Irina Slinko

Swedbank, Group Risk Control

Modellerare/Risk Analytiker

SE-105 34 Stockholm

Sweden

SCHOLARLY PAPERS

6

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1,415

SSRN CITATIONS
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Top 23,341

in Total Papers Citations

20

CROSSREF CITATIONS

35

Scholarly Papers (6)

1.

Correlation Between Intensity and Recovery in Credit Risk Models

SSE/EFI Working paper Series in Economics and Finance No. 614
Number of pages: 44 Posted: 17 Jul 2006 Last Revised: 08 Mar 2009
Raquel M. Gaspar and Irina Slinko
ISEG and Cemapre/REM, Universidade de Lisboa and Swedbank, Group Risk Control
Downloads 335 (171,072)
Citation 3

Abstract:

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Credit risk, sistematic risk, intensity models, recovery, credit spreads

2.

Towards a General Theory of Good Deal Bounds

Number of pages: 34 Posted: 27 Feb 2005
Tomas Bjork and Irina Slinko
Stockholm School of Economics - Swedish House of Finance and Swedbank, Group Risk Control
Downloads 332 (172,711)
Citation 6

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Incomplete markets, good deal bounds, derivatives pricing

3.

On Recovery and Intensity's Correlation - A New Class of Credit Risk Models

Journal of Credit Risk, Vol. 4, No. 2, pp. 1-33
Number of pages: 28 Posted: 04 Jul 2008 Last Revised: 15 Apr 2010
Raquel M. Gaspar and Irina Slinko
ISEG and Cemapre/REM, Universidade de Lisboa and Swedbank, Group Risk Control
Downloads 272 (212,794)
Citation 8

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Credit risk, Sistematic risk, Intensity models, Recovery, Credit spreads

4.

Laws for Sale: An Empirical Study of the Effects of Regulatory Capture

CEFIR Discussion Paper
Number of pages: 39 Posted: 28 Jul 2003
Swedbank, Group Risk Control, Paris School of Economics (PSE) and New Economic School
Downloads 262 (220,817)
Citation 1

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Regulatory capture, institutional subversion, Russia, redistribution, special-interest politics

5.

Laws for Sale: Evidence from Russia

American Law and Economics Review, Vol. 7, pp. 284-318, 2004
Number of pages: 40 Posted: 18 May 2006
Swedbank, Group Risk Control, New Economic School and Paris School of Economics (PSE)
Downloads 195 (292,252)
Citation 17

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Regulatory capture, institutional subversion, Russia, redistribution, special interest politics

6.

Institutional Subversion: Evidence from Russian Regions

Number of pages: 42 Posted: 08 Oct 2003
Swedbank, Group Risk Control, New Economic School and Paris School of Economics (PSE)
Downloads 19 (980,645)
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Institutional subversion, capture, Russia, reforms