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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

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

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

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

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

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

OTC foreign exchange and interest rate derivatives markets through the prism of the Triennial Survey

McGuire, Patrick M.; Schrimpf, Andreas; Tarashev, Nikola A. - In: BIS quarterly review : international banking and … (2022), pp. 15-18

Persistent link: https://www.econbiz.de/10013472580

Foreword : OTC Foreign Exchange and Interest Rate Derivatives Markets Through the Prism of the Triennial Survey

McGuire, Patrick; Schrimpf, Andreas; Tarashev, Nikola - 2023

Five articles in this special edition of the BIS Quarterly Review provide new insights about foreign exchange (FX) and over-the-counter derivatives markets by drawing on the data compiled in the 2022 BIS Triennial Central Bank Survey. In the FX space, an accelerating shift towards less "visible"...

Persistent link: https://www.econbiz.de/10014349351

Profitability, valuation and resilience of global banks : a tight link

Caparusso, John; Lewrick, Ulf; Tarashev, Nikola A. - 2023

Persistent link: https://www.econbiz.de/10014441164

Banks' credit loss forecasts : lessons from supervisory data

Birn, Martin; Corrias, Renzo; Schmieder, Christian; … - 2023

Persistent link: https://www.econbiz.de/10014414217