Claudio Borio

Stress-Testing Macro Stress Testing: Does it Live Up to Expectations?

Claudio Borio, Mathias Drehmann, Kostas Tsatsaronis, 2012 .

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

Claudio Borio, Kostas Tsatsaronis, C. Borio, 2004 .

Risk Attribution Using the Shapley Value: Methodology and Policy Applications

Claudio Borio, Kostas Tsatsaronis, C. Borio, 2016 .

Implementing the macroprudential approach to financial regulation and supervision

Claudio Borio, C. Borio, 2009 .

Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy.

Luci Ellis, Claudio Borio, Fariborz Moshirian, 2012 .