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Alexandr M. Karminsky

Personal Details

First Name:Alexandr
Middle Name:M.
Last Name:Karminsky
Suffix:
RePEc Short-ID:pka794
http://www.hse.ru/org/persons/3545842

Affiliation

Faculty of Economics
National Research University Higher School of Economics

Moscow, Russia
http://economics.hse.ru/

: +7(495)7713232
+7(495)6287931
Moscow 101987, Myasnitskaya street, 20
RePEc:edi:fehseru (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Alexander Karminsky, 2016. "Rating models: emerging market distinctions," Papers 1607.02422, arXiv.org.
  2. Agata M. Lozinskaia & Evgeniy M. Ozhegov & Alexander M. Karminsky, 2016. "Discontinuity in Relative Credit Losses: Evidence from Defaults on Government-Insured Residential Mortgages," HSE Working papers WP BRP 55/FE/2016, National Research University Higher School of Economics.
  3. Alexander Karminsky & Alexander Kostrov & Taras Murzenkov, 2012. "Comparison of default probability models: Russian experience," HSE Working papers WP BRP 06/FE/2012, National Research University Higher School of Economics.
  4. Richard Hainsworth & Alexander Karminsky & Vasily Solodkov, 2012. "Arm's Length Method for Comparing Rating Scales," HSE Working papers WP BRP 01/FE/2012, National Research University Higher School of Economics.
  5. Peresetsky, A. A. & Karminsky, A. M., 2011. "Models for Moody’s bank ratings," MPRA Paper 34864, University Library of Munich, Germany.
  6. Golovan, Sergei & Karminsky, Alexandr & Peresetsky, Anatoly, 2008. "Эффективность Российских Банков С Точки Зрения Минимизации Издержек, С Учетом Факторов Риска
    [Cost efficiency of Russian banks. Models with risk factors]
    ," MPRA Paper 56357, University Library of Munich, Germany.
  7. Peresetsky, A.A. & Karminsky, A.M. & Golovan, S.V., 2007. "Russian banks' private deposit interest rates and market discipline," BOFIT Discussion Papers 2/2007, Bank of Finland, Institute for Economies in Transition.
  8. Peresetsky, А. А. & Karminsky, A. M. & van Soest, A. H. O., 2004. "Моделирование Рейтингов Российских Банков
    [Modeling Russian Banks Ratings]
    ," MPRA Paper 34630, University Library of Munich, Germany.
  9. Peresetsky, Anatoly & Karminsky, Alexandr & Golovan, Sergei, 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland, Institute for Economies in Transition.
  10. van Soest, A.H.O. & Peresetsky, A. & Karminsky, A.M., 2003. "An Analysis of Ratings of Russian Banks," Discussion Paper 2003-85, Tilburg University, Center for Economic Research.

Articles

  1. Alexander Karminsky & Alexander Kostrov, 2015. "Erratum to: The probability of default in Russian banking," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 5(2), pages 369-370, December.
  2. Karminsky, A. & Morgunov, A. & Bogdanov, P., 2015. "The Assessment of Default Probability for the Project Finance Transactions," Journal of the New Economic Association, New Economic Association, vol. 26(2), pages 99-122.
  3. Alexander M. Karminsky & Oleg S. Kozlov, 2015. "Stress Testing of Retail and Corporate Segments of Russian Credit Market," International Journal of Management Science and Business Administration, Inovatus Services Ltd., vol. 1(10), pages 7-19, September.
  4. Alexander Karminsky & Alexander Kostrov, 2014. "The probability of default in Russian banking," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(1), pages 81-98, June.
  5. Alexander Karminsky & Richard Hainsworth & Vasily Solodkov, 2013. "Arm’s Length Method for Comparing Rating Scales," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 114-135, December.
  6. Karminsky, A. & Kostrov, A., 2013. "Modeling the Default Probabilities of Russian Banks: Extended Abillities," Journal of the New Economic Association, New Economic Association, vol. 17(1), pages 64-86.
  7. Karminsky, A., 2013. "Developing a Toolkit for the Mega-Regulator," Journal of the New Economic Association, New Economic Association, vol. 19(3), pages 146-149.
  8. Karminsky, A. & Sosyurko, V., 2011. "Comparison of Bank Credit Ratings for Various Agencies," Journal of the New Economic Association, New Economic Association, issue 12, pages 102-123.
  9. Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.
  10. Aivazian, Sergey & Golovan, Sergey & Karminsky, Alexander & Peresetsky, Anatoly, 2011. "An approach to ratings mapping," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 23(3), pages 13-40.
  11. Anatoly Peresetsky, Alexander Karminsky, 2011. "Models for Moody’s Bank Ratings," Frontiers in Finance and Economics, SKEMA Business School, vol. 8(1), pages 88-110, April.
  12. Alexandr Karminsky & Anatoly Peresetsky, 2009. "Ratings as Measure of Financial Risk: Evolution, Function and Usage," Journal of the New Economic Association, New Economic Association, issue 1-2, pages 86-102.
  13. Karminsky, Alexandr & Peresetsky, Anatoly, 2007. "Models of Banks Ratings," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 5(1), pages 3-19.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Alexander Karminsky & Alexander Kostrov & Taras Murzenkov, 2012. "Comparison of default probability models: Russian experience," HSE Working papers WP BRP 06/FE/2012, National Research University Higher School of Economics.

