Henry Penikas
Bank of Russia
Henry Penikas (Doctor of economic sciences) is a project manager at the Bank of Russia (BoR) Research and Forecasting Department, having initially worked for two years within the BoR Banking Regulation Department. Prior to this, he worked for ten years within the Russian largest banks (of which eight years with the private Alfa-Bank and another two - with the state-owned Sberbank).
Henry participated in the Global Legal Entity Identifier (GLEI) working group of the Financial Stability Board (FSB) and the Task force on the financial technology (TFFT) of the Basel Committee on Banking Supervision (BCBS).
Henry received his Master’s degree from the joint diploma program between the University of Paris-I-Pantheon - Sorbonne, Paris School of Economics (France) and the Russian university. He was an invited lecturer to the University of Pavia (Italy).
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Articles by Henry Penikas
A minimum sample size definition for the purpose of loss provision extrapolation in the presence of default correlation
The author applies the Bernoulli distribution to an extrapolation of the capital provision that does not take into account the possible existence of a default correlation.