Irina Slinko

Swedbank, Group Risk Control

Modellerare/Risk Analytiker

SE-105 34 Stockholm

Sweden

SCHOLARLY PAPERS

7

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Rank 36,986

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Top 36,986

in Total Papers Downloads

1,151

SSRN RANKINGS

Top 8,529

in Total Papers Citations

53

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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 309 (95,866)

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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 274 (109,126)

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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 205 (145,689)

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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 180 (164,169)

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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 161 (180,894)

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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 (517,789)
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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 (615,971)
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