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Zhu, Haibin McGuire, Patrick M. Tsatsaronis, Kostas Borio, Claudio E. V. Juselius, Mikael Lewrick, Ulf Drehmann, Mathias Roengpitya, Rungporn Goel, Tirupam King, Michael R. Ongena, Steven Villegas, Alan Tambakis, Demosthenes Nicholas Avdjiev, Stefan Nelson, Benjamin F. Zabai, Anna Tanaka, Misa Antoniades, Adonis Claessens, Stijn Giese, Julia Packer, Frank Fender, Ingo Farag, Marc Aldasoro, Iñaki Tsatsaronis, Kostas Chen Zhou Schmieder, Christian Birn, Martin Caparusso, John Hardy, Bryan Schrimpf, Andreas Corrias, Renzo Huang, Wenqian Karampatos, Dimitrios All co-authors credit financial market portfolio banking uncertainty losses model international kreditrisiko default ratings measures capital systemic importance asset paper policy return correlations bank low spreads expected models data crisis information unexpected based markets methodology time cds index currency institutions large account messung measurement forecasts standalone errors premium speculative role exposures empirical
Composed credit risk portfolio credit international banking portfolio management portfolio selection systemic importance international bank asset return internationale bank return correlations financial crisis basler akkord basel accord bank regulation systemic risk parameter uncertainty bank lending internationaler finanzmarkt international financial market currency speculation calibration errors speculative attacks correlation risk currency crisis expectation formation financial system expected unexpected business models measures portfolio measuring portfolio shapley value risk model risk management standalone ratings physical asset risk premium realized correlations banking market financial market regulation risk measure banking services shapley wert post crisis policy signals pricing portfolio expected losses cds index share price exchange rate policy bank standalone bank business bank capital capital allocation multiple constraints pricing correlated correlated default default risk risk evidence evidence credit credit derivatives derivatives market errors measures financial institutions value risk risk individual bank flows emerging markets risk correctly correctly parameter uncertainty matters loss absorbing absorbing resources forecasting model balance sheet tranche spreads credit default default swap swap cds probabilities default default pds single cds overall level tail risk capital structure
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Nikola A. Tarashev Dr. Alternative spellings: Nikola Tarashev B: 1973
Affiliations Bank für Internationalen Zahlungsausgleich
Publishing years Series BIS Working Paper (13) BIS working papers (12) Working papers / Bank for International Settlements (10) Bank of Finland research discussion papers (2) Bank of Finland Research Discussion Paper (2) Occasional paper / Financial Stability Institute (1) BoF economics review (1) Research paper series / Swiss Finance Institute (1) Bank of England Financial Stability Paper (1) Financial stability paper (1) Discussion paper / Deutsche Bundesbank (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
