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93 research outputs found

Network, Market, and Book-Based Systemic Risk Rankings

Author: Andrr Lucas
B Craig
C Brownlees
C Castro
C Georg
D Acemoglu
D Bisias
Ecb
Ecb
Ecb
F Brauning
F Nucera
G Afonso
H White
K Anand
M Billio
M Dungey
M Moreno
Michiel C.W. van de Leur
N Tarashev
P Abbassi
P Glasserman
S Benoit
S Benoit
S Giglio
T Adrian
V Acharya
Z Adams
Publication venue: 'Elsevier BV'
Publication date: 01/01/2016
Field of study

Derivatives Holdings and Systemic Risk in the U.S. Banking Sector

Chile: Selected Issues Paper

Author: Avdjiev S.
Tarashev N.
Publication venue: 'International Monetary Fund (IMF)'
Publication date: 01/01/2018
Field of study

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

Author: Tarashev N
Zhou Chen
Publication venue: Bank for International Settlement
Publication date: 01/01/2013
Field of study

EUR Research Repository

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

Author: Tarashev N
Zhou Chen
Publication venue: Bank for International Settlement
Publication date: 01/01/2013
Field of study

EUR Research Repository

Measuring Portfolio Credit Risk Correctly: Why Parameter Uncertainty Matters

Author: C Borio
C G�ssl
D Lando
E Heitfield
G L�ffler
M B Gordy
M Gordy
N Tarashev
N Tarashev
Nikola A. Tarashev
P Billingsley
P Kupiec
R Cantor
S Hanson
Publication venue: 'Elsevier BV'
Publication date: 01/01/2009
Field of study

What are the most effective and vulnerable firms in financial crisis? A network representation of CoVaR in an emerging market

Author: Bjarnadottir F
Group of Ten
Tarashev N
Publication venue: 'World Scientific Pub Co Pte Lt'
Publication date
Field of study

MEASUREMENT AND INTERNALIZATION OF SYSTEMIC RISK IN A GLOBAL BANKING NETWORK

Author: HAIBO HU
Moreno Y.
Pritsker M.
Tarashev N.
XIAOBING FENG
Publication venue: 'World Scientific Pub Co Pte Lt'
Publication date
Field of study

Network‐based early warning system to predict financial crisis

Author: Bjarnadottir F.
Dungey M.
Hossein Dastkhan
Tarashev N.
Wong A.
Publication venue: 'Wiley'
Publication date
Field of study

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