Maria Ermolova

Publication Activity (10 Years)

Years Active: 2016-2021
Publications (10 Years): 6

Top Topics

Reputation Systems

Top Venues

Model. Assist. Stat. Appl.

Publications

Maria Ermolova
Shadow Banking Under Capital Regulation and The Internal Ratings-Based Approach. ITQM (2021)
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)