Concepedia

Nikola Tarashev

NT

24

Publications

1K

Citations

18

H-Index

2003

Active since

Affiliations

Bank for International Settlements(Current)

Nikola Tarashev is an author at Bank for International Settlements specializing in finance, business, and management.

Top concepts

FinanceBusinessManagementEconomicsFinancial CrisisFinancial EconomicsFinancial Risk ManagementEmpirical FinanceAccountingFinancial Risk

Publications per year

2003–2021

24

Publications

24

Attributing Systemic Risk to Individual Institutions

Nikola Tarashev, Claudio Borio, Kostas Tsatsaronis · SSRN Electronic Journal · 2010 · 226 citations · Full text

Measuring the systemic importance of interconnected banks

Mathias Drehmann, Nikola Tarashev · Journal of Financial Intermediation · 2013 · 132 citations · Full text

Financial System, Central Banking, Financial Intermediation +4

The systemic importance of financial institutions

Nikola Tarashev, Claudio Borio, Kostas Tsatsaronis · SSRN Electronic Journal · 2009 · 103 citations · Full text

Financial Institutions, Financial Risk Management, Financial Network Analysis +17

Risk Attribution Using the Shapley Value: Methodology and Policy Applications

Nikola Tarashev, Kostas Tsatsaronis, Claudio Borio · European Finance Review · 2015 · 57 citations

An Empirical Evaluation of Structural Credit Risk Models

Nikola Tarashev · SSRN Electronic Journal · 2005 · 45 citations · Full text

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