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 2 18 374
Are speculative attacks triggered by sunspots? A new test 0 0 0 19 1 1 12 121
Asset managers, market liquidity and bank regulation 0 0 3 24 3 5 43 132
Attributing systemic risk to individual institutions 0 0 1 271 2 2 23 685
Bank business models: popularity and performance 0 0 1 50 5 5 25 237
Bank capital allocation under multiple constraints 0 0 0 36 0 1 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 1 4 17 33
Banks' regulatory risk tolerance 0 0 2 2 0 1 28 28
Banks' regulatory risk tolerance 0 0 13 13 4 5 23 23
Banks’ regulatory risk tolerance 0 0 3 3 1 1 17 17
Buffering Covid-19 losses - the role of prudential policy 0 0 3 163 0 1 12 433
Could corporate credit losses turn out higher than expected? 0 0 0 14 0 0 8 24
Could corporate credit losses turn out higher than expected? 0 1 1 4 0 1 8 15
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 1 7 2,491 0 3 43 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 0 11 32 183
Forecasting expected and unexpected losses 0 0 1 17 0 0 21 77
Forecasting expected and unexpected losses 0 0 1 24 2 4 16 58
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 1 1 16 242
Measuring the systemic importance of interconnected banks 1 1 1 217 2 2 13 545
Modelling and calibration errors in measures of portfolio credit risk 0 0 1 79 1 2 11 184
Post-crisis international financial regulatory reforms: a primer 0 0 0 33 2 4 23 95
Profitability, valuation and resilience of global banks - a tight link 0 0 5 21 2 3 35 77
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 1 1 10 150
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 0 1 12 247
When pegging ties your hands 0 0 0 24 2 3 28 74
When uncertainty decouples expected and unexpected losses 0 0 0 16 0 2 9 30
When uncertainty decouples expected and unexpected losses 0 0 0 10 0 0 12 26
Total Working Papers 1 3 45 4,387 31 67 601 12,206

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 0 2 32 362
Bank Standalone Credit Ratings 0 1 2 8 0 3 16 62
Bank business models 0 0 2 74 0 3 30 383
Bank capital allocation under multiple constraints 0 1 1 9 1 2 15 69
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 4 17 17
Commonality under pressure: banks and funds 0 0 3 4 1 2 36 39
Corporate debt: post-GFC through the pandemic 0 0 3 12 0 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 19 47
Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey 0 1 1 4 1 7 32 52
International banking with the euro 0 0 0 63 1 1 10 319
Investors' attitude towards risk: what can we learn from options? 0 0 1 41 2 10 35 992
Looking at the tail: price-based measures of systemic importance 0 0 0 9 0 2 11 75
Measuring portfolio credit risk correctly: Why parameter uncertainty matters 0 0 0 38 0 1 14 148
Measuring portfolio credit risk: modelling versus calibration errors 0 0 0 92 1 1 10 308
Measuring the systemic importance of interconnected banks 0 0 0 93 0 2 15 406
Rating methodologies for banks 0 0 0 64 0 1 24 250
Risk Attribution Using the Shapley Value: Methodology and Policy Applications 0 2 11 70 0 3 25 179
Risk premia across asset markets: information from option prices 0 0 0 28 0 0 17 146
Securitisations: tranching concentrates uncertainty 0 0 0 9 0 0 15 93
Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model 0 0 1 105 1 1 16 464
Speculative Attacks and the Information Role of the Interest Rate 0 0 0 45 0 0 4 123
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 3 18 1,826
Tracking international bank flows 0 0 0 110 0 1 7 396
When pegging is a commitment device: Revisiting conventional wisdom about currency crises 0 0 0 5 1 2 16 173
Total Journal Articles 0 6 32 1,639 11 53 500 8,249

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 3 8 54 765
Total Chapters 0 0 0 144 3 8 54 765

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Statistics updated 2026-09-10