16
H index
23
i10 index
958
Citations
Bank for International Settlements (BIS) | 16 H index 23 i10 index 958 Citations RESEARCH PRODUCTION: 23 Articles 20 Papers 1 Chapters RESEARCH ACTIVITY: 18 years (2003 - 2021). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pta487 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Nikola Tarashev. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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BIS Quarterly Review | 14 |
International Journal of Central Banking | 3 |
Journal of Financial Intermediation | 2 |
Working Papers Series with more than one paper published | # docs |
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BIS Working Papers / Bank for International Settlements | 17 |
Year | Title of citing document |
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2023 | Banks credit loss forecasts: lessons from supervisory data. (2023). Tarashev, Nikola ; Schmieder, Christian ; Corrias, Renzo ; Birn, Martin. In: BIS Working Papers. RePEc:bis:biswps:1125. Full description at Econpapers || Download paper |
2023 | Profitability, valuation and resilience of global banks - a tight link. (2023). Lewrick, Leonardo Ulf ; Caparusso, John ; Tarashev, Nikola. In: BIS Working Papers. RePEc:bis:biswps:1144. Full description at Econpapers || Download paper |
2023 | Macroprudential Regulation: A Risk Management Approach. (2023). van Wijnbergen, Sweder ; Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:765. Full description at Econpapers || Download paper |
2023 | Are banks risk-averse or risk-neutral investors?. (2023). Ishinagi, Yoshikazu ; Takino, Kazuhiro. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000060. Full description at Econpapers || Download paper |
2023 | Reconstruction of international energy trade networks with given marginal data: A comparative analysis. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Wang, Zhi-Yuan ; Xu, Hai-Chuan. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:167:y:2023:i:c:s0960077922012103. Full description at Econpapers || Download paper |
2023 | Multivariate stress scenario selection in interbank networks. (2023). Kwon, Eunji ; Kim, Kyoung-Kuk ; Ahn, Dohyun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001185. Full description at Econpapers || Download paper |
2023 | Accounting for PD-LGD dependency: A tractable extension to the Basel ASRF framework. (2023). Vrins, Frederic ; Barbagli, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001335. Full description at Econpapers || Download paper |
2023 | Topological properties of reconstructed credit networks and banking systemic risk. (2023). Li, Menyu ; Chen, Boyi ; Liu, Xiaoxing ; Wang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000360. Full description at Econpapers || Download paper |
2023 | Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237. Full description at Econpapers || Download paper |
2023 | Bank business models, size, and profitability. (2023). Lozano-Vivas, Ana ; Duran, Miguel ; Bolivar, Fernando. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007814. Full description at Econpapers || Download paper |
2023 | Systemic risk and CO2 emissions in the U.S.. (2023). Zervopoulos, Panagiotis ; Molyneux, Philip ; Kanas, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001097. Full description at Econpapers || Download paper |
2023 | An evolution of global and regional banking networks: A focus on Japanese banks’ international expansion. (2023). Shabani, Mimoza ; Nakajima, Jouchi ; Harrison, Michael. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122001895. Full description at Econpapers || Download paper |
2023 | Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513. Full description at Econpapers || Download paper |
2023 | Are monetary policy shocks causal to bank health? Evidence from the euro area. (2023). Jung, Alexander. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:75:y:2023:i:c:s0164070422000878. Full description at Econpapers || Download paper |
2023 | Business model contributions to bank profit performance: A machine learning approach. (2023). Lozano-Vivas, Ana ; Duran, Miguel ; Bolivar, Fernando. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002562. Full description at Econpapers || Download paper |
2023 | Drivers of cross-border bank claims: The role of foreign-owned banks in emerging countries. (2023). Lahet, Delphine ; Chenaf-Nicet, Dalila ; Brana, Sophie. In: Working Papers. RePEc:inf:wpaper:2023.06. Full description at Econpapers || Download paper |
2023 | The Impact of Policy Interventions on Systemic Risk across Banks. (2023). Ongena, Steven ; Nistor, Simona. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:64:y:2023:i:2:d:10.1007_s10693-023-00404-8. Full description at Econpapers || Download paper |
2023 | CREDIT RISK ASSESSMENT USING DEFAULT MODELS: A REVIEW. (2023). Jumbe, George. In: OSF Preprints. RePEc:osf:osfxxx:ksb8n. Full description at Econpapers || Download paper |
2023 | Measuring Systemic Risk Using Multivariate Quantile-Located ES Models*. (2023). Sanchis-Marco, Lidia ; Garcia-Jorcano, Laura. In: The Journal of Financial Econometrics. RePEc:oup:jfinec:v:21:y:2023:i:1:p:1-72.. Full description at Econpapers || Download paper |
2023 | Unaccounted model risk for Basel IRB models deemed acceptable by conventional validation criteria. (2023). Penikas, Henry. In: Risk Management. RePEc:pal:risman:v:25:y:2023:i:4:d:10.1057_s41283-023-00129-x. Full description at Econpapers || Download paper |
2023 | Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x. Full description at Econpapers || Download paper |
2023 | Bank performance before and after the subprime crisis: Evidence from pooled data on big US banks. (2023). Theoret, Raymond ; Calmes, Christian. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-023-09618-x. Full description at Econpapers || Download paper |
2023 | Systemically important banks - emerging risk and policy responses: An agent-based investigation. (2023). Roventini, Andrea ; Napoletano, Mauro ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2023/30. Full description at Econpapers || Download paper |
