Nikola Tarashev

Special Adviser on Financial Stability Policy
Monetary and Economic Department, Financial Institutions

Nikola Tarashev joined the BIS in 2002, after completing his PhD in economics at Princeton University. He has contributed regularly to the BIS Quarterly Review and has participated in BIS-based committees, both as a member and as a secretary of working groups. Nikola has published articles on information frictions in financial markets, on investors' appetite for risk, on measuring the credit risk of single entities and financial portfolios, on the pricing of portfolio credit risk and on the measurement of the systemic importance of individual financial institutions. He was also a part-time consultant at the Prudential Policy Division of the Bank of England.

Fields of interest

  • Financial stability and macroprudential issues
  • Financial markets
  • International finance

Date BIS research papers
Dec 2017

Bank business models: popularity and performance

BIS Working Papers No 682

Other authors: Rungporn Roengpitya, Kostas Tsatsaronis and Alan Villegas

Oct 2017

Bank capital allocation under multiple constraints

BIS Working Papers No 666

Other authors: Tirupam Goel and Ulf Lewrick

Aug 2016

International capital flows and financial vulnerabilities in emerging market economies: analysis and data gaps

Other authors: Stefan Avdjiev and Benjamin H Cohen

Mar 2016

When pegging ties your hands

BIS Working Papers No 547

Other authors: Anna Zabai

Feb 2016

Bank standalone credit ratings

BIS Working Papers No 542

Other authors: Michael R King and Steven Ongena

Dec 2014

Securitisations: tranching concentrates uncertainty

BIS Quarterly Review December 2014

Other authors: Adonis Antoniades

Dec 2014

Bank business models

BIS Quarterly Review December 2014

Other authors: Rungporn Roengpitya and Kostas Tsatsaronis

Jun 2013

Looking at the tail: price-based measures of systemic importance

BIS Quarterly Review June 2013

Other authors: Chen Zhou

Dec 2012

Systematic monetary policy and the forward premium puzzle

BIS Working Papers No 396

Other authors: Demosthenes N. Tambakis

Sep 2012

The Social Value of Policy Signals

BIS Working Papers No 386

Other authors: Stefan Avdjiev and Patrick McGuire