Kostas Tsatsaronis

Head of Emerging Markets

All BIS publications (16)

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

,

,

Nikola Tarashev

and

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

,

and

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

,

Nikola Tarashev

,

Kostas Tsatsaronis

and

Publication 14 Sep 2014

Residential property price statistics across the globe

Michela Scatigna

,

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

,

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

,

Mathias Drehmann

and

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

,

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

,

and

Kostas Tsatsaronis

All external publications (6)

External publication 1 May 2016

Risk attribution using the Shapley value: Methodology and policy applications

Nikola Tarashev

,

Kostas Tsatsaronis

and

External publication 1 Jun 2014

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

Kostas Tsatsaronis

,

and

Mathias Drehmann

External publication 1 Dec 2013

Can we identify the financial cycle?

Kostas Tsatsaronis

,

and

Mathias Drehmann

External publication 1 Dec 2012

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

Kostas Tsatsaronis

,

and

Blaise Gadanecz

External publication 1 Dec 2011

Anchoring countercyclical capital buffers: the role of credit aggregates

Kostas Tsatsaronis

,

and

Mathias Drehmann

External publication 1 Feb 2004

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

Kostas Tsatsaronis

and

You might also be interested in

Publications

Speeches

Media releases