Maria Ermolova

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

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

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

Maria Ermolova, Andrey Leonidov, Vladimir Nechitailo, Henry Penikas, Nikolay Pilnik, Ekaterina Serebryannikova

J. Simulation, 2021

Shadow Banking Under Capital Regulation and The Internal Ratings-Based Approach.

Maria Ermolova

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.

Maria Ermolova, Henry Penikas

Model. Assist. Stat. Appl., 2019

2017

PD-LGD correlation study: Evidence from the Russian corporate bond market.

Maria Ermolova, Henry Penikas

Model. Assist. Stat. Appl., 2017

Basel regulation: A dangerous obsession.

Maria Ermolova, Henry Penikas

Model. Assist. Stat. Appl., 2017

2016

QAIDS Model Based On Russian Pseudo-panel Data: Impact of 1998 and 2008 Crises.

Henry Penikas, Maria Ermolova

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