Essays about: "Anna Kulakova"
Found 1 essay containing the words Anna Kulakova.
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1. Stress-testing of the Russian Banking Sector: Contingent Claims Analysis Approach
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : This study aims to perform stress-testing of the Russian banking sector with a focus on credit risk measures derived by using contingent claims analysis, an extension of Black-Scholes and Merton option pricing theory. Risk exposure indicators are linked to a number of macroeconomic variables that describe global and domestic economic and financial development. READ MORE
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