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 0 4 18 372
Are speculative attacks triggered by sunspots? A new test 0 0 0 19 2 5 11 120
Asset managers, market liquidity and bank regulation 0 2 3 24 9 18 39 127
Attributing systemic risk to individual institutions 0 0 1 271 0 7 22 683
Bank business models: popularity and performance 0 0 2 50 2 6 23 232
Bank capital allocation under multiple constraints 0 0 0 36 1 8 23 138
Bank standalone credit ratings 0 0 0 12 0 6 20 118
Banks' credit loss forecasts: lessons from supervisory data 0 0 0 9 2 6 14 29
Banks' regulatory risk tolerance 0 0 13 13 1 3 18 18
Banks' regulatory risk tolerance 0 0 2 2 0 5 27 27
Banks’ regulatory risk tolerance 0 0 3 3 1 8 16 16
Buffering Covid-19 losses - the role of prudential policy 0 2 3 163 0 4 15 432
Could corporate credit losses turn out higher than expected? 0 0 0 3 0 1 7 14
Could corporate credit losses turn out higher than expected? 0 0 0 14 0 3 8 24
Currency Crises and the Informational Role of Interest Rates 0 0 0 49 0 2 8 158
Effects of Covid-19 on the banking sector: the market's assessment 1 2 8 2,490 2 7 50 6,685
Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature 0 0 2 47 1 8 26 172
Forecasting expected and unexpected losses 0 0 1 24 1 4 14 54
Forecasting expected and unexpected losses 0 0 2 17 1 7 28 77
Global monitoring with the BIS international banking statistics 0 0 1 133 0 3 17 409
Measuring portfolio credit risk correctly: why parameter uncertainty matters 0 0 0 90 0 7 17 241
Measuring the systemic importance of interconnected banks 0 0 0 216 0 7 12 543
Modelling and calibration errors in measures of portfolio credit risk 0 0 1 79 0 1 11 182
Post-crisis international financial regulatory reforms: a primer 0 0 1 33 0 4 20 91
Profitability, valuation and resilience of global banks - a tight link 1 2 9 21 3 15 39 74
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 2 9 149
The pricing of correlated default risk: evidence from the credit derivatives market 0 0 0 186 0 2 11 498
The pricing of portfolio credit risk 0 0 0 117 0 5 12 246
When pegging ties your hands 0 0 0 24 4 4 26 71
When uncertainty decouples expected and unexpected losses 0 0 0 16 1 1 7 28
When uncertainty decouples expected and unexpected losses 0 0 0 10 1 6 13 26
Total Working Papers 2 8 52 4,384 32 169 586 12,139

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 0 7 32 360
Bank Standalone Credit Ratings 0 1 1 7 0 5 13 59
Bank business models 0 2 2 74 5 9 28 380
Bank capital allocation under multiple constraints 0 0 0 8 1 2 16 67
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 0 3 3 0 2 13 13
Commonality under pressure: banks and funds 0 2 4 4 1 12 36 37
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 0 6 14 425
Finance and Climate Change Risk: Managing Expectations 0 0 3 13 0 2 21 47
Foreword: OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey 0 0 0 3 3 15 27 45
International banking with the euro 0 0 0 63 1 1 10 318
Investors' attitude towards risk: what can we learn from options? 0 0 1 41 0 8 34 982
Looking at the tail: price-based measures of systemic importance 0 0 0 9 1 4 9 73
Measuring portfolio credit risk correctly: Why parameter uncertainty matters 0 0 0 38 0 1 13 147
Measuring portfolio credit risk: modelling versus calibration errors 0 0 1 92 0 1 10 307
Measuring the systemic importance of interconnected banks 0 0 1 93 0 4 15 404
Rating methodologies for banks 0 0 2 64 1 7 26 249
Risk Attribution Using the Shapley Value: Methodology and Policy Applications 0 2 12 68 2 7 32 176
Risk premia across asset markets: information from option prices 0 0 0 28 2 9 18 146
Securitisations: tranching concentrates uncertainty 0 0 0 9 1 8 15 93
Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model 0 0 1 105 0 4 17 463
Speculative Attacks and the Information Role of the Interest Rate 0 0 0 45 0 3 5 123
Structural models of default: lessons from firm-level data 0 0 0 20 0 5 8 109
Systemic importance: some simple indicators 0 0 0 117 0 7 22 447
The systemic importance of financial institutions 0 0 0 251 0 2 21 1,823
Tracking international bank flows 0 0 0 110 1 2 7 395
When pegging is a commitment device: Revisiting conventional wisdom about currency crises 0 0 0 5 0 2 16 171
Total Journal Articles 0 7 37 1,633 19 136 501 8,196

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 6 16 47 757
Total Chapters 0 0 0 144 6 16 47 757

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Statistics updated 2026-06-04