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Economic Capital Allocation for Corporate Borrowers Credit Risk Coverage
Contributions to Game Theory and Management. 2021. Vol. 14. P. 20–37.
Berezinets I., Loginova A.
Both the estimation of economic capital for bank's credit risk coverage, and the allocation of economic capital by sources in order to determine the contribution of individual elements to total credit risk play an important role in the area of risk management of a bank. The estimation of a bank's economic capital for credit risk coverage serves as a starting point in the management of a bank's credit risk, while the allocation of economic capital to cover credit risk among individual elements allows to answer the question of how individual elements contribute to the total credit risk of a bank, which makes it possible to take certain decisions on credit risk management based on the obtained results of allocation. Nowadays, there are various theoretical methods and approaches to solve this nontrivial issue. The authors of the article attempted to implement them in practice, to estimate economic capital for credit risk coverage of a commercial bank and to allocate it among elements. This problem was solved applying the Euler allocation method and kernel regression.
М.: МАКС Пресс, 2026.
The book consists of materials submitted by Russian and Foreign scientists to the Organizing
Committee of the All-Russian Round Table “Logic and Paradoxes of Modern Education Manage
ment”. The round table was held at the Faculty of Sociology of Lomonosov Moscow State University
on June 08, 2026. The texts are published in author's edition. Organizing Committee`s point of ...
Added: September 2, 2026
Proskuryakova L. N., Asia-Pacific Tech Monitor 2026 Vol. 43 No. 2 P. 13–24
Innovative financing tools and models have proved their efficiency in supporting the adoption and scale-up of emerging technologies. They have been instrumental in different regions, including the Asia-Pacific region, which stands at the forefront of technological innovation. Studies point to several persistent emerging technological constraints that include high upfront capital costs, perceived risks, and limited ...
Added: September 1, 2026
Tatarinov A., Вопросы статистики 2026 Т. 33 № 2 С. 19–39
The second part of the paper continues the examination of the new methodological provisions of the system of national accounts, building on the discussion initiated in the previous publication. It analyzes key changes in the accounting of economic transactions, with particular attention to digital services, globalization, the composition of production costs under the sum‑of‑costs valuation method, and ...
Added: September 1, 2026
Abashkin V., Abdrakhmanova G., Artemov S. V. et al., ИСИЭЗ ВШЭ, 2026.
Одиннадцатый выпуск аналитического доклада, подготовленный Институтом статистических исследований и экономики знаний Национального исследовательского университета «Высшая школа экономики» в рамках деятельности Российской кластерной обсерватории, посвящен анализу инновационного развития российских регионов на основе комплекса рейтинговых оценок. Исследование базируется на системе показателей, характеризующих социально-экономические условия инновационной деятельности, научно-технический потенциал, уровни инновационной и экспортной активности, качество региональной инновационной
политики. Используемые ...
Added: September 1, 2026
Morozkina A., Есаян М. А., Контуры глобальных трансформаций: политика, экономика, право 2025 Т. 18 № 4 С. 169–190
In the context of budget constraints, the allocation of development finance is one of the important research questions. This article proposes a study of the allocation of sovereign financing in the Eurasian region in 2008-2022 using new data (the Eurasian Fund for Stabilization and Development (EFSD) sovereign financing database). The analysis shows that the most ...
Added: August 31, 2026
СПб.: Издательство СПбГЭУ, 2025.
Вашему вниманию предлагается 19-й ежегодный сборник научных статей по вопросам региональной экономики и территориального развития.
Несмотря на сложное положение в экономике, продолжает развиваться межрегиональное сотрудничество регионов СЗФО. Активно взаимодействуют Санкт-Петербург и Ленинградская область в части развития единого транспортно-логистического комплекса. Идет формирование единого рынка труда на основе баланса трудовых ресурсов города и области. Разрабатывается единая схема размещения ...
Added: August 31, 2026
Asemota M. O., DISCOVER ARTIFICIAL INTELLIGENCE 2026 Vol. 6 Article 892
Artificial intelligence (AI) is reshaping work and human resource management, yet existing reviews largely treat competencies as secondary outcomes of AI adoption and offer limited theory-driven integration of how competency management itself is transforming. This study addresses that gap by systematically examining how competency management has evolved in AI-enabled contexts, how dominant theories explain AI-driven ...
