Irina Slinko

Swedbank, Group Risk Control

Modellerare/Risk Analytiker

SE-105 34 Stockholm

Sweden

SCHOLARLY PAPERS

7

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Top 39,827

in Total Papers Downloads

1,185

SSRN CITATIONS
Rank 17,194

SSRN RANKINGS

Top 17,194

in Total Papers Citations

19

CROSSREF CITATIONS

35

Scholarly Papers (7)

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, Universidade de Lisboa and Swedbank, Group Risk Control
Downloads 311 (104,572)
Citation 3

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

2.

Towards a General Theory of Good Deal Bounds

EFA 2005 Moscow Meetings Paper
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 279 (117,463)
Citation 4

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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, Universidade de Lisboa and Swedbank, Group Risk Control
Downloads 209 (156,568)
Citation 7

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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 Center for Economic and Financial Research (CEFIR)
Downloads 198 (165,528)
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, Center for Economic and Financial Research (CEFIR) and Paris School of Economics (PSE)
Downloads 166 (192,652)
Citation 16

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

6.

Institutional Subversion: Evidence from Russian Regions

CEPR Discussion Paper No. 4024
Number of pages: 42 Posted: 08 Oct 2003
Swedbank, Group Risk Control, Center for Economic and Financial Research (CEFIR) and Paris School of Economics (PSE)
Downloads 19 (564,153)
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Institutional subversion, capture, Russia, reforms

7.

On Finite Dimensional Realizations of Two-Country Interest Rate Models

Mathematical Finance, Vol. 20, Issue 1, pp. 117-143, January 2010
Number of pages: 27 Posted: 18 Jan 2010
Irina Slinko
Swedbank, Group Risk Control
Downloads 3 (672,583)
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