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
Jun 2011

Rating methodologies for banks

BIS Quarterly Review June 2011

Other authors: Frank Packer

Mar 2011

Systemic importance: some simple indicators

BIS Quarterly Review March 2011

Other authors: Mathias Drehmann

Mar 2011

Measuring the systemic importance of interconnected banks

BIS Working Papers No 342

Other authors: Mathias Drehmann

May 2010

Attributing systemic risk to individual institutions

BIS Working Papers No 308

Other authors: Claudio Borio and Kostas Tsatsaronis

Sep 2009

The systemic importance of financial institutions

BIS Quarterly Review September 2009

Other authors: Claudio Borio and Kostas Tsatsaronis

Apr 2009

Measuring portfolio credit risk correctly: why parameter uncertainty matters

BIS Working Papers No 280

Dec 2008

Bank health and lending to emerging markets

BIS Quarterly Review December 2008

Other authors: Patrick McGuire

Jun 2008

Speculative attacks, Private Signals and Intertemporal Trade-offs

BIS Working Papers No 254

Mar 2008

Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures

BIS Quarterly Review March 2008

Other authors: Ingo Fender and Haibin Zhu

Feb 2008

Global monitoring with the BIS international banking statistics

BIS Working Papers No 244

Other authors: Patrick McGuire