In my early schooling we were indeed taught to drop the 'extra' possessive "s" after words like "BIS". But in practice I reckon that today most people using the possessive actually say it (and write it)
with the 'extra' possessive "s", as in "(The) BIS's report on banking".
As Ramey Rieger has correctly noted, the original construction in the Question is part of a phrase (I would call it a noun phrase¹), where the possessive doesn't work:
"comments leading BIS think tank man Borio"
The hyphen after BIS was also atypical. If I were going to hyphenate at all (which I wouldn't), it would probably be:
"comments leading BIS think-tank-man Borio"
On the other hand, the possessive is necessary if the word order is changed as follows:
"comments BIS's leading think tank man, Borio"
Note also the introduction of a comma.
¹
https://en.wikipedia.org/wiki/Noun_phrase