Kostas Tsatsaronis

Former Head of Emerging Markets

All BIS publications (16)

Browse all publications by this author

BIS Bulletin No 51

BIS Bulletin No 51 17 Mar 2022

Anchoring of inflation expectations: has past progress paid off?

In the decade before the pandemic, inflation expectations became less volatile worldwide, as well as more consistent with…

and

Kostas Tsatsaronis

BIS Bulletin No 9 24 Apr 2020

Buffering Covid-19 losses - the role of prudential policy

BIS Bulletin No 9, April 2020. By allowing banks to run down some of their buffers, policymakers are sending a strong signal…

Mathias Drehmann

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Nikola Tarashev

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Kostas Tsatsaronis

Publication 8 Dec 2019

Euro repo market functioning: collateral is king

Repo markets play a major role in redistributing liquidity and collateral between financial institutions.

Patrick Schaffner

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Kostas Tsatsaronis

BIS Working Paper No 682 14 Dec 2017

Bank business models: popularity and performance

We allocate banks to distinct business models by experimenting with various combinations of balance sheet characteristics as…

Rungporn Roengpitya

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Nikola Tarashev

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Kostas Tsatsaronis

and

Publication 14 Sep 2014

Residential property price statistics across the globe

Michela Scatigna

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and

Kostas Tsatsaronis

BIS Working Paper No 380 13 Jun 2012

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

Abstract of BIS Working Papers No 380

Mathias Drehmann

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and

Kostas Tsatsaronis

BIS Working Paper No 369 18 Jan 2012

Stress-testing macro stress testing: does it live up to expectations?

Abstract of BIS Working Papers No 369

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Mathias Drehmann

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Kostas Tsatsaronis

BIS Working Paper No 355 7 Nov 2011

Anchoring countercyclical capital buffers: the role of credit aggregates

Abstract of BIS Working Papers No 355

Mathias Drehmann

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and

Kostas Tsatsaronis

BIS Working Paper No 308 17 May 2010

Attributing systemic risk to individual institutions

Abstract of BIS Working Papers No 308

Nikola Tarashev

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and

Kostas Tsatsaronis

All external publications (6)

External publication 1 May 2016

Risk attribution using the Shapley value: Methodology and policy applications

in Review of Finance

Nikola Tarashev

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Kostas Tsatsaronis

and

External publication 1 Jun 2014

Stress-testing macro stress testing: does it live up to expectations?

in Journal of Financial Stability

Kostas Tsatsaronis

,

and

Mathias Drehmann

External publication 1 Dec 2013

Can we identify the financial cycle?

in The role of central banks in financial stability: how has it changed?

Kostas Tsatsaronis

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and

Mathias Drehmann

External publication 1 Dec 2012

Spoilt and lazy: the impact of state support on bank behaviour in the international loan market

in International Journal of Central Banking

Kostas Tsatsaronis

,

and

Blaise Gadanecz

External publication 1 Dec 2011

Anchoring countercyclical capital buffers: the role of credit aggregates

in International Journal of Central Banking

Kostas Tsatsaronis

,

and

Mathias Drehmann

External publication 1 Feb 2004

Accounting and prudential regulation: from uncomfortable bedfellows to perfect partners?

in Journal of Financial Stability

Kostas Tsatsaronis

and

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