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Динамический подход к управлению залоговой стоимостью обеспечения
Вестник Ленинградского государственного университета им. А.С. Пушкина. 2015. Т. 2. № 6. С. 28-35.
Khon O. D.
The article presents the dynamic approach to the collateral value management as generalization and development of the practical discount expert evaluation meth- od. This approach is the way of disclosure the main discount’s component as the fundamental basis of collateral value management.
Khon O. D., Управление экономическими системами: электронный научный журнал 2015 № 78 (6/2015)
This article remains the new changes in collateral security regulation’s rules in case of bank credit risk with its influence on bank corporate loans. ...
Added: October 27, 2016
Karminsky A. M., Козлов О. С., Управление финансовыми рисками 2014 № 1 (37) С. 20-42
Целью данной работы является сравнение кредитных рисков в розничном и корпоративном сегментах российского рынка кредитования, включающее анализ системно значимых банков и стресс-тестирование. Используются ежемесячные
данные финансовой отчетности банков в период с 2004 по 2012 гг. Предложениндикатор кредитного риска, отражающий динамику просроченной задолженности и величину резервов по ссудам. Установлено, что кредитные риски и их
чувствительность к макроэкономическим факторам ...
Added: September 12, 2014
Matsuk Z., Deari F., Lakshina V. V., Economic Annals-XXI 2016 Vol. 160 No. 7-8 P. 116-120
This paper provides an experimental study on optimal portfolio composition. Data on seven stocks, included in Ukrainian Exchange Index, for the period from January to December 2015 are considered.
The analysis covers descriptive statistics, correlation, and, finally, optimal investment weights, which are calculated using Sharpe ratio. Covariance matrix of returns is estimated by means of generalized ...
Added: October 5, 2016
Khon O. D., Управление экономическими системами: электронный научный журнал 2014 № 70 (10/2014)
The article is about discount uncovering as a dynamic element of the pledge value by the effective predication models. The value predication method consists of the multifactor regression models which is integrated in the corporate loans system. ...
Added: October 27, 2016
Brodetskiy G., Логистика и управление цепями поставок 2010 № 1(36) С. 61-68
The structure of optimal strategies that maximize the total expected profit in ser-vicing portfolio in the format of individual links in the supply chains of any regulations for postponements of payments of income and risk of relapse. For the first time draws attention to the fact that the procedure / rules of such optimization does ...
Added: October 26, 2012
Jankiewicz S., В кн. : Риски финансовой безопасности: правовой формат. : НОРМА, ИНФРА-М, 2018. Гл. 2.6. С. 149-160.
The monograph is the second book from the trilogy devoted to the study of the legal aspects ensuring the financial security of the Russian Federation. The presented work is aimed at forming an integrated and systematic approach to the theoretical and legal identification of the financial security risks essence and determining risk modifications. In the ...
Added: December 17, 2018
Господарчук Г. Г., Aistov A., Suchkova E. O., Финансы: теория и практика 2023 Т. 27 № 2 С. 108-118
Depending on the chosen business model, banks can act as both shock absorbers and crisis catalysts. In this regard, the analysis of the relationship between banks’ business models and financial cycles becomes a useful tool for diagnosing and predicting crisis phenomena. The purpose of the research is to identify the relationship between the volume of ...
Added: June 14, 2023
Vernikov A. V., / Институт экономики РАН. Серия "Научные доклады Института экономики РАН". 2014.
We use statistical data for the period 2000-2013 to compare the macro-level structure and the core institutions of the banking systems in China and Russia. ...
Added: September 26, 2014
Крылов А. А., Makarova V. A., Вестник псковского государственного университета 2014 № 4 С. 115-121
Reciprocal impact of bank and real sector of economy is considered. Analysis of current economic situation and conclusion about efficiency of these two sectors reciprocal activity is offered. ...
Added: June 17, 2014
Guseva A., Экономическая социология 2011 Т. 12 № 5 С. 30-53
The book “Into the Red: The Birth of the Credit Card Market in Postcommunist Russia” by Alya Guseva explores the emergence of the credit card industry in Russia and discusses the demand creation process for absolutely new product. The research is based both on the written sources and on interviews and archival data collected in ...
Added: July 14, 2017
Саратов : ООО "Издательство "Научная книга", 2016
В сборнике опубликованы материалы V Международной молодежной научно практической конференции «Математическое и компьютерное моделирование в эконо мике, страховании и управлении рисками». Тематика статей затрагивает круг вопросов,
связанных с экономико-математическим и компьютерным моделированием и управле нием рисками в финансовой деятельности, страховании, банковском деле, инвестиро вании, государственном управлении экономикой, бизнес-информатике и других разде лах экономико-математических знаний.
Для сотрудников банков, финансовых и страховых компаний, экономических
отделов ...
