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  • Оценка адекватности фонда страхования вкладов на основе анализа кредитного риска
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News
June 19, 2026
HSE Researchers Determine Which Internet Users Are More Likely to Fact-Check
Researchers at HSE University examined the strategies employed by Russian internet users to verify unreliable information and the factors that motivate them to do so. The study found that more than half of users who encounter potentially false information online attempt to verify it by locating the original source. The likelihood of fact-checking is influenced by several factors, including age, place of residence, social status, information literacy skills, and the use of AI. The findings have been published in Monitoring of Public Opinion: Economic and Social Changes.
June 5, 2026
'Im Used to Producing Distilled Knowledge'
Ivan Rubachev works in a HSE University laboratory established jointly with Yandex Research, where he focuses on machine learning with tabular data. In this interview with the HSE Young Scientists project, he discusses why following a vibe can be better than goal-setting, explains the concept of the Neural Turing Machine, and argues why withholding scientific knowledge is counterproductive.
June 17, 2026
Population Lifespan Is Governed by Mathematical Laws
Researchers at HSE University and MSU have established a universal law governing the time to extinction of a population in a random environment. Their analysis of the evolution of branching processes—complex probabilistic systems—shows that, regardless of the initial population size, extinction follows strict mathematical laws. The results have been published in the Journal of Applied Probability.

 

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Оценка адекватности фонда страхования вкладов на основе анализа кредитного риска

Страховое дело. 2011. № 4. С. 35–47.
Smirnov S. N.

The paper suggests an original credit-risk based model for deposit insurance fund adequacy assessment. The fund is treated as a portfolio of contingent liabilities to the insured deposit-holders. The fund adequacy assessment problem is treated as an economic capital adequacy problem. Implied credit rating is used as the target indicator of solvency. This approach is consistent with the contemporary risk management paradigm and the recommendations of the Basel II Capital Accord. The target level of the fund corresponding to the target solvency standard is estimated in a Monte Carlo simulation framework using the actual data on the Russian banking system covering 1998-2005. Author acknowledges the generous support and fruitful discussions with representatives of the Russian Deposit Insurance Agency. The author expresses his personal views and not the views of the Agency.

Priority areas: economics
Language: Russian
Full text
Keywords: страхование вкладовкредитный рискcredit riskeconomic capitaldeposit insurancemplied credit ratingMonte Carlo methodвмененный кредитный рейтингметод статистических испытаний
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