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Credit Default Swaps and CDS-Bond Basis with Russian Companies : A Review and an Analysis of the Effects of the Short Selling Ban During the Second Great Contraction (Кредитные Сво...

Fantazzini, Dean - 2015

English Abstract: This paper reviews the theory of Credit Default Swaps (CDS), the main characteristics of the CDS market, and how to estimate the non-default component of the yield spreads as the basis between the actual CDS premium and the hypothetical CDS premium implied by bond yields. We...

Persistent link: https://www.econbiz.de/10013037117

Рынок микрофинансирования : итоги 2021 г. и перспективы развития (Microfinance Market: 2021 Outcome and Development Prospects)

Zubov, Sergey - 2022

Russian Abstract: В 2021 г. стабилизация макроэкономической ситуации вызвала рост объемов рынка микрофинансирования и результатов деятельности микрофинансовых...

Persistent link: https://www.econbiz.de/10013406912

Experience in Developing Early Warning System for Financial Crises and the Forecast of Russian Banking Sector Dynamic in 2012

Solntsev, O.; Mamonov, M.; Pestova, A.; Magomedova, Z. - In: Journal of the New Economic Association (2011) 12, pp. 41-76

The article summarizes the key results of researches in the field of early warning systems for financial crises, conducted by the Center for Macroeconomic Analysis and Short-Term Forecasting (CMASF) since 2005. The proposed early warning system consists of three major blocks: the leading...

Persistent link: https://www.econbiz.de/10009422045

Справедливая Стоимость На Финансовых Рынках : Пятьдесят Оттенков Справедливости (Fair Value in Finance: Fifty Shades of Fairness)...

Volkova, Olga N. - 2018

Russian Abstract: В статье проведен анализ содержания концепта справедливой стоимости, практик и последствий его применения в учете и финансах, его соотнесения с...

Persistent link: https://www.econbiz.de/10012930747

Финансијализација као узрочник и мултипликатор кризе (Financialization as a Cause and Multiplier of the Crises)

Bukvic, Rajko - 2019

English Abstract: The paper deals with financialization as a process of converting financial capital into fictive and virtual capital, and its separation from the real, productive sphere. It points to the enormous growth of the financial sector during the last decades of the 20th and the...

Persistent link: https://www.econbiz.de/10012871173

Эволюция инструментов и подходов в рамках расширенной Глобальной сети финансовой безопасности в ответ на кризис COVID-19 (Evolution of Tools and Approaches within the Enlarged Glob...

Vinokurov, Evgeny; Levenkov, Artem; Vasiliev, Gennady; … - 2021

The English version of this paper can be found at http://ssrn.com/abstract=3941743Russian Abstract: ЕФСР продолжает серию рабочих документов о функционировании Глобальной сети финансовой безопасности...

Persistent link: https://www.econbiz.de/10013322519

Евразийский фонд стабилизации и развития : региональный финансовый механизм и его место в Глобальной сети финансовой безопасности (The Eurasian Fund for Stabilization and Developme...

Vinokurov, Evgeny; Efimov, Alexander; Levenkov, Artem - 2022

Russian Abstract: Целью первого опубликованного рабочего документа является устранение пробелов в понимании динамики развития ЕФСР и его роли в Глобальной сети...

Persistent link: https://www.econbiz.de/10013294403

Глобальная сеть финансовой безопасности в Евразии : доступность источников стабилизационного финансирования в Армении, Беларуси, Кыргызстане и Таджикистане (Global Financial Safety...

Vinokurov, Evgeny; Levenkov, Artem; Vasiliev, Gennady - 2022

Russian Abstract: В представленном аналитическом документе учтены шесть источников антикризисного финансирования - международные резервы, своп-соглашения, ЕФСР, МВФ,...

Persistent link: https://www.econbiz.de/10013294879

Testing for Competition in the Russian Banking Sector within Panzar-Rosse approach: theoretical and empirical framework

Mamonov, Mikhail - In: Applied Econometrics 20 (2010) 4, pp. 3-27

This paper investigates the influence of both concentration and foreign banks expansion in Russian banking sector on the level of its competition. The estimation of competition is based on widely used non-structural methodology of Panzar-Rosse H-statistic (Rosse, Panzar, 1977; Panzar, Rosse, 1987)...

Persistent link: https://www.econbiz.de/10009018296

Nonparametric estimates of technical efficiency of Russian banks and crisis impact

Nazin, Vladimir - In: Applied Econometrics 20 (2010) 4, pp. 28-52

The topic of the research is the impact of the financial crisis on Russian banking system. The subject is nonparametric technical efficiency estimates obtained by Date Envelopment Analysis (DEA). Efficiency estimates are compared across different groups of banks: banks with foreign shareholders...

Persistent link: https://www.econbiz.de/10009318576