Access Statistics for Nikola Tarashev

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical evaluation of structural credit risk models 0 0 0 164 1 1 17 373
Are speculative attacks triggered by sunspots? A new test 0 0 0 19 0 2 11 120
Asset managers, market liquidity and bank regulation 0 0 3 24 1 11 40 129
Attributing systemic risk to individual institutions 0 0 1 271 0 0 21 683
Bank business models: popularity and performance 0 0 1 50 0 2 21 232
Bank capital allocation under multiple constraints 0 0 0 36 1 2 24 139
Bank standalone credit ratings 0 0 0 12 0 1 21 119
Banks' credit loss forecasts: lessons from supervisory data 0 0 0 9 0 5 16 32
Banks' regulatory risk tolerance 0 0 13 13 0 2 19 19
Banks' regulatory risk tolerance 0 0 2 2 1 1 28 28
Banks’ regulatory risk tolerance 0 0 3 3 0 1 16 16
Buffering Covid-19 losses - the role of prudential policy 0 0 3 163 1 1 14 433
Could corporate credit losses turn out higher than expected? 0 1 1 4 0 1 8 15
Could corporate credit losses turn out higher than expected? 0 0 0 14 0 0 8 24
Currency Crises and the Informational Role of Interest Rates 0 0 0 49 0 0 8 158
Effects of Covid-19 on the banking sector: the market's assessment 0 2 7 2,491 1 5 46 6,688
Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature 0 0 1 47 3 12 33 183
Forecasting expected and unexpected losses 0 0 1 17 0 1 23 77
Forecasting expected and unexpected losses 0 0 1 24 2 3 16 56
Global monitoring with the BIS international banking statistics 0 0 1 133 0 0 17 409
Measuring portfolio credit risk correctly: why parameter uncertainty matters 0 0 0 90 0 0 16 241
Measuring the systemic importance of interconnected banks 0 0 0 216 0 0 12 543
Modelling and calibration errors in measures of portfolio credit risk 0 0 1 79 1 1 10 183
Post-crisis international financial regulatory reforms: a primer 0 0 0 33 1 2 21 93
Profitability, valuation and resilience of global banks - a tight link 0 1 6 21 0 4 36 75
Speculative attacks, Private Signals and Intertemporal Trade-offs 0 0 0 21 0 0 5 85
Systematic monetary policy and the forward premium puzzle 0 0 0 28 0 0 9 149
The pricing of correlated default risk: evidence from the credit derivatives market 0 0 0 186 0 0 11 498
The pricing of portfolio credit risk 0 0 0 117 1 1 12 247
When pegging ties your hands 0 0 0 24 0 5 26 72
When uncertainty decouples expected and unexpected losses 0 0 0 16 1 3 9 30
When uncertainty decouples expected and unexpected losses 0 0 0 10 0 1 12 26
Total Working Papers 0 4 45 4,386 15 68 586 12,175

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Evaluation of Structural Credit-Risk Models 0 0 0 118 1 2 32 362
Bank Standalone Credit Ratings 1 1 2 8 3 3 16 62
Bank business models 0 0 2 74 1 8 31 383
Bank capital allocation under multiple constraints 1 1 1 9 1 2 14 68
Bank health and lending to emerging markets 0 0 0 83 0 0 13 288
Central Bank Liquidity Backstops, Bank Regulation, and Risk-Taking by Asset Managers 0 1 4 4 1 3 16 16
Commonality under pressure: banks and funds 0 0 3 4 1 2 35 38
Corporate debt: post-GFC through the pandemic 0 0 3 12 2 2 10 51
Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures 0 0 0 150 0 0 13 425
Finance and Climate Change Risk: Managing Expectations 0 0 3 13 0 0 20 47
Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey 1 1 1 4 1 9 31 51
International banking with the euro 0 0 0 63 0 1 9 318
Investors' attitude towards risk: what can we learn from options? 0 0 1 41 3 8 36 990
Looking at the tail: price-based measures of systemic importance 0 0 0 9 1 3 11 75
Measuring portfolio credit risk correctly: Why parameter uncertainty matters 0 0 0 38 1 1 14 148
Measuring portfolio credit risk: modelling versus calibration errors 0 0 0 92 0 0 9 307
Measuring the systemic importance of interconnected banks 0 0 0 93 1 2 15 406
Rating methodologies for banks 0 0 0 64 1 2 25 250
Risk Attribution Using the Shapley Value: Methodology and Policy Applications 0 2 12 70 1 5 29 179
Risk premia across asset markets: information from option prices 0 0 0 28 0 2 18 146
Securitisations: tranching concentrates uncertainty 0 0 0 9 0 1 15 93
Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model 0 0 1 105 0 0 15 463
Speculative Attacks and the Information Role of the Interest Rate 0 0 0 45 0 0 5 123
Structural models of default: lessons from firm-level data 0 0 0 20 0 0 8 109
Systemic importance: some simple indicators 0 0 0 117 0 0 22 447
The systemic importance of financial institutions 0 0 0 251 1 2 18 1,825
Tracking international bank flows 0 0 0 110 1 2 7 396
When pegging is a commitment device: Revisiting conventional wisdom about currency crises 0 0 0 5 1 1 16 172
Total Journal Articles 3 6 33 1,639 22 61 503 8,238

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Global monitoring with the BIS international banking statistics 0 0 0 144 2 11 52 762
Total Chapters 0 0 0 144 2 11 52 762

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Statistics updated 2026-08-07