Maria Ermolova

Orcid: 0000-0002-4617-1070

According to our database1, Maria Ermolova authored at least 6 papers between 2016 and 2021.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2021
Agent-based model of the Russian banking system: Calibration for maturity, interest rate spread, credit risk, and capital regulation.
J. Simulation, 2021

Shadow Banking Under Capital Regulation and The Internal Ratings-Based Approach.
Proceedings of the 8th International Conference on Information Technology and Quantitative Management, 2021

2019
The impact of PD-LGD correlation on bank capital adequacy in nongranular loan portfolio.
Model. Assist. Stat. Appl., 2019

2017
PD-LGD correlation study: Evidence from the Russian corporate bond market.
Model. Assist. Stat. Appl., 2017

Basel regulation: A dangerous obsession.
Model. Assist. Stat. Appl., 2017

2016
QAIDS Model Based On Russian Pseudo-panel Data: Impact of 1998 and 2008 Crises.
Proceedings of the Third Workshop on Experimental Economics and Machine Learning co-located with the 13th International Conference on Concept Lattices and Their Applications (CLA 2016), 2016


  Loading...