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Nikola Tarashev

Personal Details

First Name:Nikola
Middle Name:
Last Name:Tarashev
Suffix:
RePEc Short-ID:pta487

Affiliation

Bank for International Settlements (BIS)

Basel, Switzerland
http://www.bis.org/
RePEc:edi:bisssch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Iñaki Aldasoro & Wenqian Huang & Nikola Tarashev, 2021. "Asset managers, market liquidity and bank regulation," BIS Working Papers 933, Bank for International Settlements.
  2. Claudio Borio & Marc Farag & Nikola Tarashev, 2020. "Post-crisis international financial regulatory reforms: a primer," BIS Working Papers 859, Bank for International Settlements.
  3. Juselius, Mikael & Tarashev, Nikola A., 2020. "Forecasting expected and unexpected losses," Bank of Finland Research Discussion Papers 18/2020, Bank of Finland.
  4. Iñaki Aldasoro & Ingo Fender & Bryan Hardy & Nikola Tarashev, 2020. "Effects of Covid-19 on the banking sector: the market's assessment," BIS Bulletins 12, Bank for International Settlements.
  5. Mathias Drehmann & Marc Farag & Nicola Tarashev & Kostas Tsatsaronis, 2020. "Buffering Covid-19 losses - the role of prudential policy," BIS Bulletins 9, Bank for International Settlements.
  6. Rungporn Roengpitya & Nikola Tarashev & Kostas Tsatsaronis & Alan Villegas, 2017. "Bank business models: popularity and performance," BIS Working Papers 682, Bank for International Settlements.
  7. Tirupam Goel & Ulf Lewrick & Agnė Nikola Tarashev, 2017. "Bank capital allocation under multiple constraints," BIS Working Papers 666, Bank for International Settlements.
  8. Michael R King & Steven Ongena & Nikola Tarashev, 2016. "Bank standalone credit ratings," BIS Working Papers 542, Bank for International Settlements.
  9. Nikola Tarashev & Anna Zabai, 2016. "When pegging ties your hands," BIS Working Papers 547, Bank for International Settlements.
  10. Giese, Julia & Nelson, Benjamin & Tanaka, Misa & Tarashev, Nikola, 2013. "Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature," Bank of England Financial Stability Papers 21, Bank of England.
  11. Demosthenes N. Tambakis & Nikola Tarashev, 2012. "Systematic monetary policy and the forward premium puzzle," BIS Working Papers 396, Bank for International Settlements.
  12. Nikola Tarashev & Mathias Drehmann, 2011. "Measuring the systemic importance of interconnected banks," BIS Working Papers 342, Bank for International Settlements.
  13. Nikola Tarashev & Claudio Borio & Kostas Tsatsaronis, 2010. "Attributing systemic risk to individual institutions," BIS Working Papers 308, Bank for International Settlements.
  14. Nikola Tarashev, 2009. "Measuring portfolio credit risk correctly: why parameter uncertainty matters," BIS Working Papers 280, Bank for International Settlements.
  15. Zhu, Haibin & Tarashev, Nikola A., 2008. "The pricing of correlated default risk: evidence from the credit derivatives market," Discussion Paper Series 2: Banking and Financial Studies 2008,09, Deutsche Bundesbank.
  16. Nikola A Tarashev, 2008. "Speculative attacks, Private Signals and Intertemporal Trade-offs," BIS Working Papers 254, Bank for International Settlements.
  17. Patrick McGuire & Ilhyock Nikola Tarashev, 2008. "Global monitoring with the BIS international banking statistics," BIS Working Papers 244, Bank for International Settlements.
  18. Nikola A. Tarashev & Haibin Zhu, 2007. "Modelling and calibration errors in measures of portfolio credit risk," BIS Working Papers 230, Bank for International Settlements.
  19. Nikola A. Tarashev & Haibin Zhu, 2006. "The pricing of portfolio credit risk," BIS Working Papers 214, Bank for International Settlements.
  20. Nikola A. Tarashev, 2005. "An empirical evaluation of structural credit risk models," BIS Working Papers 179, Bank for International Settlements.
  21. Nikola A. Tarashev, 2004. "Are speculative attacks triggered by sunspots? A new test," BIS Working Papers 166, Bank for International Settlements.
  22. Nikola A. Tarashev, 2003. "Currency Crises and the Informational Role of Interest Rates," BIS Working Papers 135, Bank for International Settlements.

