• A
  • A
  • A
  • АБВ
  • АБВ
  • АБВ
  • A
  • A
  • A
  • A
  • A
Обычная версия сайта
  • RU
  • EN
  • HSE University
  • Publications
  • Book chapter
  • Европейская платежеспособность российской страховой организации
  • RU
  • EN
Расширенный поиск
Высшая школа экономики
Национальный исследовательский университет
Priority areas
  • business informatics
  • economics
  • engineering science
  • humanitarian
  • IT and mathematics
  • law
  • management
  • mathematics
  • sociology
  • state and public administration
by year
  • 2027
  • 2026
  • 2025
  • 2024
  • 2023
  • 2022
  • 2021
  • 2020
  • 2019
  • 2018
  • 2017
  • 2016
  • 2015
  • 2014
  • 2013
  • 2012
  • 2011
  • 2010
  • 2009
  • 2008
  • 2007
  • 2006
  • 2005
  • 2004
  • 2003
  • 2002
  • 2001
  • 2000
  • 1999
  • 1998
  • 1997
  • 1996
  • 1995
  • 1994
  • 1993
  • 1992
  • 1991
  • 1990
  • 1989
  • 1988
  • 1987
  • 1986
  • 1985
  • 1984
  • 1983
  • 1982
  • 1981
  • 1980
  • 1979
  • 1978
  • 1977
  • 1976
  • 1975
  • 1974
  • 1973
  • 1972
  • 1971
  • 1970
  • 1969
  • 1968
  • 1967
  • 1966
  • 1965
  • 1964
  • 1963
  • 1958
  • More
Subject
News
June 5, 2026
Neural Network Maps as a Method for Constructing Mathematical Models
Scientists from HSE University–Nizhny Novgorod and the Institute of Physics Belgrade, Serbia, are jointly exploring the application of machine learning techniques and neural networks to the study of nonlinear dynamics. Natalya Stankevich, Leading Research Fellow at the Laboratory of Topological Methods in Dynamics of the Faculty of Informatics, Mathematics, and Computer Science at HSE University–Nizhny Novgorod, spoke to the HSE News Service about this international project.
June 5, 2026
‘In the Age of Technology, It Is Interesting to Look into the Past and Think about What We Can Take from It
Polina Tabakova decided to apply for a Philology degree at HSE in Nizhny Novgorod because she grew up in Mari El and did not want to move far away from the Russian forests. In an interview for the Young Scientists of HSE University project, she spoke about the genre of the campus novel, the existential drama of Kolobok, and a blackout version of Eugene Onegin.
June 5, 2026
HSE Scientists Develop Method to Compress Large Language Models Without Losing Quality
Researchers from the AI and Digital Science Institute at the HSE Faculty of Computer Science have developed a new compression method for large language models such as GPT and LLaMA that reduces their size by 25–36% without additional training or significant loss of accuracy. This is the first approach to use mathematical transformations—specifically, rotations of model weights—to make models more amenable to compression with structured matrices. The study results have been published in ACL Findings 2025. The code is available on GitHub.

 

Have you spotted a typo?
Highlight it, click Ctrl+Enter and send us a message. Thank you for your help!

Publications
  • Books
  • Articles
  • Chapters of books
  • Working papers
  • Report a publication
  • Research at HSE

?

Европейская платежеспособность российской страховой организации

С. 196–206.
Tarasova J., Смирнова А. Н.

The algorithm for finding the required equity capital for the insurance company is the basis of the Solvency II Directive of the European Union. Russia's accession to the WTO and the increase in individual companies of the financial stability and solvency at the expense of investment deals shows the relevance of the study. The purpose is to identify the degree of compliance with the requirements of Solvency II of the financial stability and solvency of Russian insurance company. To do this: first, describe the methodology of the Directive with a focus on the main characteristics and problems associated with the use in the Russian context; secondly, to justify the choice of a Russian insurance company; third, to apply the described method to the selected company.

The originality of this article is to assess risks on the example of Russian insurer with the application of the Solvency II methodology used for European insurers. The result can be considered, the resolution of disputes about the appropriateness of applying the requirements of the algorithm Solvency II to Russian insurance companies, their competitiveness, and the need for the use of risk management in insurance companies of Russia.

