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Nikola Tarashev
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Cited by
Year
Measuring the systemic importance of interconnected banks
M Drehmann, N Tarashev
Journal of Financial Intermediation 22 (4), 586-607, 2013
3882013
Attributing systemic risk to individual institutions
NA Tarashev, CEV Borio, K Tsatsaronis
BIS Working paper, 2010
3372010
The systemic importance of financial institutions
NA Tarashev, CEV Borio, K Tsatsaronis
BIS Quarterly Review, September, 2009
2872009
Systemic importance: some simple indicators
M Drehmann, NA Tarashev
BIS Quarterly Review, March, 2011
2192011
Bank business models
R Roengpitya, NA Tarashev, K Tsatsaronis
BIS quarterly review December, 2014
2182014
Bank health and lending to emerging markets
P McGuire, NA Tarashev
BIS Quarterly Review, December, 2008
1522008
Effects of Covid-19 on the banking sector: the market's assessment
I Aldasoro, I Fender, B Hardy, N Tarashev
BIS Bulletins, 2020
1502020
Rating methodologies for banks
F Packer, NA Tarashev
BIS Quarterly Review, June, 2011
1342011
Bank business models: popularity and performance
R Roengpitya, NA Tarashev, K Tsatsaronis, A Villegas
BIS working paper, 2017
1052017
An empirical evaluation of structural credit risk models
NA Tarashev
BIS Working paper, 2005
882005
Investors’ attitude towards risk: what can we learn from options
N Tarashev, K Tsatsaronis, D Karampatos
BIS Quarterly Review 6, 57-65, 2003
822003
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
812018
Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures
I Fender, NA Tarashev, H Zhu
BIS Quarterly Review March, 2008
752008
Risk attribution using the Shapley value: Methodology and policy applications
N Tarashev, K Tsatsaronis, C Borio
Review of Finance 20 (3), 1189-1213, 2016
732016
Measuring portfolio credit risk correctly: Why parameter uncertainty matters
N Tarashev
Journal of Banking & Finance 34 (9), 2065-2076, 2010
672010
Global monitoring with the BIS international banking statistics
P McGuire, NA Tarashev
BIS Working Paper, 2008
662008
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
632008
Currency crises and the informational role of interest rates
NA Tarashev
BIS working paper, 2003
562003
Buffering Covid-19 losses-the role of prudential policy
M Drehmann, M Farag, N Tarashev, K Tsatsaronis
BIS Bulletins, 2020
542020
Tracking international bank flows
P McGuire, NA Tarashev
BIS Quarterly Review, December, 2006
532006
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