BOOKS

V Chorniy “Russia: Multiple Financial Systems and Implications for Economic Crime”, in ed. A Ledeneva, M Kurkchiyan, Economic Crime in Russia, pp. 223-236, Kluwer Law International (2000).

ARTICLES IN REFEREED JOURNALS

V Chorniy, V Kotecha, “Universal Regimes for Rates and Inflation: The Effect of Local Elasticity on Market and Counterparty Risk”, Quantitative Finance (2019),  e-prints (first 50 copies only): https://www.tandfonline.com/eprint/KVUNNXRVMD9HW2ZSNVKU/full?target=10.1080/14697688.2019.1636124.

S Wilkens, J-B Brunac, V Chorniy “IRC and CRM: Modelling Framework for the 'Basel 2.5' Risk Measures”, European Financial Management, Vol. 19, 801 (2013).

K. Buckley, S Wilkens, V Chorniy “Capturing Credit Correlation between Counterparty and Underlying”, Risk, Vol 24, N 4, 70 (2011), also reproduced in Asia Risk, May 63 (2011).

V Z Chorniy, C J Adkins “Possibility of Subsurface Investigations by STM”, Mat.Sci. Eng. B 51, 192 (1998).

A I Yakimov, A V Dvuruchenskii,  N P Stepina,  L A Scherbakova,  C J Adkins, V Z Chorniy,  V A Dravin, R Groetzchel  “Temperature-induced Transition from 3d to 1d Hopping Conduction in Porous Si1-c Mnc”, J. Phys.: Condens. Matter 9, 889 (1997).

V Z Chorniy, C J Adkins “Mapping Connectivity in Discontinuous Metal Films with a Scanning Tunnelling Microscope”, Phys. Rev. B 53, 9606 (1996).

Krivchenko I V, Chorniy V Z “Theory of Mie Scattering: Improved Algorithms for Calculation of Droplet Size Distribution”, RJ VINITI Fizika 7,  L623 DEP (1992) [In Russian].

ARTICLES IN UNREFEREED JOURNALS, JOURNALS FOR

UNIVERSITY EDUCATION AND ARTICLES IN OPEN-ACCESS REPOSITORIES

V Chorniy “Investment Banking and Risk Management”, in Oxbridge Guides 2001–2002, Investment Banking, pp. 40-41 (2001).

V Chorniy, A Greenberg “Review of Equity-Credit Dependence Studies: Towards Building a Practical Equity-Credit Model for Counterparty Risk”, SSRN,  (2015).

V Chorniy, A Greenberg  “Bayesian Networks and Stochastic Factor Models”, SSRN, (2017).