• A
  • A
  • A
  • АБВ
  • АБВ
  • АБВ
  • A
  • A
  • A
  • A
  • A
Обычная версия сайта
  • RU
  • EN
  • HSE University
  • Publications
  • Book chapter
  • Стресс-тестирование в системе раннего оповещения о финансовых кризисах: применение к анализу устойчивости российской банковской системы
  • 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
April 30, 2026
HSE Researchers Compile Scientific Database for Studying Childrens Eating Habits
The database created at HSE University can serve as a foundation for studying children’s eating habits. This is outlined in the study ‘The Influence of Age, Gender, and Social-Role Factors on Children’s Compliance with Age-Based Nutritional Norms: An Experimental Study Using the Dish-I-Wish Web Application.’ The work has been carried out as part of the HSE Basic Research Programme and was presented at the XXVI April International Academic Conference named after Evgeny Yasin.
April 30, 2026
New Foresight Centre Study Identifies the Most Destructive Global Trends for Humankind
A team of researchers from the HSE International Research and Educational Foresight Centre has examined how global trends affect the quality of human life—from life expectancy to professional fulfilment. The findings of the study titled ‘Human Capital Transformation under the Influence of Global Trends’ were published in Foresight.
April 28, 2026
Scientists Develop Algorithm for Accurate Financial Time Series Forecasting
Researchers at the HSE Faculty of Computer Science benchmarked more than 200,000 model configurations for predicting financial asset prices and realised volatility, showing that performance can be improved by filtering out noise at specific frequencies in advance. This technique increased accuracy in 65% of cases. The authors also developed their own algorithm, which achieves accuracy comparable to that of the best models while requiring less computational power. The study has been published in Applied Soft Computing.

 

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

?

Стресс-тестирование в системе раннего оповещения о финансовых кризисах: применение к анализу устойчивости российской банковской системы

С. 71–86.
Pestova A., Солнцев О. Г.
Language: Russian
Keywords: кредитные рискибанковский секторстресс-тестированиеcredit riskbanking sectorstress-testing

In book

XIII Международная научная конференция по проблемам развития экономики и общества. В 4 кн. Кн. 2.
XIII Международная научная конференция по проблемам развития экономики и общества. В 4 кн. Кн. 2.
Кн. 2. , М.: Издательский дом НИУ ВШЭ, 2012.
Similar publications
Роль банковского сектора в ESG-трансформации российской экономики
Алексеева Д. Г., Горчаков В. Е., Данилова E. О., М.: Юстицинформ, 2025.
есть ...
Added: February 24, 2026
Статистический анализ рынка рублевых банковских депозитов в России в условиях цифровизации
Kopnova E., Османова А. О., В кн.: Цифровая экономика как драйвер экономического и социального развития: материалы IV международной научной конференции.: М.: МГИМО (У) МИД РФ, 2023. С. 130–151.
The work is devoted to the study of the ruble bank deposits market in Russia as a tool for attracting domestic monetary resources to stimulate economic growth. The analysis of the share of the studied banks in the total volume of ruble deposits made it possible to assess the concentration of the market, to identify ...
Added: January 23, 2026
Антикризисное регулирование финансовых рынков/ Под ред. Хоминич И.П., Фруминой С.В.
Хоминич И. П., Фрумина С. В., КноРус, 2025.
Pension funds play a key role in ensuring the financial stability of retirees. In Russia, the pension system consists of two main components: state pension payments provided by the Social Fund of Russia (formerly the Pension Fund of Russia) and additional voluntary savings programs implemented by non-state pension funds (NPFs). The Social Fund of Russia ...
Added: January 20, 2026
Фундаментальные и прикладные исследования в области экономики и финансов. Орел, 03 декабря 2020 года
Дмитриева Н. Ю., Аникин А. В., Ермаков А. В., Орел: Среднерусский институт управления - филиал РАНХиГС, 2020.
As a result of the Covid-19 pandemic, the dominant influence of the five largest banks in the Russian banking sector (more than 60% of the total assets and capital of the Russian banking system) has become even more pronounced, with most of them having state participation in their capital. However, the restrictions imposed as a ...
Added: October 12, 2025
Innovation management system as a factor in increasing the efficiency and sustainability of banks
Egorov A., Procedia Computer Science 2025 No. 266 P. 126–134
This article investigates the impact of innovative activity on the efficiency and financial stability of commercial banks, considering institutional factors and the role of intangible assets. An econometric analysis of panel data from 13 systemically important Russian banks between 2010 and 2022, employing a fixed effects model, reveals that an increase in investments in intangible ...
Added: September 8, 2025
Exploration and prioritization of crucial factors of artificial intelligence adoption in credit risk scoring: using the fuzzy analytical hierarchical process
Malik S., Garg M., Thomas A. et al., Business Process Management Journal 2025 Vol. 31 No. 5 P. 1703–1735
Purpose This paper aims to investigate and prioritize the critical factors that influence the adoption of artificial intelligence in credit risk assessments and scoring by banks. Design/methodology/approach A systematic literature review was carried out to identify the relevant studies. An exhaustive assessment of these studies enables us to identify criteria and sub-criteria affecting artificial intelligence adoption in banks’ ...
Added: June 30, 2025
Конкуренция в финансовом секторе – барьеры, вызовы и пути дальнейшего развития: обзор совместного семинара Банка России, РЭШ и НИУ ВШЭ
Беляков А. О., Grishchenko V., Деньги и кредит 2024 № 3 С. 106–120
In early July 2024, the 12th international seminar of the Bank of Russia, the New Economic School, and the Department of the Bank of Russia at the HSE University was held on the topic of ‘Competition in the Financial Sector – Barriers, Challenges, and Paths for Further Development’. The seminar featured presentations focused on the ...
Added: November 5, 2024
Concentration in Regional Consumer Loan Markets in the Context of Growing Digitalisation of Banking Services in Russia
Мишура А. В., Экономика региона 2024 Т. 20 № 1 С. 293–304
Due to the dominance of the largest banks, the issue of increasing concentration and monopolisation of the Russian banking sector is discussed in regards to the competition in the industry. The Bank of Russia set the task to increase competition and reduce concentration in the financial sector, including at the regional level. This task can ...
Added: August 3, 2024
Стресс-тестирование нефинансовых организаций: подход к обратной задаче на основе аналитического решения
Богомолов А. С., Dvoryashina M. M., Дранко О. И. et al., Проблемы управления 2021 № 6 С. 15–29
This paper considers an approach to stress testing of nonfinancial organizations. It includes the problem statement and a methodology for solving the reverse problem. The mathematical model is based on open-source data (the financial statements of companies). The relevance of this approach is increasing due to different-nature crises (economic crisis, the COVID-19 pandemic, etc.). The ...
Added: March 19, 2024
Математическое моделирование кредитного риска и банковское регулирование
Penikas H. I., СПб.: Издательство СПбГЭУ, 2022.
Опыт разработки международного банковского регулирования насчитывает к 2022 г. почти 50 лет. Существенная его часть относится к доминирующему риску банков -к кредитному. Особое место в регулировании кредитного риска занимают математические модели, когда при одобрении регулятора банки могут частично самостоятельно определять параметры риска и использовать их при расчетах нормативов регулирования. Однако наложенные требования на указанные модели ...
Added: July 28, 2023
  • 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