Эконометрический подход к расчету вероятности дефолта заемщика и адаптация стандартов Базель 2 к российским условиям
The considered model of the failure rate of CMOS VHSIC design proposed in the article Piskun G.A., Alekseev V.F., "Improvement of mathematical models calculating of CMOS VLSIC taking into account features of impact of electrostatic discharge", published in the first issue of the journal "Technologies of electromagnetic compatibility" for the year 2016. It is shown that the authors claim that this model "...will more accurately assess the reliability of CMOS VHSIC design" is fundamentally flawed and its application will inevitably lead to inadequate results. Alternatively, the proposed model of the failure rate of CMOS VHSIC design, which also allows to take into account the views of ESD, but based on the use of resistance characteristics of CMOS VHSIC to the effects of ESD.
The paper explores theoretical approaches to the company IPO underpricing and analyzes capital structure impact on the underpricing of the Russian issuers.
In the paper some prominent features of a modern financial system are studied using the model of leverage dynamics. Asset securitization is considered as a major factor increasing aggregate debt and hence systems uncertainty and instability. A simple macrofinancial model includes a logistic equation of leverage dynamics that reveals origins of a financial bubble, thus corresponding closely to the Minsky financial instability hypothesis. Using ROA, ROE, and the interest rate as parameters, the model provides wide spectrum of leverage and default probability trajectories for the short and long run.