Nikola Tarashev
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Nikola |
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Tarashev |
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Bank for International Settlements (BIS)
Research profile
author of:
- Effects of Covid-19 on the banking sector: the market's assessment (repec:bis:bisblt:12)
by Iñaki Aldasoro & Ingo Fender & Bryan Hardy & Nikola Tarashev - Could corporate credit losses turn out higher than expected? (repec:bis:bisblt:46)
by Mikael Juselius & Nikola Tarashev - Buffering Covid-19 losses - the role of prudential policy (repec:bis:bisblt:9)
by Mathias Drehmann & Marc Farag & Nicola Tarashev & Kostas Tsatsaronis - Global monitoring with the BIS international banking statistics (repec:bis:biscgc:29-09)
by Patrick McGuire & Nikola Tarashev - Investors' attitude towards risk: what can we learn from options? (repec:bis:bisqtr:0306f)
by Nikola Tarashev & Kostas Tsatsaronis & Dimitrios Karampatos - Structural models of default: lessons from firm-level data (repec:bis:bisqtr:0509h)
by Nikola Tarashev - Risk premia across asset markets: information from option prices (repec:bis:bisqtr:0603h)
by Nikola Tarashev & Kostas Tsatsaronis - Tracking international bank flows (repec:bis:bisqtr:0612e)
by Patrick McGuire & Nikola Tarashev - Measuring portfolio credit risk: modelling versus calibration errors (repec:bis:bisqtr:0703i)
by Nikola Tarashev & Haibin Zhu - International banking with the euro (repec:bis:bisqtr:0712f)
by Patrick McGuire & Nikola Tarashev - Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures (repec:bis:bisqtr:0803i)
by Ingo Fender & Nikola Tarashev & Haibin Zhu - Bank health and lending to emerging markets (repec:bis:bisqtr:0812g)
by Patrick McGuire & Nikola Tarashev - The systemic importance of financial institutions (repec:bis:bisqtr:0909h)
by Nikola Tarashev & Claudio Borio & Kostas Tsatsaronis - Systemic importance: some simple indicators (repec:bis:bisqtr:1103e)
by Mathias Drehmann & Nikola Tarashev - Rating methodologies for banks (repec:bis:bisqtr:1106f)
by Frank Packer & Nikola Tarashev - Looking at the tail: price-based measures of systemic importance (repec:bis:bisqtr:1306g)
by Chen Zhou & Nikola Tarashev - Securitisations: tranching concentrates uncertainty (repec:bis:bisqtr:1412f)
by Adonis Antoniades & Nikola Tarashev - Bank business models (repec:bis:bisqtr:1412g)
by Rungporn Roengpitya & Nikola Tarashev & Kostas Tsatsaronis - Corporate debt: post-GFC through the pandemic (repec:bis:bisqtr:2106b)
by Iñaki Aldasoro & Bryan Hardy & Nikola Tarashev - Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey (repec:bis:bisqtr:2212d)
by Patrick McGuire & Andreas Schrimpf & Nikola Tarashev - Commonality under pressure: banks and funds (repec:bis:bisqtr:2503e)
by Matteo Aquilina & Giulio Cornelli & Nikola Tarashev - Banks' credit loss forecasts: lessons from supervisory data (repec:bis:biswps:1125)
by Martin Birn & Renzo Corrias & Christian Schmieder & Nikola Tarashev - Profitability, valuation and resilience of global banks - a tight link (repec:bis:biswps:1144)
by John Caparusso & Leonardo Ulf Lewrick & Nikola Tarashev - Banks' regulatory risk tolerance (repec:bis:biswps:1287)
by Mikael Juselius & Aurea Ponte Marques & Nikola Tarashev - Currency Crises and the Informational Role of Interest Rates (repec:bis:biswps:135)
by Nikola A. Tarashev - Are speculative attacks triggered by sunspots? A new test (repec:bis:biswps:166)
by Nikola A. Tarashev - An empirical evaluation of structural credit risk models (repec:bis:biswps:179)
by Nikola A. Tarashev - The pricing of portfolio credit risk (repec:bis:biswps:214)
by Nikola A. Tarashev & Haibin Zhu - Modelling and calibration errors in measures of portfolio credit risk (repec:bis:biswps:230)
by Nikola A. Tarashev & Haibin Zhu - Global monitoring with the BIS international banking statistics (repec:bis:biswps:244)
by Patrick McGuire & Ilhyock Nikola Tarashev - Speculative attacks, Private Signals and Intertemporal Trade-offs (repec:bis:biswps:254)
