Kostas Tsatsaronis

Head of Financial Institutions & Infrastructure

Bank for International Settlements

Date	Research papers
Jun 2012	Characterising the financial cycle: don't lose sight of the medium term! Working Papers No 380 Other authors: Mathias Drehmann and Claudio Borio
Mar 2012	Bank stock returns, leverage and the business cycle BIS Quarterly Review March 2012 Other authors: Jing Yang
Jan 2012	Stress-testing macro stress testing: does it live up to expectations? Working Papers No 369 Other authors: Claudio Borio and Mathias Drehmann
Nov 2011	Anchoring countercyclical capital buffers: the role of credit aggregates Working Papers No 355 Other authors: Mathias Drehmann and Claudio Borio
May 2010	Attributing systemic risk to individual institutions Working Papers No 308 Other authors: Nikola Tarashev and Claudio Borio
Sep 2009	The systemic importance of financial institutions BIS Quarterly Review September 2009 Other authors: Nikola Tarashev and Claudio Borio
Nov 2008	External support and bank behaviour in the international syndicated loan market Working Papers No 265 Other authors: Blaise Gadanecz
Sep 2008	Estimating hedge fund leverage Working Papers No 260 Other authors: Patrick McGuire
Aug 2006	Risk in financial reporting: status, challenges and suggested directions Working Papers No 213 Other authors: Claudio Borio
Mar 2006	Risk premia across asset markets: information from option prices BIS Quarterly Review March 2006 Other authors: Nikola Tarashev