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Risikoprämien an verschiedenen Märkten : was Optionspreise aussagen

Tarashev, Nikola A.; Tsatsaronis, Kostas - In: BIZ-Quartalsbericht (2006), pp. 105-117

Persistent link: https://www.econbiz.de/10003361908

Post-crisis international financial regulatory reforms : a primer

Borio, Claudio E. V.; Farag, Marc; Tarashev, Nikola A. - 2020

Persistent link: https://www.econbiz.de/10012238389

Entity-based vs activity-based regulation : a framework and applications to traditional financial firms and big techs

Borio, Claudio E. V.; Claessens, Stijn; Tarashev, Nikola A. - 2022

Persistent link: https://www.econbiz.de/10013370503

Characterising the financial cycle : don't lose sight of the medium term!

Drehmann, Mathias; Borio, Claudio E. V.; Tsatsaronis, Kostas - 2012

Persistent link: https://www.econbiz.de/10009559761

Rating methodologies for banks

Packer, Frank; Tarashev, Nikola A. - In: BIS quarterly review : international banking and … (2011), pp. 39-52

Persistent link: https://www.econbiz.de/10009158122

Securitisations: tranching concentrates uncertainty

Antoniades, Adonis; Tarashev, Nikola A. - In: BIS quarterly review : international banking and … (2014), pp. 37-53

Persistent link: https://www.econbiz.de/10010461186

How could macroprudential policy affect financial system resilience and credit? : lessons from the literature

Giese, Julia; Nelson, Benjamin F.; Tanaka, Misa; … - 2013

Persistent link: https://www.econbiz.de/10010492820

The pricing of correlated default risk : evidence from the credit derivatives market

Tarashev, Nikola A. (contributor); Zhu, Haibin (contributor) - 2008

order to analyze the pricing of portfolio credit risk as revealed by tranche spreads of a popular credit default swap (CDS) index we extract risk-neutral probabilities of default (PDs) and physical asset return correlations from single-name CDS spreads. The time profile and overall level of...

Persistent link: https://www.econbiz.de/10003721579

Change and constancy in the financial system : implications for financial distress and policy

Borio, Claudio E. V. - In: The structure and resilience of the financial system : …, (pp. 8-37). 2007

Persistent link: https://www.econbiz.de/10003652966

Monetary and prudential policies at a crossroads? : new challenges in the new century

Borio, Claudio E. V. - In: Moneda y crédito : revista de economía 224 (2007), pp. 63-101

Persistent link: https://www.econbiz.de/10003531815