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Zhou, Chen [Author] ; Tarashev, Nikola A. [Other]

Looking at the Tail : Price-Based Measures of Systemic Importance

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[S.l.]: SSRN, [2014]
Drehmann, Mathias [Author] ; Tarashev, Nikola A. [Other]

Measuring the Systemic Importance of Interconnected Banks

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[S.l.]: SSRN, [2014]

Published in: BIS Working Paper ; No. 342
Packer, Frank [Author] ; Tarashev, Nikola A. [Other]

Rating Methodologies for Banks

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[S.l.]: SSRN, [2013]
Antoniades, Adonis [Author] ; Tarashev, Nikola A. [Other]

Securitisations : Tranching Concentrates Uncertainty

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[S.l.]: SSRN, [2014]
Settlements, Bank for International [Author] ; Tarashev, Nikola A. [Other]

Structural Models of Default : Lessons from Firm-Level Data

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[S.l.]: SSRN, [2013]
Tambakis, Demosthenes N. [Author] ; Tarashev, Nikola A. [Other]

Systematic Monetary Policy and the Forward Premium Puzzle

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[S.l.]: SSRN, [2014]

Published in: BIS Working Paper ; No. 396
Drehmann, Mathias [Author] ; Tarashev, Nikola A. [Other]

Systemic Importance : Some Simple Indicators

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[S.l.]: SSRN, [2013]
Borio, Claudio E. V. [Author] ; Farag, Marc [Other]; Tarashev, Nikola A. [Other]

Post-Crisis International Financial Regulatory Reforms : A Primer

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[S.l.]: SSRN, [2020]

Published in: BIS Working Paper ; No. 859
King, Michael R. [Author] ; Ongena, Steven [Other]; Tarashev, Nikola A. [Other]

Bank Standalone Credit Ratings

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[S.l.]: SSRN, [2019]
Goel, Tirupam [Author] ; Lewrick, Ulf [Other]; Tarashev, Nikola A. [Other]

Bank Capital Allocation under Multiple Constraints

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[S.l.]: SSRN, [2017]

Published in: BIS Working Paper ; No. 666
Roengpitya, Rungporn [Author] ; Tarashev, Nikola A. [Other]; Tsatsaronis, Kostas [Other]

Bank Business Models

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[S.l.]: SSRN, [2014]
Fender, Ingo [Author] ; Tarashev, Nikola A. [Other]; Zhu, Haibin [Other]

Credit Fundamentals, Ratings and Value-at-Risk : CDOs versus Corporate Exposures

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[S.l.]: SSRN, [2013]
Tarashev, Nikola A. [Author] ; Zabai, Anna [Other]

When Pegging Ties Your Hands

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[S.l.]: SSRN, [2016]

Published in: BIS Working Paper ; No. 547
Tarashev, Nikola A. [Author]

Are Speculative Attacks Triggered by Sunspots? A New Test

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[S.l.]: SSRN, 2013
Tarashev, Nikola A. [Author] ; Borio, Claudio E. V. [Other]; Tsatsaronis, Kostas [Other]

Attributing Systemic Risk to Individual Institutions

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[S.l.]: SSRN, [2013]

Published in: BIS Working Paper ; No. 308
Tarashev, Nikola A. [Author]

Currency Crises and the Informational Role of Interest Rates

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[S.l.]: SSRN, 2013

Published in: BIS Working Paper ; No. 135
Tarashev, Nikola A. [Author]

An Empirical Evaluation of Structural Credit Risk Models

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[S.l.]: SSRN, [2013]
Tarashev, Nikola A. [Author] ; Zhu, Haibin [Other]

Measuring Portfolio Credit Risk : Modeling Versus Calibration Errors

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[S.l.]: SSRN, [2013]
Tarashev, Nikola A. [Author] ; Zhu, Haibin [Other]

Measuring Portfolio Credit Risk : Modelling Versus Calibration Errors

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[S.l.]: SSRN, [2013]
Tarashev, Nikola A. [Author] ; Zhu, Haibin [Other]

Modeling and Calibration Errors in Measures of Portfolio Credit Risk

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[S.l.]: SSRN, [2013]

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