bank managers to make fewer risky decisions. More precisely, the variable part of remuneration (e.g. the share of the bank’s profit) needs to be higher in proportion to the higher variance of outcome for the high -risk outcome case to stimulate a bank manager to opt for lower-risk decisions in place of higher-risk situations.
Added: May 3, 2012
Уринсон Я. М. Вестник Европы. 2014. № 38-39.
Added: Feb 5, 2018
Penikas H. I., Titova Y. Financial Economics. FE. Высшая школа экономики, 2012. No. 02.
In this paper we elaborate a simple model that allows for the predicting of possible reactions from financial institutions to more stringent regulatory measures introduced by the Basel Committee on Banking Supervision (BCBS) in regard to global systemically important banks (G-SIBs). The context is framed by a 2011 BCBS document that proposes higher capital requirements for global systemically important banks. We attempt to analyze bank interactions in an oligopolistic market that is subject to demand constraints on loan amounts and additional loss absorbency requirements introduced by the regulator. We distinguish between the bank’s announced funding cost that determines both the loan amount issued and the market interest rate, and the bank’s true funding cost that has a direct impact on retained earnings. We conclude that in a two-stage game both banks will announce the highest funding cost, thus reducing the amount of loans granted (in line with the regulator’s objective), but at the expense of a higher cost of borrowing established in the market. If the game is repeated, then both banks also choose lower loan amounts in the periods prior to the last one in which the declared funding cost is the lowest possible. It should be noted that the designated outcome also coincides with the findings of the Monetary Economic Department of the Basel Committee on Banking Supervision.
Added: May 3, 2012
Карпов А. В., Вольский В. И. Полития: Анализ. Хроника. Прогноз. 2011. № 2. С. 162-174.
Added: Jun 24, 2011