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Measuring the systemic importa...
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Drehmann, Mathias
16
Tarashev, Nikola
7
Tarashev, Nikola A.
4
Borio, Claudio
3
McGuire, Patrick
3
Tsatsaronis, Kostas
3
Zhu, Haibin
3
Borio, Claudio E. V.
2
Goodhart, Charles
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2
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BIS quarterly review : international banking and financial market developments
13
Journal of banking & finance
4
Economic policy : a European forum
2
International journal of central banking : IJCB
2
Boletín / Centro de Estudios Monetarios Latinoamericanos
1
International journal of industrial organization
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ECONIS (ZBW)
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Systemic importance: some simple indicators
Drehmann, Mathias
;
Tarashev, Nikola A.
- In:
BIS quarterly review : international banking and …
(
2011
),
pp. 25-37
Persistent link: https://www.econbiz.de/10009951763
Saved in:
2
Total credit as an early warning indicator for systemic banking crises
Drehmann, Mathias
- In:
BIS quarterly review : international banking and …
(
2013
),
pp. 41-45
Persistent link: https://www.econbiz.de/10010147813
Saved in:
3
Stress tests: objectives, challenges and modelling choices
Drehmann, Mathias
- In:
Sveriges Riksbank economic review
(
2008
)
2
,
pp. 60-92
Persistent link: https://www.econbiz.de/10009057530
Saved in:
4
Looking at the tail : price-based measures of systemic importance
Zhou, Chen
;
Tarashev, Nikola
- In:
BIS quarterly review : international banking and …
(
2013
),
pp. 47-61
Persistent link: https://www.econbiz.de/10010147812
Saved in:
5
THE PRICING OF CORRELATED DEFAULT RISK: Evidence from the Credit Derivatives Market
Tarashev, Nikola
;
Zhu, Haibin
- In:
The journal of fixed income
18
(
2008
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10008077965
Saved in:
6
Tracking international bank flows
McGuire, Patrick
;
Tarashev, Nikola
- In:
BIS quarterly review : international banking and …
(
2006
),
pp. 27-40
Persistent link: https://www.econbiz.de/10009951677
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7
Measuring portfolio credit risk : modelling versus calibration errors
Tarashev, Nikola
;
Zhu, Haibin
- In:
BIS quarterly review : international banking and …
(
2007
),
pp. 83-96
Persistent link: https://www.econbiz.de/10009951678
Saved in:
8
International banking with the Euro
McGuire, Patrick
;
Tarashev, Nikola
- In:
BIS quarterly review : international banking and …
(
2007
),
pp. 47-61
Persistent link: https://www.econbiz.de/10009951696
Saved in:
9
Credit fundamentals, ratings and value-at-risk : CDOs versus corporate exposures
Fender, Ingo
;
Tarashev, Nikola
;
Zhu, Haibin
- In:
BIS quarterly review : international banking and …
(
2008
),
pp. 87-101
Persistent link: https://www.econbiz.de/10009951698
Saved in:
10
Measuring portfolio credit risk correctly: Why parameter uncertainty matters
Tarashev, Nikola
- In:
Journal of banking & finance
34
(
2010
)
9
,
pp. 2065-2077
Persistent link: https://www.econbiz.de/10008433529
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