Language: Russian
Full text
Keywords: рыночный рискmarket riskfinancial stability of insurersrisk-based capitalриск катастроф капитал с учетом рискаrisk of disastersEuropean directiveевропейская директиваФинансовая устойчивость страховой организации

In book

Международный экономический симпозиум – 2015. Материалы Международных научных конференций, посвященных 75-летию экономического факультета Санкт-Петербургского государственного университета.
СПб.: Скифия-принт, 2015.
Similar publications
Экономическая противоположность краткосрочного и долгосрочного инвестирования на фондовом рынке
Галанов В. А., Galanova A., Наука и практика. Научно-аналитический журнал РЭУ им. Г.В. Плеханова 2025 Т. 17 № 1(57) С. 27–34
The differences between short-term and long-term types of investment in the stock market have a deep economic basis in relation to which the time period acts only as a generalizing feature that allows reflecting the holistic and complex range of economic differences between them, primarily in terms of their profitability and risks. The duration of ...
Added: May 28, 2025
Downside Market Risk: A Key Determinant of Cryptocurrency Returns
Kuslyaikin A., Экономическая политика 2025 Т. 20 № 1 С. 30–55
This paper is one of the first studies to investigate how downside market risk affects cryptocurrency returns. Based on weekly data for more than 900 cryptocurrencies from 2014 to 2018, downside market risk is considered in three different forms as it arises in the cryptocurrency market, the aggregate alternative investment market, and the stock market. ...
Added: April 7, 2025
The Regulator’s Dilemma: Impact of Short-Selling Bans on Tail Risk in Equity Markets
Kipriyanov A., Russian Journal of Money and Finance 2024 Vol. 83 No. 3 P. 70–91
COVID-19 forced market regulators in several European countries to introduce short-selling bans in spring 2020. This paper examines the effect of the bans on the volatility and tail risk in the equity markets. Such bans are assumed to be helpful in preventing severe market crashes: the removal of short sellers is believed to reduce falls ...
Added: September 30, 2024
Динамическая модель Нельсона–Зигеля для оценки рыночного риска облигаций: практические аспекты имплементации
Makushkin M., Lapshin V. A., Прикладная эконометрика 2023 Т. 69 С. 5–27
The article is devoted to Value-at-Risk estimation of bonds based on Dynamic Nelson–Siegel model (DNS). Instead of dealing with estimation of future interest rates and their volatiles, DNS model forecasts several unobservable shape parameters of the yield curve. We illustrate that for practical purposes one factor model is enough to correctly estimate bond VaR — ...
Added: March 18, 2023
Модельный риск и базовые подходы к его численному измерению на примере моделей оценки рыночного риска
Нэвэла А. Ю., Lapshin V. A., Финансовый журнал 2022 Т. 14 № 2 С. 91–112
Model risk is currently a topic of great interest both to the academic community and to the financial industry; however, there is not yet any generally accepted approach to measuring it as of now. We give a review of basic model risk definitions and different indicators and approaches to model risk estimation and calculation within ...
Added: April 25, 2022
Платежеспособность в страховании: история и современность
Tarasova J., Шувалова Т. В., В кн.: Сборник научных трудов Второй Санкт-Петербургской конференции исследователей в сфере экономики, бизнеса и общества: итоги и вызовы 2020 года.: НИУ ВШЭ, 2020. С. 110–125.
In the 70s of the twentieth century, several directives were introduced in the European Union under the collective name Solvency-I, which spelled out the requirements for the solvency of insurance organizations and their capital. Such rules were supposed to force insurers to minimize the likelihood of bankruptcy by maintaining the necessary level of their stability. ...
Added: March 24, 2021
Банковские риски: международные подходы к оценке и управлению
Khasyanova S. Y., М.: ИНФРА-М, 2020.
The book is devoted to assessment and management of banking risks based on international approaches. The application of the methods of assessment, management and risk minimization in commercial banks is considered both in the context of adaptation of the international recommendations and standards in the banking sector of the Russian Federation, as well as in ...
Added: December 6, 2020
Основы риск-менеджмента
Кулик В. В., Kremleva I., М.: АНО ДПО "Корпоративный университет Сбербанка", 2015.
Книга «Основы риск-менеджмента» описывает современный системный подход к управлению рисками в коммерческом банке, а также методы и способы управления отдельными, наиболее значимыми для банков видами рисков: кредитным, рыночным, операционным.      Особое внимание уделяется темам, новым для российской банковской практики, таким как интегрированное управление рисками, связь риск-менеджмента с бизнес-процессами и стратегическим планированием, формирование риск-культуры. ...
Added: October 27, 2020
The Degree of the Readiness of the Russian Insurance Market for the Transition to Solvency II
Tarasova J., Шувалова Т. В., , in: Proceedings Analytics for Management and Economics Conference (AMEC).: St. Petersburg: [б.и.], 2019. P. 23–24.
The problem of insolvency is ambiguous and requires a solution in every field of activity. Insurance is, to a larger extent, based on the mutual trust of the participants, and this is the reason for governmental control of the solvency, among other things in the new legislation. Entering the WTO means that the insurers become ...
Added: February 15, 2020
Банковское дело. Задачи и тесты/ учебное пособие. Издание 2-е, переработанное и дополненное
Pomorina M., М.: КноРус, 2019.
Пособие содержит задачи по различным направления оценки банковских рисков ...
Added: November 2, 2019
Оценка рыночного риска на основе VaR с учетом дней ожидаемой повышенной волатильности.
Berzon N. I., Смирнов А. А., Piliugin G. V., Финансы и бизнес 2018 Т. 14 № 3 С. 19–35
Nowadays investors are facing changing conditions of global financial markets and should evaluate risks correctly. The most crucial factor is market risk that defines financial stability and investment results of professional participants at financial market and its clients. One of the characteristics of American stocks are higher volatility during financial report announcements. Common VaR methodology ...
Added: November 28, 2018
History of the World Largest Financial Losses in 1972-2018
Penikas H. I., Surkov M., / Series ISSN: 2281-1346 "DEM Working Papers Series 2018-2020". 2018. No. 166.
Deregulation is often claimed to be the cause for financial distress. Thus it has to lead to financial defaults and losses. However, exact dependence is not clear. To verify it we tried to investigate the roots of world largest financial losses. As we found no source to extensively and completely cover those, we decided to ...
Added: October 16, 2018
Market risk assessment in Russian high-tech companies
Sobolev A., , in: Proceedings of XIV International scientific conference "Science in 2018".: Morrisville: Lulu Press, Inc., 2018. P. 51–54.
Advanced currency risk management as an integral part of the enterprise risk management system can deliver the best options for the corporate policy and free capital allocation in the money market, thus it can significantly improve the overall corporate efficiency in high-tech enterprises. ...
Added: February 10, 2018
Моделирование времени жизни ипотечного кредита
Румянцева Е. В., Furmanov K. K., Прикладная эконометрика 2016 Т. 41 С. 123–143
Paper is devoted to modeling risks of mortgage default and prepayment using data from large Russian mortgage agency. Various techniques of survival analysis are applied to estimate corresponding hazard functions and their relation to loan characteristics. Along with traditional, single equation regression models, split population approach is used. Special attention is paid to model selection ...
Added: June 20, 2016
Методы и модели стресс-тестирования рыночных рисков портфеля финансовых инструментов
Karminsky A. M., Серякова Е. В., Вестник МГИМО Университета 2015 № 4 (43) С. 53–63
Amid instability of financial markets and macroeconomic situation the necessity of improvingbank risk-management instrument arises. New economic reality defines the need for searching for more advanced approaches of estimating banks vulnerability to exceptional, but plausible events. Stress-testing belongs to such instruments. The paper reviews and compares the models of market risk stress–testing of the portfolio ...
Added: October 25, 2015
  • About
  • About
  • Key Figures & Facts
  • Sustainability at HSE University
  • Faculties & Departments
  • International Partnerships
  • Faculty & Staff
  • HSE Buildings
  • HSE University for Persons with Disabilities
  • Public Enquiries
  • Studies
  • Admissions
  • Programme Catalogue
  • Undergraduate
  • Graduate
  • Exchange Programmes
  • Summer University
  • Summer Schools
  • Semester in Moscow
  • Business Internship
  • Research
  • International Laboratories
  • Research Centres
  • Research Projects
  • Monitoring Studies
  • Conferences & Seminars
  • Academic Jobs
  • Yasin (April) International Academic Conference on Economic and Social Development
  • Media & Resources
  • Publications by staff
  • HSE Journals
  • Publishing House
  • iq.hse.ru: commentary by HSE experts
  • Library
  • Economic & Social Data Archive
  • Video
  • HSE Repository of Socio-Economic Information
  • HSE1993–2026
  • Contacts
  • Copyright
  • Privacy Policy
  • Site Map
Edit