Added: August 31, 2026
DISCOVER ARTIFICIAL INTELLIGENCE 2026 Vol. 6 Article 892
Artificial intelligence (AI) is reshaping work and human resource management, yet existing reviews largely treat competencies as secondary outcomes of AI adoption and offer limited theory-driven integration of how competency management itself is transforming. This study addresses that gap by systematically examining how competency management has evolved in AI-enabled contexts, how dominant theories explain AI-driven ...
Added: August 31, 2026
Petrov I., Journal of Economic Interaction and Coordination 2026
This paper studies a social-norm model in which agents choose effort in response to their own productivity and the efforts of their neighbours. We analyse how links between groups with different productivity levels affect equilibrium effort and derive the intergroup linking intensity that maximises aggregate effort. We work in a stylised two-group stochastic block setting ...
Added: August 30, 2026
Svetlana Grigorieva, Narmin Isaeva, Aliya Azizova et al., Journal of Corporate Finance Research 2026 Vol. 20 No. 1 P. 75–84
This paper identifies the determinants of green bonds on global markets, China and Russia and evaluates the hedging effect of these instruments. We contribute to the existing literature by (1) studying the emerging markets such as Russia and China, (2) providing comparative analysis of the impact of identical factors on green bond yields on global, ...
Added: August 29, 2026
Финагин М. И., Мирошниченко Д. В., Прикладная эконометрика 2026 Т. 82 С. 105–123
We construct a monthly indicator and produce a nowcast of nominal GDP in Russia using operational
data. The data used are bank statements and the ruble price of Russian oil. This approach
allows for the nowcast of nominal GDP ahead of official statistics by 3–5 months. Nominal GDP
data is published by Rosstat only on a quarterly basis ...
Added: August 28, 2026
Simachev Y. V., Ruzhanskaya L., Саблин К. С., ЭКО 2026 № 4 С. 55–82
Energy security concerns, environmental constraints, and competition
with other energy sources—combined with the disruption of established global value
chains—are forcing Russian coal companies to undergo transformation. Based on an
analysis of statistical data and the results of in-depth interviews with experts conducted
from August 2024 to January 2025, this study identifies the main challenges facing
the development of Russia’s coal ...
Added: August 28, 2026
Kazun A., Девятников В. Ю., Белов М. Д., Вопросы теоретической экономики 2026 Т. 3 № 32 С. 115–135
Как понять, хорош адвокат или нет? В данной статье мы описываем методологию, позволяющую измерять качество юридической помощи через разницу между тем, что предсказывает модель машинного обучения по объективным характеристикам дела, и тем, чем дело закончилось в реальности. Мы исходим из предпосылки, что если у адвоката дела стабильно заканчиваются лучше ожидаемого, то он делает свою работу хорошо. ...
Added: August 28, 2026
Melnik D. V., Вопросы теоретической экономики 2026 № 3 С. 65–82
Luigi Einaudi (1874–1961) was a prominent economist who made theoretical contributions to the Italian school of public finance, an influential professor, a brilliant publicist, and an outstanding statesman who served as president of the nation from 1948 to 1955, and whose activities laid the foundations for the institution of the presidency of the Italian Republic. ...
Added: August 27, 2026
Lysenok N., Финансовый журнал 2026 Т. 18 № 4 С. 45–63
The article discusses the application of clustering methods to form an optimal investment portfolio
that allows the investor to achieve an effective risk-reward ratio. Three popular clustering methods,
K-Means, MeanShift, and DBSCAN, are examined. The article focuses on the DBSCAN clustering method
and highlights its advantages over other clustering methods in the context of financial data analysis.
DBSCAN is ...
Added: August 27, 2026
Panova A., Ostrovnaya M., Demokratizatsiya: The Journal of Post-Soviet Democratization 2026 Vol. 34 No. 2 P. 199–226
Local authorities can crucially affect the economic performance of public organizations. Using data on the Moscow region, we analyze the unique case of a huge, socio-economically homogeneous region with differing political environments. We examine how the political characteristics of local authorities influence state schools’ decisions on whether to outsource non-core activities, in this case food ...
