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Contacts
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Address: 11 Pokrovsky Bulvar, Pokrovka Complex, room M403
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SPIN-RSCI: 5775-8021
ORCID: 0000-0001-9456-607X
ResearcherID: K-6071-2015
Scopus AuthorID: 57190747005
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Office hours
Tuesday, 15:00 - 18:00. Confirmation by email is required.
Supervisors
I. Ivashkovskaya
V. A. Lapshin
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Marat Z. Kurbangaleev

  • Marat Z. Kurbangaleev has been at HSE University since 2011.

Education

  • 2010

    Master's
    HSE University

  • 2008

    Bachelor's
    Novosibirsk State University

Young Faculty Support Program (Group of Young Academic Professionals)
Category "New Researchers" (2013-2014)

Courses (2021/2022)

Courses (2020/2021)

Courses (2019/2020)

Courses (2018/2019)

Publications15


Conferences

2018

31st International Congress of Actuaries, Berlin, 4-8 June 2018.
"A robust modification of the EIOPA standard for the risk-free term structure of interest rates" (online presentation, co-authored with Smirnov S.N., Zanochkin A.Y. and Lapshin V.A.)

XIX April International Academic Conference on Economic and Social Development,  Moscow, Russia, 13 April 2018  
"Informational content of aggregated external credit ratings" (co-autherd with Sleznyeva Z.)

2017 

Perm Winter School Annual Conference, 2017, 3 - 4 February
Speech on "Aggregation of individual credit assessments as a consensus problem in the expert system."

2014

Perm Winter School Annual Conference, Perm, Russia. 14 -15 February
Speech on "Consistency of government bond and sovereign CDS quotes: cross-market and cross-issuer analysis."

2015

  • Russia Risk Conference. Moscow, Russia. 13-14 November
    Speech on "Deriving a term structure of risk-free rates and credit spread from quotes of bonds and CDS."
  • Perm Winter School Annual Conference. Perm, Russia, 5-7 February
    Speech on "Issues of margin requirements assessment for central clearing of OTC derivatives."
2012
  • XIII April International Academic Conference on Economic and Social Development,  Moscow, 3 - 5 April
    Speech on "Determining the margin requirement for credit default swaps with structural credit risk models."
  • The 2nd 3-C (China, Canada, and the US) Risk Forum & The 5th International Conference on Engineering and Risk Management (ERM). Beijing, China, 24 - 26 September 2012
    Speech on "Empirical study of components of Eurozone sovereign bond and CDS spreads within joint non-parametric modeling framework."

2011

  • Conference "FinMod-2011". Perm, Russia. 30 September 2011
    Speech on "Modelling CDS price dynamics for determination of margin requirements."

Timetable for today

Full timetable