Gleb Lanine

Ghent University-Universiteit Gent - Department of Financial Economics

Ghent, 9000

Belgium

Ghent University-Universiteit Gent - Centre for Russian International Socio-Political and Economic Studies (CERISE)

Gent, 9000

Belgium

SCHOLARLY PAPERS

4

DOWNLOADS

494

CITATIONS
Rank 27,030

SSRN RANKINGS

Top 27,030

in Total Papers Citations

9

Scholarly Papers (4)

1.

Don't Fall from the Saddle: The Importance of Higher Moments of Credit Loss Distributions

Number of pages: 30 Posted: 16 Jun 2007
University of Antwerp Department of Accounting & Finance, Fitch Solutions, Banking, Finance and Insurance Commission (CBFA) and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 203 (115,499)

Abstract:

CreditRisk+, saddlepoint approximations, Lugannani-Rice formula, Barndorff-Nielsen formula, credit VaR.

2.

Liquidity Matters: Evidence from the Russian Interbank Market

BOFIT Discussion Paper No. 19/2008
Number of pages: 27 Posted: 20 Nov 2008
Alexei Karas, Koen J. L. Schoors and Gleb Lanine
University College Roosevelt, Ghent University-Universiteit Gent - Centre for Russian International Socio-Political and Economic Studies (CERISE) and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 146 (152,428)
Citation 1

Abstract:

interbank market stability, contagion, liquidity channel, lender of last resort, Russia

3.

Bank Supervision Russian Style: Rules versus Enforcement and Tacit Objectives

BOFIT Discussion Paper No. 10/2005, William Davidson Institute Working Paper No. 778
Number of pages: 63 Posted: 06 Aug 2005
Sveriges Riksbank - Research Division, Ghent University-Universiteit Gent - Department of Financial Economics and Ghent University-Universiteit Gent - Centre for Russian International Socio-Political and Economic Studies (CERISE)
Downloads 94 (218,615)
Citation 1

Abstract:

Bank supervision, systemic stability, Russia

4.

Microeconomic Determinants of Acquisitions of Eastern European Banks by Western European Banks

Economics of Transition, Vol. 15, No. 2, pp. 285-308, April 2007
Number of pages: 24 Posted: 03 Apr 2007
Gleb Lanine and Rudi Vander Vennet
Ghent University-Universiteit Gent - Department of Financial Economics and Ghent University-Universiteit Gent - Department of Financial Economics
Downloads 20 (438,219)
Citation 7

Abstract: