Henry Penikas

Publication Activity (10 Years)

Years Active: 2012-2021
Publications (10 Years): 7

Top Topics

Top Venues

Model. Assist. Stat. Appl.

Publications

Maria Ermolova, Andrey Leonidov, Vladimir Nechitailo, Henry Penikas, Nikolay Pilnik, Ekaterina Serebryannikova
Agent-based model of the Russian banking system: Calibration for maturity, interest rate spread, credit risk, and capital regulation. J. Simulation 15 (1-2) (2021)
Maria Ermolova, Henry Penikas
The impact of PD-LGD correlation on bank capital adequacy in nongranular loan portfolio. Model. Assist. Stat. Appl. 14 (1) (2019)
Maria Ermolova, Henry Penikas
Basel regulation: A dangerous obsession. Model. Assist. Stat. Appl. 12 (1) (2017)
Maria Ermolova, Henry Penikas
PD-LGD correlation study: Evidence from the Russian corporate bond market. Model. Assist. Stat. Appl. 12 (4) (2017)
Henry Penikas, Maria Ermolova
QAIDS Model Based On Russian Pseudo-panel Data: Impact of 1998 and 2008 Crises. EEML@CLA (2016)
Andrew G. Bronevich, Alexander Lepskiy, Henry Penikas
Coherence Analysis of Financial Analysts' Recommendations in the Framework of Evidence Theory. SCAKD@CLA (2016)
Henry Penikas, Igor Sirotkin
Optimal hedging ratio modeling using interday and intraday risk estimation: Moving window regression vs. cointegration approach. Model. Assist. Stat. Appl. 11 (1) (2016)
Andrew G. Bronevich, Alexander Lepskiy, Henry Penikas
The Application of Conflict Measure to Estimating Incoherence of Analyst's Forecasts about the Cost of Shares of Russian Companies. ITQM (2015)
Vadim Arzamasov, Henry Penikas
A Financial Stability Index for Israel. ITQM (2014)
W. Travis Selmier II, Henry Penikas, Ksenia Vasilyeva
Financial Risk as a Good. ITQM (2014)
Andreas Merikas, Anna Merika, Henry Penikas
Dry Bulk Time Charter Rates Joint Return Distribution Modeling: Copula-Approach. ITQM (2013)
Irina K. Andrievskaya, Henry Penikas
Copula-application to modelling Russian banking system capital adequacy according to Basel II IRB-approach. Model. Assist. Stat. Appl. 7 (4) (2012)