Gleb Lanine

Ghent University - Department of Financial Economics

Ghent, 9000

Belgium

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

Gent, 9000

Belgium

SCHOLARLY PAPERS

3

DOWNLOADS

614

SSRN CITATIONS

1

CROSSREF CITATIONS

6

Scholarly Papers (3)

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 - Department of Financial Economics
Downloads 285 (192,501)
Citation 3

Abstract:

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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
Utrecht University, University College Roosevelt, Ghent University - Centre for Russian International Socio-Political and Economic Studies (CERISE) and Ghent University - Department of Financial Economics
Downloads 205 (265,290)
Citation 8

Abstract:

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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 - Department of Financial Economics and Ghent University - Centre for Russian International Socio-Political and Economic Studies (CERISE)
Downloads 124 (404,272)
Citation 1

Abstract:

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Bank supervision, systemic stability, Russia