Added: February 22, 2017
Tikhomirov Y. A., Журнал российского права 2017 № 1 С. 55-62
In a complex and dynamic process of legal regulation a special role belongs to law enforcement. It is a mechanism to ensure the systemic exposure of law to socio-economic and other processess. Nevertheless, up to now the "situational-sanction" approach prevails in understanding of this phenomenon and it is reflected in the conceptual and social practices. ...
Added: February 22, 2017
Vernikov A. V., / Social Science Research Network. Series "SSRN Working Paper Series". 2013. No. 2223686.
This paper tries to assess some of the effects from industrial policy of growing state-controlled "national champions" in the Russian banking industry. We look at market concentration and competitiveness and average bank efficiency. A modified method of calculating the indicators of market concentration suggests that main segments of the market have crossed the threshold of high ...
Added: February 25, 2013
Шевелёва Н. Н., Ножичкина Л. В., АСОУ, 2017
The collection presents anti-risk programs of general education organizations of the Moscow region. The risks and ways to minimize them are presented in the context of modernization of education. ...
Added: August 27, 2017
Karminsky A. M., Sosyurko V. V., Журнал Новой экономической ассоциации 2011 № 12 С. 102-123
Article proposes comparative studies of credit ratings of the leading Russian and international rating agencies. We analyze approaches and the possibility of comparison of agencies’ rating scales. Purpose of this analysis is to propose method and describe the criteria for comparison of rating scales and the possibility of using standard econometric models. We demonstrate the ...
Added: September 27, 2012
Kechiev L., / НИУ ВШЭ. Series SCIENCE, TECHNOLOGY, INNOVATION "SCIENCE, TECHNOLOGY, INNOVATION". 2014.
The problem of standardization in the field of functional safety of electronic means is considered. The problem maintenance, the description of risks and hazards of functioning of electronic equipment is given. Data on a direction of standardization in the field of functional safety are provided. Base standards in the field of functional safety are considered. ...
Added: April 4, 2015
Kopnova E., Османова А. О., Финансы и бизнес 2023 Т. 19 № 3 С. 86-99
According to the monthly data of the eleven largest banks in Russia for 2015-2020, the dynamic relationship between deposits of individuals and loans issued has been investigated. We used econometric tools for analyzing the cointegration of random processes in the form of an error correction model estimated from panel data. It is shown that the ...
Added: October 2, 2023
Vernikov A. V., / НИУ ВШЭ. Серия WP1 "Институциональные проблемы российской экономики". 2014. № 4.
We use statistical data for the period 2000-2013 to compare the macro-level structure and the core institutions of the banking systems in China and Russia. ...
Added: November 17, 2014
Makareyko N. V., Mamay E., Вестник Воронежского государственного университета. Серия: Право 2023 № 3(54) С. 114-133
The article deals with a real, but insufficiently studied phenomenon as cyberocracy. The development of information technology has an impact on public administration. The ongoing transformation is both positive and negative. Traditionally, the emphasis is on the use of information technologies that increase the efficiency of public administration. Along with this, digital technologies contain significant ...
Added: November 15, 2023
Vernikov A. V., Desenvolvimento em debate 2015 Vol. 3 No. 2 P. 29-45
The article examines the role of the state in the Russian banking industry. ...
Added: May 31, 2016
Khristoforov I., Российская история 2015 № 3 С. 106-116
The article analyzes ideological and institutional background of the program of economic reforms, formulated in the 1850s by a group of influential Russian economists. The author traces the impact of French financial institutes and ideas (especially the saint-simonian doctrine) on this program and its realization.The article analyzes ideological and institutional background of the program of ...
Added: February 7, 2015
Penikas H. I., / Высшая школа экономики. Series FE "Financial Economics". 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 ...
Added: May 3, 2012
Peresetsky A., Karminsky A. M., Golovan S. V. et al., / Научно-исследовательский центр РЭШ. Серия WP "Препринты Научно-исследовательского центра РЭШ". 2009. № WP/2009/084.
Kazakhstan banking system is traditionally supposed to be more advanced than the Russian one. Since 2003 international accounting system was adopted in Kazakhstan and since 2005 Basel-2 norms were introduced (In Russia — no earlier than 2009). In the paper banks’ data for 2002– 2006 are used to estimate models of the banks’ technical efficiency ...
Added: June 15, 2013
Sadovnichii V. A., Akaev A., Korotayev A. et al., М. : Издательский Дом "Наука", 2014
В коллективной монографии представлены результаты моделирования развития стран БРИКС, полученные к настоящему времени в рамках исследований по проекту «Математическое моделирование глобальной и региональной динамики в условиях модернизации системы науки и образования» Программы фундаментальных исследований Президиума РАН «Экономика и социология науки и образования». ...
Added: October 23, 2014