Details about Alexandr M. Karminsky

Access statistics for papers by Alexandr M. Karminsky.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pka794

Working Papers

2016

1. Discontinuity in Relative Credit Losses: Evidence from Defaults on Government-Insured Residential Mortgages
   HSE Working papers, National Research University Higher School of Economics View citations (1)
2. Rating models: emerging market distinctions
   Papers, arXiv.org

2012

3. Arm's Length Method for Comparing Rating Scales
   HSE Working papers, National Research University Higher School of Economics View citations (3)
   See also Journal Article Arm’s Length Method for Comparing Rating Scales, Eurasian Economic Review, Springer (2013) View citations (4) (2013)
4. Comparison of default probability models: Russian experience
   HSE Working papers, National Research University Higher School of Economics View citations (3)

2011

5. Models for Moody’s bank ratings
   MPRA Paper, University Library of Munich, Germany View citations (9)
   See also Journal Article Models for Moody’s Bank Ratings, Frontiers in Finance and Economics, SKEMA Business School (2011) (2011)

2008

6. Эффективность российских банков с точки зрения минимизации издержек, с учетом факторов риска
   (Cost efficiency of Russian banks. Models with risk factors)
   MPRA Paper, University Library of Munich, Germany

2004

7. Моделирование рейтингов российских банков
   (Modeling Russian Banks Ratings)
   MPRA Paper, University Library of Munich, Germany

2003

8. An Analysis of Ratings of Russian Banks
   Discussion Paper, Tilburg University, Center for Economic Research View citations (18)

Journal Articles

2018

1. Does Economic Policy Uncertainty Lead Systemic Risk? A Comparative Analysis of Selected European Countries
   Comparative Economic Studies, 2018, 60, (3), 332-360 View citations (8)
2. Increase of banks’ credit risks forecasting power by the usage of the set of alternative models
   Russian Journal of Economics, 2018, 4, (2), 155-174
3. Negative Net Worth of Manufacturing Companies: Corporate Governance and Industry Expectations
   Journal of the New Economic Association, 2018, 38, (2), 76-103
4. The macroeconomic and institutional determinants of the profit efficiency frontier for Russian banks
   Applied Econometrics, 2018, 49, 91-114 View citations (1)

2017

5. The back side of banking in Russia: forecasting bank failures with negative capital
   International Journal of Computational Economics and Econometrics, 2017, 7, (1/2), 170-209 View citations (6)

2016

6. Modelling banks’ credit ratings of international agencies
   Eurasian Economic Review, 2016, 6, (3), 341-363 View citations (1)

2015

7. Erratum to: The probability of default in Russian banking
   Eurasian Economic Review, 2015, 5, (2), 369-370
8. Stress Testing of Retail and Corporate Segments of Russian Credit Market
   International Journal of Management Science and Business Administration, 2015, 1, (10), 7-19
9. The Assessment of Default Probability for the Project Finance Transactions
   Journal of the New Economic Association, 2015, 26, (2), 99-122 View citations (1)

2014

10. The probability of default in Russian banking
    Eurasian Economic Review, 2014, 4, (1), 81-98 View citations (15)

2013

11. Arm’s Length Method for Comparing Rating Scales
    Eurasian Economic Review, 2013, 3, (2), 114-135 View citations (4)
    See also Working Paper Arm's Length Method for Comparing Rating Scales, HSE Working papers (2012) View citations (3) (2012)
12. Developing a Toolkit for the Mega-Regulator
    Journal of the New Economic Association, 2013, 19, (3), 146-149
13. Modeling the Default Probabilities of Russian Banks: Extended Abillities
    Journal of the New Economic Association, 2013, 17, (1), 64-86 View citations (5)

2011

14. An approach to ratings mapping
    Applied Econometrics, 2011, 23, (3), 13-40 View citations (2)
15. Comparison of Bank Credit Ratings for Various Agencies
    Journal of the New Economic Association, 2011, (12), 102-123 View citations (1)
16. Models for Moody’s Bank Ratings
    Frontiers in Finance and Economics, 2011, 8, (1), 88-110
    See also Working Paper Models for Moody’s bank ratings, MPRA Paper (2011) View citations (9) (2011)
17. Probability of default models of Russian banks
    Economic Change and Restructuring, 2011, 44, (4), 297-334 View citations (47)

2009

18. Ratings as Measure of Financial Risk: Evolution, Function and Usage
    Journal of the New Economic Association, 2009, (1-2), 86-102 View citations (5)

2007

19. Models of Banks Ratings
    Applied Econometrics, 2007, 5, (1), 3-19 View citations (16)