2023 | Macroprudential Regulation: A Risk Management Approach. (2023). Dimitrov, Daniel ; van Wijnbergen, Sweder. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20230002. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2007 | Global monitoring with the BIS international banking statistics In: CGFS Papers chapters. [Full Text][Citation analysis] | chapter | 34 |
2008 | Global monitoring with the BIS international banking statistics.(2008) In: BIS Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 34 | paper | |
2003 | Investors attitude towards risk: what can we learn from options? In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 19 |
2005 | Structural models of default: lessons from firm-level data In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 4 |
2006 | Risk premia across asset markets: information from option prices In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 1 |
2006 | Tracking international bank flows In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 24 |
2007 | Measuring portfolio credit risk: modelling versus calibration errors In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 0 |
2007 | International banking with the euro In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 5 |
2008 | Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 25 |
2008 | Bank health and lending to emerging markets In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 71 |
2009 | The systemic importance of financial institutions In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 85 |
2011 | Systemic importance: some simple indicators In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 75 |
2011 | Rating methodologies for banks In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 21 |
2013 | Looking at the tail: price-based measures of systemic importance In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 4 |
2014 | Securitisations: tranching concentrates uncertainty In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 8 |
2014 | Bank business models In: BIS Quarterly Review. [Full Text][Citation analysis] | article | 62 |
2003 | Currency Crises and the Informational Role of Interest Rates In: BIS Working Papers. [Full Text][Citation analysis] | paper | 13 |
2004 | Are speculative attacks triggered by sunspots? A new test In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2005 | An empirical evaluation of structural credit risk models In: BIS Working Papers. [Full Text][Citation analysis] | paper | 15 |
2008 | An Empirical Evaluation of Structural Credit-Risk Models.(2008) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | article | |
2006 | The pricing of portfolio credit risk In: BIS Working Papers. [Full Text][Citation analysis] | paper | 10 |
2007 | Modelling and calibration errors in measures of portfolio credit risk In: BIS Working Papers. [Full Text][Citation analysis] | paper | 10 |
2008 | Speculative attacks, Private Signals and Intertemporal Trade-offs In: BIS Working Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Measuring portfolio credit risk correctly: why parameter uncertainty matters In: BIS Working Papers. [Full Text][Citation analysis] | paper | 16 |
2010 | Measuring portfolio credit risk correctly: Why parameter uncertainty matters.(2010) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2010 | Attributing systemic risk to individual institutions In: BIS Working Papers. [Full Text][Citation analysis] | paper | 145 |
2011 | Measuring the systemic importance of interconnected banks In: BIS Working Papers. [Full Text][Citation analysis] | paper | 161 |
2013 | Measuring the systemic importance of interconnected banks.(2013) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 161 | article | |
2012 | Systematic monetary policy and the forward premium puzzle In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
2016 | Bank standalone credit ratings In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Bank Standalone Credit Ratings.(2020) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2016 | When pegging ties your hands In: BIS Working Papers. [Full Text][Citation analysis] | paper | 2 |
2017 | Bank capital allocation under multiple constraints In: BIS Working Papers. [Full Text][Citation analysis] | paper | 13 |
2020 | Bank capital allocation under multiple constraints.(2020) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | article | |
2017 | Bank business models: popularity and performance In: BIS Working Papers. [Full Text][Citation analysis] | paper | 40 |
2020 | Forecasting expected and unexpected losses In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Asset managers, market liquidity and bank regulation In: BIS Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Financial Stability Paper No 21: How could macroprudential policy affect financial system resilience and credit? Lessons from the literature In: Bank of England Financial Stability Papers. [Full Text][Citation analysis] | paper | 21 |
2020 | Forecasting expected and unexpected losses In: Research Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2019 | When pegging is a commitment device: Revisiting conventional wisdom about currency crises In: Journal of International Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Specification and Calibration Errors in Measures of Portfolio Credit Risk: The Case of the ASRF Model In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 24 |
2016 | Risk Attribution Using the Shapley Value: Methodology and Policy Applications In: Review of Finance. [Full Text][Citation analysis] | article | 16 |
2007 | Speculative Attacks and the Information Role of the Interest Rate In: Journal of the European Economic Association. [Full Text][Citation analysis] | article | 18 |
2008 | The pricing of correlated default risk: evidence from the credit derivatives market In: Discussion Paper Series 2: Banking and Financial Studies. [Full Text][Citation analysis] | paper | 11 |
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