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Nikola Tarashev
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Cited by
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Measuring the systemic importance of interconnected banks
M Drehmann, N Tarashev
Journal of Financial Intermediation 22 (4), 586-607, 2013
3922013
Attributing systemic risk to individual institutions
NA Tarashev, CEV Borio, K Tsatsaronis
BIS Working paper, 2010
3422010
The systemic importance of financial institutions
NA Tarashev, CEV Borio, K Tsatsaronis
BIS Quarterly Review, September, 2009
2912009
Bank business models
R Roengpitya, NA Tarashev, K Tsatsaronis
BIS quarterly review December, 2014
2382014
Systemic importance: some simple indicators
M Drehmann, NA Tarashev
BIS Quarterly Review, March, 2011
2212011
Effects of Covid-19 on the banking sector: the market's assessment
I Aldasoro, I Fender, B Hardy, N Tarashev
BIS Bulletins, 2020
1692020
Bank health and lending to emerging markets
P McGuire, NA Tarashev
BIS Quarterly Review, December, 2008
1542008
Rating methodologies for banks
F Packer, NA Tarashev
BIS Quarterly Review, June, 2011
1402011
Bank business models: popularity and performance
R Roengpitya, NA Tarashev, K Tsatsaronis, A Villegas
BIS working paper, 2017
1232017
An empirical evaluation of structural credit risk models
NA Tarashev
BIS Working paper, 2005
912005
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
822018
Investors’ attitude towards risk: what can we learn from options
N Tarashev, K Tsatsaronis, D Karampatos
BIS Quarterly Review 6, 57-65, 2003
822003
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
742016
Measuring portfolio credit risk correctly: Why parameter uncertainty matters
N Tarashev
Journal of Banking & Finance 34 (9), 2065-2076, 2010
692010
Global monitoring with the BIS international banking statistics
P McGuire, NA Tarashev
BIS Working Paper, 2008
652008
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
Post-crisis international financial regulatory reforms: a primer
CEV Borio, M Farag, NA Tarashev
BIS Working Paper, 2020
612020
Currency crises and the informational role of interest rates
NA Tarashev
BIS working paper, 2003
562003
Tracking international bank flows
P McGuire, NA Tarashev
BIS Quarterly Review, December, 2006
542006
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