Measuring the systemic importance of interconnected banks M Drehmann, N Tarashev Journal of Financial Intermediation 22 (4), 586-607, 2013 | 392 | 2013 |
Attributing systemic risk to individual institutions NA Tarashev, CEV Borio, K Tsatsaronis BIS Working paper, 2010 | 342 | 2010 |
The systemic importance of financial institutions NA Tarashev, CEV Borio, K Tsatsaronis BIS Quarterly Review, September, 2009 | 291 | 2009 |
Bank business models R Roengpitya, NA Tarashev, K Tsatsaronis BIS quarterly review December, 2014 | 238 | 2014 |
Systemic importance: some simple indicators M Drehmann, NA Tarashev BIS Quarterly Review, March, 2011 | 221 | 2011 |
Effects of Covid-19 on the banking sector: the market's assessment I Aldasoro, I Fender, B Hardy, N Tarashev BIS Bulletins, 2020 | 169 | 2020 |
Bank health and lending to emerging markets P McGuire, NA Tarashev BIS Quarterly Review, December, 2008 | 154 | 2008 |
Rating methodologies for banks F Packer, NA Tarashev BIS Quarterly Review, June, 2011 | 140 | 2011 |
Bank business models: popularity and performance R Roengpitya, NA Tarashev, K Tsatsaronis, A Villegas BIS working paper, 2017 | 123 | 2017 |
An empirical evaluation of structural credit risk models NA Tarashev BIS Working paper, 2005 | 91 | 2005 |
Specification and calibration errors in measures of portfolio credit risk: The case of the ASRF model N Tarashev, H Zhu Thirteenth issue (June 2008) of the International Journal of Central Banking, 2018 | 82 | 2018 |
Investors’ attitude towards risk: what can we learn from options N Tarashev, K Tsatsaronis, D Karampatos BIS Quarterly Review 6, 57-65, 2003 | 82 | 2003 |
Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures I Fender, NA Tarashev, H Zhu BIS Quarterly Review March, 2008 | 75 | 2008 |
Risk attribution using the Shapley value: Methodology and policy applications N Tarashev, K Tsatsaronis, C Borio Review of Finance 20 (3), 1189-1213, 2016 | 74 | 2016 |
Measuring portfolio credit risk correctly: Why parameter uncertainty matters N Tarashev Journal of Banking & Finance 34 (9), 2065-2076, 2010 | 69 | 2010 |
Global monitoring with the BIS international banking statistics P McGuire, NA Tarashev BIS Working Paper, 2008 | 65 | 2008 |
The pricing of correlated default risk: Evidence from the credit derivatives market N Tarashev, H Zhu The Journal of Fixed Income 18 (1), 5, 2008 | 63 | 2008 |
Post-crisis international financial regulatory reforms: a primer CEV Borio, M Farag, NA Tarashev BIS Working Paper, 2020 | 61 | 2020 |
Currency crises and the informational role of interest rates NA Tarashev BIS working paper, 2003 | 56 | 2003 |
Tracking international bank flows P McGuire, NA Tarashev BIS Quarterly Review, December, 2006 | 54 | 2006 |