Added: August 27, 2026
Шарко О. В., Шарко Е.Р., Маркетинг в России и за рубежом 2026 Т. 2 № 172 С. 71–79
The paper analyses scholarly understanding of consumer behaviour in e-commerce by synthesizing recent advances in digital marketing, the dynamics of online retail platforms, and empirical models of customer interaction. The research outcomes include a detailed comprehension of the mechanisms underlying customer loyalty, empirical data on the multidimensional factors influencing platform preferences, and methodological innovations applicable ...
Added: August 26, 2026
Vlada Shenevskaia, Sergey Grishunin, Alyona Astakhova, , in: Proceedings of the 44th Eurasia Business and Economics Society Conference, Istanbul 2023. Eurasian Business and Economics Perspectives. (EBES, volume 31).: Switzerland: Springer, 2024. P. 209–229.
The study focuses on estimating the creditworthiness of industrial enterprises in the Eurozone and North America, using a sample of 122 companies from 2008 to 2022. The data framework consists of annual financial, macroeconomic, and ESG risk factors. The paper’s principal contribution lies in a comparative examination of advanced modelling approaches for assessing the credit ...
Added: June 28, 2026
Semenova M., Loginova Y., Balsevich A. A., Pacific-Basin Finance Journal 2026 Vol. 97 Article 103118
This paper examines the effect of board gender diversity on bank performance during the COVID-19 crisis. Using a panel dataset of 173 European banks spanning the period 2010–2022, we find that the presence of female directors on bank boards is positively associated with profitability and solvency during the pandemic period. The positive impact is more ...
Added: February 22, 2026
Sizykh D., Kovalev R., Sizykh N., , in: 2024 17th International Conference on Management of Large-Scale System Development (MLSD).: IEEE, 2024. P. 1–5.
To improve the assessment model of credit risk by Merton for Russian financial market using the Monte Carlo simulation method and the SARIMA model for data forecasting. Nowadays, there are many methods of the assessment use in European countries. However, the applications of these methods may lead to inaccurate forecasts. In this work, modern methods ...
Added: January 15, 2025
Afanasev V., Финансы и бизнес 2024 Vol. 20 No. 3 P. 71–88
The conventional approach to default prediction implies using financial ratios as predictors. This paper provides evidence for improvement in the quality of default prediction for auto repair firms if non-financial data is included in the models. The study uses a sample of more than 200 firms, which defaulted in 2018–2023 and 10 healthy peers samples ...
Added: October 2, 2024
Penikas H. I., / Банк России. Серия доклады Банка России "Серия докладов об экономических исследованиях". 2024.
In 2016, the Bank of Russia developed two ordinances to set forth a procedure using a limited sample of loans to conclude whether the level of loss provisions in the portfolio of uniform loans is sufficient or not and whether the bank’s capital is adequate.
The existing procedure of reserve sufficiency evaluation previews as a rule considering only a part of the loan portfolio and transfer (extrapolation) of the provision thus assessed for the overall portfolio. Moreover, the acting approach to define the minimum loan sample size assumes the absence of the default correlation.
Author’s contribution ...
Added: June 1, 2024
Yuliana Loginova, Semenova M., / Series WP BRP "Financial Economics". 2024. No. 94/FE/2024.
This paper explores the impact of board gender diversity on bank performance during the
COVID-19 crisis. Using data from 87 European banks from 2015 to 2021, we show that the
presence of women on bank boards had a positive impact on bank profitability during the
COVID-19 crisis. This effect is more pronounced in countries where the morbidity rate ...
Added: February 14, 2024
Arkhipova N., Karminsky A. M., Procedia Computer Science 2023 Vol. 221 P. 1091–1098
This paper investigates and defines the concept of "credit behavior". A number of factors influencing credit behaviour of the population were identified. Among them are economic factors, e.g. income and expenses, debt burden, unemployment, interest rates, etc. Another important group of factors impacting credit behavior is social aspects, i.e. level of education, social status, financial and digital ...
Added: November 17, 2023