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Keyword: credit default swap

Systemic Risks and Approaches to the International Regulation of the Financial Markets

Yuriy Grossman Systemic Risks and Approaches to the International Regulation of the Financial Markets // Global Markets and Financial Engineering (Russian version). — 2016. — Vol. 3. — № 2. — p. 95–114. — doi: 10.18334/grfi.3.2.36087

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Credit Default Swap Evaluation for Russian Commercial Banks

Vladimir Ageev Credit Default Swap Evaluation for Russian Commercial Banks // Global Markets and Financial Engineering (Russian version). — 2015. — Vol. 2. — № 3. — p. 177-202. — doi: 10.18334/grfi.2.3.1913

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Credit default swap as a means of default probability estimation for Russian commercial banks

Vladimir Ageev Credit default swap as a means of default probability estimation for Russian commercial banks // Russian Journal of Entrepreneurship. — 2015. — Vol. 16. — № 20. — p. 3399-3424. — doi: 10.18334/rp.16.20.1994

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Efficiency of functioning of the market of credit default swaps in the financial crisis period of 2008–2009

Vyacheslav Bunykov Efficiency of functioning of the market of credit default swaps in the financial crisis period of 2008–2009 // Russian Journal of Entrepreneurship. — 2013. — № 20 (242). — p. 82-88. — URL: http://bgscience.ru/com/lib/4412

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Evolution of approaches to credit risk management of the commercial banks

Vladimir Ageev, Pavel Chernyshov Evolution of approaches to credit risk management of the commercial banks // Russian Journal of Entrepreneurship. — 2013. — № 19 (241). — p. 59-68. — URL: http://bgscience.ru/com/lib/4397

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Estimates of probabilities of default of a Russian commercial bank taking into account the theoretical value of the CDS spread

Ageev V.I. Estimates of probabilities of default of a Russian commercial bank taking into account the theoretical value of the CDS spread // Global Markets and Financial Engineering (Russian version). — 2016. — Vol. 3. — № 4. — p. 237-258. — doi: 10.18334/grfi.3.4.37261

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Legislative Aspects of the Regulation of the Credit Default Swaps’ Market

Vyacheslav Bunykov Legislative Aspects of the Regulation of the Credit Default Swaps' Market // Russian Journal of Entrepreneurship. — 2012. — № 23 (221). — p. 81-86. — URL: http://bgscience.ru/com/lib/3940

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Stimulating innovation-driven economic growth from the subsystems analysis perspective: the corporate sector and the stability of banks

Vladimir Ageev, Elena Krasilynikova Stimulating innovation-driven economic growth from the subsystems analysis perspective: the corporate sector and the stability of banks // Creative Economy. — 2014. — № 3 (87). — p. 36-48. — URL: http://bgscience.ru/com/lib/1222

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