Sergey Drobin
- Visiting Lecturer:Faculty of World Economy and International Affairs
- Sergey Drobin has been at HSE University since 2020.
Student Term / Thesis Papers
- Bachelor
G. Silkin, Application of the CAPM Model for the Formation of an Investment Bond Portfolio Using the US Debt Market as an Example. Faculty of World Economy and International Affairs, 2020
P. Shishkina, Comparative Analysis of the Approaches to Assess Expected Credit Losses in Accordance with IFRS 9 and Basel II on the Example of the Corporate Segment in a Russian Bank. Faculty of World Economy and International Affairs, 2020
D. Beliaev, Approaches of PD Model Development for Specific Industries Based on the International Rating Agencies’ Ratings. Faculty of World Economy and International Affairs, 2019
M. Litovkin, Probability Assessment of Bonds Issuer Default and Bond Portfolio Connection. Faculty of World Economy and International Affairs, 2017
A. Borisenko, Models for Estimating the Probability of Default as the Basis for the IRB-Approach to Commercial Bank Risk Management. Faculty of World Economy and International Affairs, 2017
E. Vintovkina, Applying International Experience in Financial Risk Assessment of Small and Medium Business in Russia. Faculty of World Economy and International Affairs, 2017
A. Sivolobov, The Probability of Holdings’ Default Calculated Based on the LDP Models as the Basis for a Low-Risk Bonds Portfolio. Faculty of World Economy and International Affairs, 2017
A. Cherepanov, Financial Statements as a Basis for Portfolio Assets Allocation, the Example of NYSE Stocks. Faculty of World Economy and International Affairs, 2017
I. Sereda, Alternative Methods of Liquidity Managemenet in Central Banks’ Monetary Policy. Faculty of World Economy and International Affairs, 2017
- Master
D. Eltekova, Probability of Default Models Development Approaches for Insurance Companies. Faculty of Economic Sciences, 2019
M. Myakishev, Modeling of Credit Risk Components for Bonds of International Companies. Faculty of World Economy and International Affairs, 2019
P. Latifullin, Approaches to Macroeconomic Stresstesting of Credit Risk on the Example of Bank's Corporate Loan Portfolio. Faculty of World Economy and International Affairs, 2019
A. Kharitonova, Modeling Probability of Default of LDP-Portfolios for Commercial Bank Provision Estimation. Faculty of World Economy and International Affairs, 2018
M. Pyaterikov, Analysis of Approaches to Evaluation of Credit Quality of a Banking Institution on the Basis of Statistical Methods. Faculty of World Economy and International Affairs, 2018
I. Gorodilova, A Comparison of Bitcoin Pricing Models. Faculty of World Economy and International Affairs, 2017
J. Shabanova, Modern Instruments of Currency Risk Management of International Project Finance. Faculty of World Economy and International Affairs, 2017
Courses (2020/2021)
- Financial Risks (Bachelor’s programme; Faculty of World Economy and International Affairs; 4 year, 2, 3 module)Rus
- Macroeconomic and Monetary Regulation Issues (Bachelor’s programme; Faculty of World Economy and International Affairs; 4 year, 1, 2 module)Rus
- Past Courses
Courses (2019/2020)
- Financial Risks (Bachelor’s programme; Faculty of World Economy and International Affairs; 4 year, 2, 3 module)Rus
- Macroeconomic and Monetary Regulation Issues (Bachelor’s programme; Faculty of World Economy and International Affairs; 4 year, 1, 2 module)Rus
Courses (2018/2019)
- Global Finance (Master’s programme; Faculty of World Economy and International Affairs; 2 year, 1, 2 module)Rus
- International Currency and Financial Relationships (Bachelor’s programme; Faculty of World Economy and International Affairs; 3 year, 1, 2 module)Eng
- Research Seminar "Modern Tools for Analysis of Global Economic Process" (Master’s programme; Faculty of World Economy and International Affairs; 2 year, 1-4 module)Rus
