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

4

DOWNLOADS

523

SSRN CITATIONS
Rank 35,121

SSRN RANKINGS

Top 35,121

in Total Papers Citations

1

CROSSREF CITATIONS

19

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 - Department of Financial Economics
Downloads 230 (145,510)
Citation 2

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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 170 (191,976)
Citation 5

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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 103 (283,050)
Citation 1

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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 - Department of Financial Economics and Ghent University - Department of Financial Economics
Downloads 20 (566,821)
Citation 1
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