    Cited by:

    1. Mikhail Mamonov, 2013. "Bad management, skimping, or both? The relationship between cost efficiency and loan quality in Russian banks," HSE Working papers WP BRP 19/FE/2013, National Research University Higher School of Economics.
    2. Mamonov, Mikhail, 2012. "The impact of market power of Russian banks on their credit risk tolerance: A panel study," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 28(4), pages 85-112.

  2. Richard Hainsworth & Alexander Karminsky & Vasily Solodkov, 2012. "Arm's Length Method for Comparing Rating Scales," HSE Working papers WP BRP 01/FE/2012, National Research University Higher School of Economics.

    Cited by:

    1. Alexander Karminsky & Richard Hainsworth & Vasily Solodkov, 2013. "Arm’s Length Method for Comparing Rating Scales," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 114-135, December.
    2. Themistokles Lazarides & Evaggelos Drimpetas, 2016. "Defining the factors of Fitch rankings in the European banking sector," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 315-339, August.
    3. Alexander M. Karminsky & Ella Khromova, 2016. "Modelling banks’ credit ratings of international agencies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 341-363, December.
    4. Alexander Karminsky & Alexander Kostrov, 2014. "The probability of default in Russian banking," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(1), pages 81-98, June.

  3. Peresetsky, A. A. & Karminsky, A. M., 2011. "Models for Moody’s bank ratings," MPRA Paper 34864, University Library of Munich, Germany.

    Cited by:

    1. Alexander Karminsky & Richard Hainsworth & Vasily Solodkov, 2013. "Arm’s Length Method for Comparing Rating Scales," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 114-135, December.
    2. Antzoulatos, Angelos A. & Tsoumas, Chris, 2014. "Institutions, moral hazard and expected government support of banks," Journal of Financial Stability, Elsevier, vol. 15(C), pages 161-171.
    3. Volkova, Olga & Lvova, Irina, 2016. "Effect of financial indicators on international ratings of russian banks," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 177-195, February.
    4. Alexander M. Karminsky & Ella Khromova, 2016. "Modelling banks’ credit ratings of international agencies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 341-363, December.
    5. Fidrmuc, Jarko & Süß, Philipp Johann, 2009. "The Outbreak of the Russian Banking Crisis," Discussion Papers in Economics 10996, University of Munich, Department of Economics.
    6. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
    7. Petr Gurný & Martin Gurný, 2013. "Comparison of Credit Scoring Models on Probability of Default Estimation for Us Banks," Prague Economic Papers, University of Economics, Prague, vol. 2013(2), pages 163-181.
    8. Alexander Karminsky, 2016. "Rating models: emerging market distinctions," Papers 1607.02422, arXiv.org.
    9. Karminsky, A. & Sosyurko, V., 2011. "Comparison of Bank Credit Ratings for Various Agencies," Journal of the New Economic Association, New Economic Association, issue 12, pages 102-123.

  4. Golovan, Sergei & Karminsky, Alexandr & Peresetsky, Anatoly, 2008. "Эффективность Российских Банков С Точки Зрения Минимизации Издержек, С Учетом Факторов Риска
    [Cost efficiency of Russian banks. Models with risk factors]
    ," MPRA Paper 56357, University Library of Munich, Germany.

