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 3 6 19 372
Are speculative attacks triggered by sunspots? A new test 0 0 0 19 0 4 9 118
Asset managers, market liquidity and bank regulation 1 2 3 24 7 11 34 118
Attributing systemic risk to individual institutions 0 0 1 271 5 9 22 683
Bank business models: popularity and performance 0 0 3 50 2 8 23 230
Bank capital allocation under multiple constraints 0 0 1 36 6 8 24 137
Bank standalone credit ratings 0 0 0 12 6 10 20 118
Banks' credit loss forecasts: lessons from supervisory data 0 0 0 9 3 6 12 27
Banks' regulatory risk tolerance 0 0 2 2 2 9 27 27
Banks' regulatory risk tolerance 0 0 13 13 2 2 17 17
Banks’ regulatory risk tolerance 0 0 3 3 5 7 15 15
Buffering Covid-19 losses - the role of prudential policy 0 2 3 163 2 4 18 432
Could corporate credit losses turn out higher than expected? 0 0 0 14 3 3 8 24
Could corporate credit losses turn out higher than expected? 0 0 0 3 1 3 7 14
Currency Crises and the Informational Role of Interest Rates 0 0 0 49 2 3 8 158
Effects of Covid-19 on the banking sector: the market's assessment 0 1 10 2,489 3 7 60 6,683
Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature 0 1 2 47 6 9 27 171
Forecasting expected and unexpected losses 0 0 1 24 3 4 13 53
Forecasting expected and unexpected losses 0 0 2 17 4 10 27 76
Global monitoring with the BIS international banking statistics 0 0 1 133 1 6 17 409
Measuring portfolio credit risk correctly: why parameter uncertainty matters 0 0 0 90 6 9 17 241
Measuring the systemic importance of interconnected banks 0 0 0 216 7 7 12 543
Modelling and calibration errors in measures of portfolio credit risk 0 0 1 79 0 2 12 182
Post-crisis international financial regulatory reforms: a primer 0 0 1 33 3 7 22 91
Profitability, valuation and resilience of global banks - a tight link 1 1 9 20 11 13 37 71
Speculative attacks, Private Signals and Intertemporal Trade-offs 0 0 0 21 0 1 5 85
Systematic monetary policy and the forward premium puzzle 0 0 0 28 1 2 9 149
The pricing of correlated default risk: evidence from the credit derivatives market 0 0 1 186 1 4 12 498
The pricing of portfolio credit risk 0 0 0 117 3 6 12 246
When pegging ties your hands 0 0 0 24 0 1 23 67
When uncertainty decouples expected and unexpected losses 0 0 0 16 0 1 6 27
When uncertainty decouples expected and unexpected losses 0 0 0 10 5 5 13 25
Total Working Papers 2 7 57 4,382 103 187 587 12,107

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 2 118 2 17 32 360
Bank Standalone Credit Ratings 1 1 1 7 5 5 13 59
Bank business models 2 2 3 74 3 6 27 375
Bank capital allocation under multiple constraints 0 0 0 8 1 3 15 66
Bank health and lending to emerging markets 0 0 0 83 0 1 14 288
Central Bank Liquidity Backstops, Bank Regulation, and Risk-Taking by Asset Managers 0 1 3 3 2 3 13 13
Commonality under pressure: banks and funds 1 3 4 4 6 13 35 36
Corporate debt: post-GFC through the pandemic 0 0 3 12 0 0 9 49
Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures 0 0 1 150 3 7 14 425
Finance and Climate Change Risk: Managing Expectations 0 1 3 13 1 5 21 47
Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey 0 0 0 3 8 12 25 42
International banking with the euro 0 0 0 63 0 1 10 317
Investors' attitude towards risk: what can we learn from options? 0 0 2 41 5 12 36 982
Looking at the tail: price-based measures of systemic importance 0 0 0 9 3 4 8 72
Measuring portfolio credit risk correctly: Why parameter uncertainty matters 0 0 0 38 1 3 13 147
Measuring portfolio credit risk: modelling versus calibration errors 0 0 1 92 1 2 10 307
Measuring the systemic importance of interconnected banks 0 0 4 93 4 5 18 404
Rating methodologies for banks 0 0 2 64 4 8 25 248
Risk Attribution Using the Shapley Value: Methodology and Policy Applications 0 2 12 68 2 6 32 174
Risk premia across asset markets: information from option prices 0 0 0 28 7 9 16 144
Securitisations: tranching concentrates uncertainty 0 0 0 9 7 7 16 92
Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model 0 1 2 105 3 6 19 463
Speculative Attacks and the Information Role of the Interest Rate 0 0 1 45 2 3 6 123
Structural models of default: lessons from firm-level data 0 0 0 20 3 5 8 109
Systemic importance: some simple indicators 0 0 0 117 4 9 23 447
The systemic importance of financial institutions 0 0 0 251 2 5 21 1,823
Tracking international bank flows 0 0 0 110 1 2 6 394
When pegging is a commitment device: Revisiting conventional wisdom about currency crises 0 0 0 5 2 3 16 171
Total Journal Articles 4 11 44 1,633 82 162 501 8,177

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 5 15 42 751
Total Chapters 0 0 0 144 5 15 42 751

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Statistics updated 2026-05-06