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A Financial Stability Index for Israel.

, and . ITQM, volume 31 of Procedia Computer Science, page 985-994. Elsevier, (2014)

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Financial Risk as a Good., , and . ITQM, volume 31 of Procedia Computer Science, page 115-123. Elsevier, (2014)Agent-based model of the Russian banking system: Calibration for maturity, interest rate spread, credit risk, and capital regulation., , , , , and . J. Simulation, 15 (1-2): 82-92 (2021)Coherence Analysis of Financial Analysts' Recommendations in the Framework of Evidence Theory., , and . SCAKD@CLA, volume 1687 of CEUR Workshop Proceedings, page 12-23. CEUR-WS.org, (2016)The impact of PD-LGD correlation on bank capital adequacy in nongranular loan portfolio., and . Model. Assist. Stat. Appl., 14 (1): 103-120 (2019)QAIDS Model Based On Russian Pseudo-panel Data: Impact of 1998 and 2008 Crises., and . EEML@CLA, volume 1627 of CEUR Workshop Proceedings, page 48-60. CEUR-WS.org, (2016)Copula-application to modelling Russian banking system capital adequacy according to Basel II IRB-approach., and . Model. Assist. Stat. Appl., 7 (4): 267-280 (2012)Basel regulation: A dangerous obsession., and . Model. Assist. Stat. Appl., 12 (1): 63-88 (2017)PD-LGD correlation study: Evidence from the Russian corporate bond market., and . Model. Assist. Stat. Appl., 12 (4): 335-358 (2017)Optimal hedging ratio modeling using interday and intraday risk estimation: Moving window regression vs. cointegration approach., and . Model. Assist. Stat. Appl., 11 (1): 59-70 (2016)A Financial Stability Index for Israel., and . ITQM, volume 31 of Procedia Computer Science, page 985-994. Elsevier, (2014)