    Cited by:

    1. Mikhail Mamonov & Andrei Vernikov, 2015. "Bank Ownership And Cost Efficiency In Russia, Revisited," HSE Working papers WP BRP 46/FE/2015, National Research University Higher School of Economics.

  5. Peresetsky, A.A. & Karminsky, A.M. & Golovan, S.V., 2007. "Russian banks' private deposit interest rates and market discipline," BOFIT Discussion Papers 2/2007, Bank of Finland, Institute for Economies in Transition.

    Cited by:

    1. Zuzana Fungáčová & Laura Solanko, 2009. "Risk-taking by Russian banks: Do location, ownership and size matter?," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
    2. Berger, Allen N. & Hasan, Iftekhar & Korhonen, Iikka & Zhou, Mingming, 2010. "Does diversification increase or decrease bank risk and performance? : Evidence on diversification and the risk-return tradeoff in banking," BOFIT Discussion Papers 9/2010, Bank of Finland, Institute for Economies in Transition.
    3. Semenova Maria, 2007. "How depositors discipline banks: the case of Russia," EERC Working Paper Series 07-02e, EERC Research Network, Russia and CIS.
    4. Andrievskaya & Semenova, 2015. "Market Discipline in the Interbank Market: Evidence from Russia," Eastern European Economics, Taylor & Francis Journals, vol. 53(2), pages 69-98, March.
    5. Harrison, Barry & Vymyatnina, Yulia, 2007. "Currency substitution in a de-dollarizing economy : the case of Russia," BOFIT Discussion Papers 3/2007, Bank of Finland, Institute for Economies in Transition.
    6. Maria Semenova & Andrey Shapkin, 2016. "Currency Shifts as a Market Discipline Device: The Case of the Russian Market for Personal Deposits," HSE Working papers WP BRP 57/FE/2016, National Research University Higher School of Economics.
    7. Andrievskaya, Irina & Semenova, Maria, 2013. "Market discipline and the Russian interbank market," BOFIT Discussion Papers 29/2013, Bank of Finland, Institute for Economies in Transition.

  6. Peresetsky, А. А. & Karminsky, A. M. & van Soest, A. H. O., 2004. "Моделирование Рейтингов Российских Банков
    [Modeling Russian Banks Ratings]
    ," MPRA Paper 34630, University Library of Munich, Germany.

    Cited by:

    1. Федорова Е.А. & Гиленко Е.В., 2013. "Применение Моделей Бинарного Выбора Для Прогнозирования Банкротства Банков," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 49(1), pages 106-118, январь.

  7. Peresetsky, Anatoly & Karminsky, Alexandr & Golovan, Sergei, 2004. "Probability of default models of Russian banks," BOFIT Discussion Papers 21/2004, Bank of Finland, Institute for Economies in Transition.

    Cited by:

