Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Ella Khromova"'
Autor:
Alexander M. Karminsky, Ella Khromova
Publikováno v:
Russian Journal of Economics, Vol 4, Iss 2, Pp 155-174 (2018)
The paper is aimed at comparing the divergence of existing credit risk models and creating a synergic model with superior forecasting power based on a rating model and probability of default model of Russian banks. The paper demonstrates that rating
Externí odkaz:
https://doaj.org/article/0097e4fd9f2c47b3bdb8031089053e0f
Publikováno v:
Procedia Computer Science. 214:817-824
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::03493c4e7718bd18989aadfdaffa0210
https://doi.org/10.1016/j.procs.2022.11.246
https://doi.org/10.1016/j.procs.2022.11.246
Autor:
Ella Khromova
Publikováno v:
Journal of Corporate Finance Research / Корпоративные Финансы | ISSN: 2073-0438. 14:31-46
Investors are interested in a quantitative measure of banks’ credit risk. This paper maps the credit ratings of Russian banks to default probabilities for different time horizons by constructing an empirical dynamic calibration scale. As such, we c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8dc22760c993e58a4098112698ec0438
https://doi.org/10.17323/j.jcfr.2073-0438.14.4.2020.31-46
https://doi.org/10.17323/j.jcfr.2073-0438.14.4.2020.31-46
Publikováno v:
Eurasian Studies in Business and Economics ISBN: 9783030774370
The work is devoted to credit risk modeling of international banks by constructing ordered logistic models of credit ratings assigned by the agencies: Moody’s, Standard & Poor’s, and Fitch ratings. It was demonstrated that mapping the credit rati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::af928eb51b98c1b453f2b50fed00c0fc
https://doi.org/10.1007/978-3-030-77438-7_9
https://doi.org/10.1007/978-3-030-77438-7_9
Autor:
Ella Khromova, Alexander Karminsky
Publikováno v:
Eurasian Economic Review. 6:341-363
The aim of this paper is to construct a reliable banks’ rating model for the main international agencies based on public information for the potential practical use. The Bankscope database for the period from 1996 to 2011 was used in the research.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6ff4198614214abb87bbfa94a560b169
https://doi.org/10.1007/s40822-016-0058-5
https://doi.org/10.1007/s40822-016-0058-5
Autor:
Alexander Karminsky, Ella Khromova
Publikováno v:
Russian Journal of Economics 4(2): 155-174
Russian Journal of Economics, Vol 4, Iss 2, Pp 155-174 (2018)
Russian Journal of Economics, Vol 4, Iss 2, Pp 155-174 (2018)
The paper is aimed at comparing the divergence of existing credit risk models and creating a synergic model with superior forecasting power based on a rating model and probability of default model of Russian banks. The paper demonstrates that rating
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::84480e49280cd94c6f0311fcb34394a4
https://zenodo.org/record/2535001
https://zenodo.org/record/2535001
Autor:
Alexander Karminsky, Ella Khromova
Publikováno v:
Procedia Computer Science. :201-210
The aim of this paper is to construct a reliable model based on public information for the practical usage of interested agents, regulators and banks themselves. During the work, a table of representative variables that have potential influence on ra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a8a70f6559f5f7f3640c2e6ace3d233c