Articles

  1. Michael R. King & Steven Ongena & Nikola Tarashev, 2020. "Bank Standalone Credit Ratings," International Journal of Central Banking, International Journal of Central Banking, vol. 16(4), pages 101-144, September.
  2. Goel, Tirupam & Lewrick, Ulf & Tarashev, Nikola, 2020. "Bank capital allocation under multiple constraints," Journal of Financial Intermediation, Elsevier, vol. 44(C).
  3. Tarashev, Nikola & Zabai, Anna, 2019. "When pegging is a commitment device: Revisiting conventional wisdom about currency crises," Journal of International Economics, Elsevier, vol. 118(C), pages 233-247.
  4. Nikola Tarashev & Kostas Tsatsaronis & Claudio Borio, 2016. "Risk Attribution Using the Shapley Value: Methodology and Policy Applications," Review of Finance, European Finance Association, vol. 20(3), pages 1189-1213.
  5. Adonis Antoniades & Nikola Tarashev, 2014. "Securitisations: tranching concentrates uncertainty," BIS Quarterly Review, Bank for International Settlements, December.
  6. Rungporn Roengpitya & Nikola Tarashev & Kostas Tsatsaronis, 2014. "Bank business models," BIS Quarterly Review, Bank for International Settlements, December.
  7. Drehmann, Mathias & Tarashev, Nikola, 2013. "Measuring the systemic importance of interconnected banks," Journal of Financial Intermediation, Elsevier, vol. 22(4), pages 586-607.
  8. Chen Zhou & Nikola Tarashev, 2013. "Looking at the tail: price-based measures of systemic importance," BIS Quarterly Review, Bank for International Settlements, June.
  9. Frank Packer & Nikola Tarashev, 2011. "Rating methodologies for banks," BIS Quarterly Review, Bank for International Settlements, June.
  10. Mathias Drehmann & Nikola Tarashev, 2011. "Systemic importance: some simple indicators," BIS Quarterly Review, Bank for International Settlements, March.
  11. Tarashev, Nikola, 2010. "Measuring portfolio credit risk correctly: Why parameter uncertainty matters," Journal of Banking & Finance, Elsevier, vol. 34(9), pages 2065-2076, September.
  12. Nikola Tarashev & Claudio Borio & Kostas Tsatsaronis, 2009. "The systemic importance of financial institutions," BIS Quarterly Review, Bank for International Settlements, September.
  13. Nikola Tarashev & Haibin Zhu, 2008. "Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 129-173, June.
  14. Ingo Fender & Nikola Tarashev & Haibin Zhu, 2008. "Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures," BIS Quarterly Review, Bank for International Settlements, March.
  15. Nikola A. Tarashev, 2008. "An Empirical Evaluation of Structural Credit-Risk Models," International Journal of Central Banking, International Journal of Central Banking, vol. 4(1), pages 1-53, March.
  16. Patrick McGuire & Nikola Tarashev, 2008. "Bank health and lending to emerging markets," BIS Quarterly Review, Bank for International Settlements, December.
  17. Patrick McGuire & Nikola Tarashev, 2007. "International banking with the euro," BIS Quarterly Review, Bank for International Settlements, December.
  18. Nikola A. Tarashev, 2007. "Speculative Attacks and the Information Role of the Interest Rate," Journal of the European Economic Association, MIT Press, vol. 5(1), pages 1-36, March.
  19. Nikola Tarashev & Haibin Zhu, 2007. "Measuring portfolio credit risk: modelling versus calibration errors," BIS Quarterly Review, Bank for International Settlements, March.
  20. Patrick McGuire & Nikola Tarashev, 2006. "Tracking international bank flows," BIS Quarterly Review, Bank for International Settlements, December.
  21. Nikola Tarashev & Kostas Tsatsaronis, 2006. "Risk premia across asset markets: information from option prices," BIS Quarterly Review, Bank for International Settlements, March.
  22. Nikola Tarashev, 2005. "Structural models of default: lessons from firm-level data," BIS Quarterly Review, Bank for International Settlements, September.
  23. Nikola Tarashev & Kostas Tsatsaronis & Dimitrios Karampatos, 2003. "Investors' attitude towards risk: what can we learn from options?," BIS Quarterly Review, Bank for International Settlements, June.

Chapters

  1. Patrick McGuire & Nikola Tarashev, 2007. "Global monitoring with the BIS international banking statistics," CGFS Papers chapters, in: Bank for International Settlements (ed.), Research on global financial stability: the use of BIS international financial statistics, volume 29, pages 176-204, Bank for International Settlements.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 17 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BAN: Banking (11) 2007-08-14 2008-02-09 2009-04-25 2010-05-29 2011-03-26 2017-11-12 2018-01-08 2020-05-04 2021-01-04 2021-02-01 2021-04-05. Author is listed
  2. NEP-RMG: Risk Management (10) 2007-06-18 2007-06-18 2007-08-14 2008-02-09 2008-07-20 2009-04-25 2017-11-12 2020-05-04 2021-01-04 2021-02-01. Author is listed
  3. NEP-CBA: Central Banking (6) 2008-02-09 2008-07-30 2011-03-26 2016-03-23 2020-05-04 2021-04-05. Author is listed
  4. NEP-FMK: Financial Markets (4) 2007-06-18 2007-06-18 2008-07-20 2020-05-04
  5. NEP-FOR: Forecasting (2) 2021-01-04 2021-02-01
  6. NEP-MON: Monetary Economics (2) 2008-07-30 2016-03-23
  7. NEP-CFN: Corporate Finance (1) 2020-05-04
  8. NEP-EFF: Efficiency and Productivity (1) 2018-01-08
  9. NEP-FDG: Financial Development and Growth (1) 2021-01-04
  10. NEP-MAC: Macroeconomics (1) 2021-02-01
  11. NEP-NET: Network Economics (1) 2011-03-26
  12. NEP-SEA: South East Asia (1) 2008-02-09

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