    1. Fabian Schupp & Leonid Silbermann, 2017. "The Role of Structural Funding for Stability in the German Banking Sector," MAGKS Papers on Economics 201717, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    2. Claeys, Sophie, 2005. "Optimal regulatory design for the Central Bank of Russia," BOFIT Discussion Papers 7/2005, Bank of Finland, Institute for Economies in Transition.
    3. Zuzana Fungacova & Laurent Weill, 2010. "How Market Power Influences Bank Failures Evidence from Russia," Working Papers of LaRGE Research Center 2010-08, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
    4. A.O. Karas & Andrei Vernikov, 2016. "Russian Bank Database : Birth and Death, Location, Mergers, Deposit Insurance Participation, State and Foreign Ownership," Working Papers 16-04, Utrecht School of Economics.
    5. Schupp, Fabian & Silbermann, Leonid, 2017. "The role of structural funding for stability in the German banking sector," Discussion Papers 03/2017, Deutsche Bundesbank.
    6. Fidrmuc, Jarko & Süß, Philipp Johann, 2009. "The Outbreak of the Russian Banking Crisis," Discussion Papers in Economics 10996, University of Munich, Department of Economics.
    7. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
    8. Karas, Alexei & Schoors, Koen & Lanine, Gleb, 2008. "Liquidity matters : evidence from the Russian interbank market," BOFIT Discussion Papers 19/2008, Bank of Finland, Institute for Economies in Transition.
    9. Salvador Marín Hernández & Ester Gras Gil & Marcos Antón Renart, 2011. "Financial information and restructuring of spanish savings banks in a context of crisis. Changes in the regulation; content and evolution of FROB," CIRIEC-España, revista de economía pública, social y cooperativa, CIRIEC-España, issue 73, pages 99-126, October.
    10. Münür Yayla & Alper Hekimoglu & Mahmut Kutlukaya, 2008. "Financial Stability of the Turkish Banking Sector," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 2(1), pages 9-26.
    11. Pavel Trunin & M. Kamenskih, 2007. "Monitoring Financial Stability In Developing Economies (Case of Russia)," Research Paper Series, Gaidar Institute for Economic Policy, issue 111.
    12. Enrico Marelli & Elena S. Vakulenko, 2014. "Youth Unemployment In Italy And Russia: Aggregate Trends And The Role Of Individual Determinants," HSE Working papers WP BRP 74/EC/2014, National Research University Higher School of Economics.
    13. Alexander Karminsky & Alexander Kostrov, 2014. "The probability of default in Russian banking," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(1), pages 81-98, June.
    14. Maiya Anokhina & Henry Penikas & Victor Petrov, 2014. "Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia," DEM Working Papers Series 085, University of Pavia, Department of Economics and Management.
    15. Yelena Gurova, 2014. "Stability Of The Regional Banking Systems In The Crisis And Post-Crisis Periods," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(4), pages 237-245.
    16. Bakaykina, Anna, 2015. "The estimation of the competitiveness of SME financing programs of development banks in Russia," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 40(4), pages 106-128.
    17. Karminsky, A. & Morgunov, A. & Bogdanov, P., 2015. "The Assessment of Default Probability for the Project Finance Transactions," Journal of the New Economic Association, New Economic Association, vol. 26(2), pages 99-122.
    18. Mäkinen, Mikko & Solanko, Laura, 2017. "Determinants of bank closures : Do changes of CAMEL variables matter?," BOFIT Discussion Papers 16/2017, Bank of Finland, Institute for Economies in Transition.
    19. Konstandina Natalia, 2006. "Probability of Bank Failure: The Russian Case," EERC Working Paper Series 06-01e, EERC Research Network, Russia and CIS.
    20. Schupp, Fabian & Silbermann, Leonid, 2017. "The Role of Structural Funding for Stability in the German Banking Sector," Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168166, Verein für Socialpolitik / German Economic Association.
    21. Alexander Karminsky & Alexander Kostrov & Taras Murzenkov, 2012. "Comparison of default probability models: Russian experience," HSE Working papers WP BRP 06/FE/2012, National Research University Higher School of Economics.
    22. Peresetsky, A.A. & Karminsky, A.M. & Golovan, S.V., 2007. "Russian banks' private deposit interest rates and market discipline," BOFIT Discussion Papers 2/2007, Bank of Finland, Institute for Economies in Transition.
    23. Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.
    24. Salnikov, V. & Mogilat, A. & Maslov, I., 2012. "Stress Testing for Russian Real Sector: First Approach," Journal of the New Economic Association, New Economic Association, vol. 16(4), pages 46-70.
    25. Peresetsky, Anatoly, 2013. "Modeling reasons for Russian bank license withdrawal: Unaccounted factors," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 30(2), pages 49-64.
    26. Karminsky, A. & Kostrov, A., 2013. "Modeling the Default Probabilities of Russian Banks: Extended Abillities," Journal of the New Economic Association, New Economic Association, vol. 17(1), pages 64-86.
    27. Sergey Drobyshevsky & Andrey Zubarev, 2011. "Sustainability of Russian Banks in 2007-2009," Research Paper Series, Gaidar Institute for Economic Policy, issue 155P.

  8. van Soest, A.H.O. & Peresetsky, A. & Karminsky, A.M., 2003. "An Analysis of Ratings of Russian Banks," Discussion Paper 2003-85, Tilburg University, Center for Economic Research.

