Kostas Tsatsaronis

This author no longer works for the BIS.

6 items

May 2016	Risk attribution using the Shapley value: methodology and policy applications by Claudio Borio, Kostas Tsatsaronis and Nikola Tarashev in Review of Finance
June 2014	Stress-testing macro stress testing: does it live up to expectations? by Claudio Borio, Kostas Tsatsaronis and Mathias Drehmann in Journal of Financial Stability
December 2013	Can we identify the financial cycle? by Claudio Borio, Kostas Tsatsaronis and Mathias Drehmann in The role of central banks in financial stability: how has it changed?
December 2012	Spoilt and lazy: the impact of state support on bank behaviour in the international loan market by Blaise Gadanecz, Kostas Tsatsaronis and Yener Altunbas in International Journal of Central Banking
December 2011	Anchoring countercyclical capital buffers: the role of credit aggregates by Claudio Borio, Kostas Tsatsaronis and Mathias Drehmann in International Journal of Central Banking
September 2004	Accounting and prudential regulation: from uncomfortable bedfellows to perfect partners? by Claudio Borio and Kostas Tsatsaronis in Journal of Financial Stability