by Nikola A Tarashev - Measuring portfolio credit risk correctly: why parameter uncertainty matters (repec:bis:biswps:280)
by Nikola Tarashev - Attributing systemic risk to individual institutions (repec:bis:biswps:308)
by Nikola Tarashev & Claudio Borio & Kostas Tsatsaronis - Measuring the systemic importance of interconnected banks (repec:bis:biswps:342)
by Nikola Tarashev & Mathias Drehmann - Systematic monetary policy and the forward premium puzzle (repec:bis:biswps:396)
by Demosthenes N. Tambakis & Nikola Tarashev - Bank standalone credit ratings (repec:bis:biswps:542)
by Michael R King & Steven Ongena & Nikola Tarashev - When pegging ties your hands (repec:bis:biswps:547)
by Nikola Tarashev & Anna Zabai - Bank capital allocation under multiple constraints (repec:bis:biswps:666)
by Tirupam Goel & Ulf Lewrick & Agnė Nikola Tarashev - Bank business models: popularity and performance (repec:bis:biswps:682)
by Rungporn Roengpitya & Nikola Tarashev & Kostas Tsatsaronis & Alan Villegas - Post-crisis international financial regulatory reforms: a primer (repec:bis:biswps:859)
by Claudio Borio & Marc Farag & Nikola Tarashev - Forecasting expected and unexpected losses (repec:bis:biswps:913)
by Mikael Juselius & Nikola Tarashev - Asset managers, market liquidity and bank regulation (repec:bis:biswps:933)
by Iñaki Aldasoro & Wenqian Huang & Nikola Tarashev - When uncertainty decouples expected and unexpected losses (repec:bis:biswps:995)
by Mikael Juselius & Nikola Tarashev - Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature (repec:boe:finsta:0021)
by Julia Giese & Benjamin Nelson & Misa Tanaka & Nikola Tarashev - Unknown
- Finance and Climate Change Risk: Managing Expectations (repec:ces:epofor:v:24:y:2023:i:01:p:5-7)
by Claudio Borio & Stijn Claessens & Nikola Tarashev - Banks’ regulatory risk tolerance (repec:ecb:ecbwps:20253161)
by Ponte Marques, Aurea & Juselius, Mikael & Tarashev, Nikola - When pegging is a commitment device: Revisiting conventional wisdom about currency crises (repec:eee:inecon:v:118:y:2019:i:c:p:233-247)
by Tarashev, Nikola & Zabai, Anna - Measuring portfolio credit risk correctly: Why parameter uncertainty matters (repec:eee:jbfina:v:34:y:2010:i:9:p:2065-2076)
by Tarashev, Nikola - Measuring the systemic importance of interconnected banks (repec:eee:jfinin:v:22:y:2013:i:4:p:586-607)
by Drehmann, Mathias & Tarashev, Nikola - Bank capital allocation under multiple constraints (repec:eee:jfinin:v:44:y:2020:i:c:s1042957319300609)
by Goel, Tirupam & Lewrick, Ulf & Tarashev, Nikola - An Empirical Evaluation of Structural Credit-Risk Models (repec:ijc:ijcjou:y:2008:q:1:a:1)
by Nikola A. Tarashev - Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model (repec:ijc:ijcjou:y:2008:q:2:a:4)
by Nikola Tarashev & Haibin Zhu - Bank Standalone Credit Ratings (repec:ijc:ijcjou:y:2020:q:3:a:3)
by Michael R. King & Steven Ongena & Nikola Tarashev - Central Bank Liquidity Backstops, Bank Regulation, and Risk-Taking by Asset Managers (repec:inm:ormnsc:v:71:y:2025:i:11:p:9588-9605)
by Iñaki Aldasoro & Wenqian Huang & Nikola Tarashev - Risk Attribution Using the Shapley Value: Methodology and Policy Applications (repec:oup:revfin:v:20:y:2016:i:3:p:1189-1213.)
by Nikola Tarashev & Kostas Tsatsaronis & Claudio Borio - Speculative Attacks and the Information Role of the Interest Rate (repec:tpr:jeurec:v:5:y:2007:i:1:p:1-36)
by Nikola A. Tarashev - Could corporate credit losses turn out higher than expected? (repec:zbw:bofecr:32021)
by Juselius, Mikael & Tarashev, Nikola A. - Banks' regulatory risk tolerance (repec:zbw:bofrdp:325490)
by Juselius, Mikael & Marques, Aurea Ponte & Tarashev, Nikola A. - Forecasting expected and unexpected losses (repec:zbw:bofrdp:rdp2020_018)
by Juselius, Mikael & Tarashev, Nikola A. - When uncertainty decouples expected and unexpected losses (repec:zbw:bofrdp:rdp2022_004)
by Juselius, Mikael & Tarashev, Nikola A. - The pricing of correlated default risk: evidence from the credit derivatives market (repec:zbw:bubdp2:7319)
by Zhu, Haibin & Tarashev, Nikola A.