    Cited by:

    1. Aivazian, Sergey & Golovan, Sergey & Karminsky, Alexander & Peresetsky, Anatoly, 2011. "An approach to ratings mapping," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 23(3), pages 13-40.
    2. Anatoly Peresetsky, Alexander Karminsky, 2011. "Models for Moody’s Bank Ratings," Frontiers in Finance and Economics, SKEMA Business School, vol. 8(1), pages 88-110, April.
    3. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
    4. Alexei Karas & William Pyle & Koen Schoors, 2010. "How do Russian depositors discipline their banks? Evidence of a backward bending deposit supply function," Oxford Economic Papers, Oxford University Press, vol. 62(1), pages 36-61, January.
    5. Ошерович Инна Львовна, 2015. "Анализ вероятностных соответствий меж ду рейтингами ведущих меж дународных компаний Moody’s, Fitch и standard&poor’s," Вестник Финансового университета, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 3 (87), pages 136-148.
    6. Alexei Karas & William Pyle & Koen Schoors, 2009. "The Effect of Deposit Insurance on Market Discipline:Evidence from a Natural Experiment on Deposit Flows," Middlebury College Working Paper Series 0905, Middlebury College, Department of Economics.
    7. Peresetsky, A.A. & Karminsky, A.M. & Golovan, S.V., 2007. "Russian banks' private deposit interest rates and market discipline," BOFIT Discussion Papers 2/2007, Bank of Finland, Institute for Economies in Transition.
    8. Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.

Articles

  1. Alexander Karminsky & Alexander Kostrov, 2014. "The probability of default in Russian banking," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 4(1), pages 81-98, June.

    Cited by:

    1. Chau H. A. Le, 2016. "Macro-financial linkages and bank behaviour: evidence from the second-round effects of the global financial crisis on East Asia," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 365-387, December.
    2. Alexander M. Karminsky & Ella Khromova, 2016. "Modelling banks’ credit ratings of international agencies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 341-363, December.
    3. Maiya Anokhina & Henry Penikas & Victor Petrov, 2014. "Identifying SIFI Determinants for Global Banks and Insurance Companies: Implications for D-SIFIs in Russia," DEM Working Papers Series 085, University of Pavia, Department of Economics and Management.
    4. Yelena Gurova, 2014. "Stability Of The Regional Banking Systems In The Crisis And Post-Crisis Periods," Economy of region, Centre for Economic Security, Institute of Economics of Ural Branch of Russian Academy of Sciences, vol. 1(4), pages 237-245.
    5. Mäkinen, Mikko & Solanko, Laura, 2017. "Determinants of bank closures : Do changes of CAMEL variables matter?," BOFIT Discussion Papers 16/2017, Bank of Finland, Institute for Economies in Transition.

  2. Alexander Karminsky & Richard Hainsworth & Vasily Solodkov, 2013. "Arm’s Length Method for Comparing Rating Scales," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 114-135, December.
    See citations under working paper version above.
  3. Karminsky, A. & Kostrov, A., 2013. "Modeling the Default Probabilities of Russian Banks: Extended Abillities," Journal of the New Economic Association, New Economic Association, vol. 17(1), pages 64-86.

    Cited by:

    1. Bakaykina, Anna, 2015. "The estimation of the competitiveness of SME financing programs of development banks in Russia," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 40(4), pages 106-128.
    2. Karminsky, A. & Morgunov, A. & Bogdanov, P., 2015. "The Assessment of Default Probability for the Project Finance Transactions," Journal of the New Economic Association, New Economic Association, vol. 26(2), pages 99-122.
    3. Mamonov, Mikhail, 2017. "«Holes» in the Capital of Failed Russian Banks: Old Indicators and New Hypotheses," Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 1, pages 166-199, February.

  4. Karminsky, A. & Sosyurko, V., 2011. "Comparison of Bank Credit Ratings for Various Agencies," Journal of the New Economic Association, New Economic Association, issue 12, pages 102-123.

    Cited by:

    1. Alexander Karminsky & Richard Hainsworth & Vasily Solodkov, 2013. "Arm’s Length Method for Comparing Rating Scales," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 114-135, December.

  5. Anatoly Peresetsky & Alexandr Karminsky & Sergei Golovan, 2011. "Probability of default models of Russian banks," Economic Change and Restructuring, Springer, vol. 44(4), pages 297-334, November.
    See citations under working paper version above.
  6. Aivazian, Sergey & Golovan, Sergey & Karminsky, Alexander & Peresetsky, Anatoly, 2011. "An approach to ratings mapping," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 23(3), pages 13-40.

