| Affiliations |
Ural Federal University, Ekaterinburg, Russian Federation; Institute of Mathematics and Mechanics, UB RAS, Ural Federal University, Ekaterinburg, Russian Federation; Uralstroy Group, Ekaterinburg, Russian Federation |
| References |
(1997) The Basel Committee on Banking Supervision, , http://www.bis.org/list/bcbs/index.htm, Basel, September 1997; Maksimov, V., Nikonov, O., Modeling of risk and risk management (2009) GOU VPO USTU, p. 82; (2004) A New Agreement on Capital Adequacy of the Basel Committee on Banking Supervision, , CBR Message from the CBR June 16, 2004; Rykov, I., Russian banking system at the exit from the crisis: Priorities (2010) Finance and Credit., (6), p. 3; Amendments to the capital accord to incorporate market risks (1996) Additions to the Agreement on the Capital to Include Market Risk, , ACA The Basel Committee on Banking Supervision; Ramaswamy, S., Managing credit risk in a corporate bond portfolio (2002) Journal of Portfolio Management, (3), p. 68; Elton, E., Gruber, M., Investments and portfolio performance (2010) World Scientific, p. 416; Tamozhnikov, V., Possibilities and limitations of the application of portfolio theory of markowitz G., F. Black, R. Littermana for the management of public international reserves (2001) Money and Credit., (6), p. 46 |