    Cited by:

    1. Alexander Karminsky & Richard Hainsworth & Vasily Solodkov, 2013. "Arm’s Length Method for Comparing Rating Scales," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 114-135, December.
    2. Alexander M. Karminsky & Ella Khromova, 2016. "Modelling banks’ credit ratings of international agencies," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(3), pages 341-363, December.

  7. Anatoly Peresetsky, Alexander Karminsky, 2011. "Models for Moody’s Bank Ratings," Frontiers in Finance and Economics, SKEMA Business School, vol. 8(1), pages 88-110, April.
    See citations under working paper version above.
  8. Alexandr Karminsky & Anatoly Peresetsky, 2009. "Ratings as Measure of Financial Risk: Evolution, Function and Usage," Journal of the New Economic Association, New Economic Association, issue 1-2, pages 86-102.

    Cited by:

    1. Alexander Karminsky & Richard Hainsworth & Vasily Solodkov, 2013. "Arm’s Length Method for Comparing Rating Scales," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 114-135, December.
    2. Balatsky, E. & Ekimova, N., 2012. "The Global University Rankings: the Problem of Manipulation," Journal of the New Economic Association, New Economic Association, vol. 13(1), pages 126-146.
    3. Alexander Karminsky, 2016. "Rating models: emerging market distinctions," Papers 1607.02422, arXiv.org.

  9. Karminsky, Alexandr & Peresetsky, Anatoly, 2007. "Models of Banks Ratings," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 5(1), pages 3-19.

    Cited by:

    1. Alexander Karminsky & Richard Hainsworth & Vasily Solodkov, 2013. "Arm’s Length Method for Comparing Rating Scales," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 3(2), pages 114-135, December.
    2. Aivazian, Sergey & Golovan, Sergey & Karminsky, Alexander & Peresetsky, Anatoly, 2011. "An approach to ratings mapping," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 23(3), pages 13-40.
    3. Anatoly Peresetsky, Alexander Karminsky, 2011. "Models for Moody’s Bank Ratings," Frontiers in Finance and Economics, SKEMA Business School, vol. 8(1), pages 88-110, April.
    4. Peresetsky, A. A., 2011. "What factors drive the Russian banks license withdrawal," MPRA Paper 41507, University Library of Munich, Germany.
    5. Alexander Karminsky, 2016. "Rating models: emerging market distinctions," Papers 1607.02422, arXiv.org.
    6. Peresetsky, Anatoly, 2009. "Models for the External Support Component of Moody's Bank Ratings," Applied Econometrics, Publishing House "SINERGIA PRESS", vol. 14(2), pages 3-23.
    7. Ошерович Инна Львовна, 2015. "Анализ вероятностных соответствий меж ду рейтингами ведущих меж дународных компаний Moody’s, Fitch и standard&poor’s," Вестник Финансового университета, CyberLeninka;Федеральное государственное образовательное бюджетное учреждение высшего профессионального образования «Финансовый университет при Правительстве Российской Федерации» (Финансовый университет), issue 3 (87), pages 136-148.
    8. Salnikov, V. & Mogilat, A. & Maslov, I., 2012. "Stress Testing for Russian Real Sector: First Approach," Journal of the New Economic Association, New Economic Association, vol. 16(4), pages 46-70.

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (3) 2007-02-24 2008-12-01 2011-11-28
  2. NEP-RMG: Risk Management (3) 2011-11-28 2016-07-16 2016-07-30
  3. NEP-CFN: Corporate Finance (1) 2008-12-01
  4. NEP-CIS: Confederation of Independent States (1) 2006-10-07
  5. NEP-DCM: Discrete Choice Models (1) 2006-10-07
  6. NEP-FMK: Financial Markets (1) 2006-10-07
  7. NEP-GER: German Papers (1) 2016-07-16
  8. NEP-IAS: Insurance Economics (1) 2016-07-30
  9. NEP-MAC: Macroeconomics (1) 2007-02-24
  10. NEP-TRA: Transition Economics (1) 2007-02-24
  11. NEP-UPT: Utility Models & Prospect Theory (1) 2016-07-30
  12. NEP-URE: Urban & Real Estate Economics (1) 2016-07-30

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