Add to ORKGThe dissertation analyze systemic risk in banking networks characterized by different topologies. By employing a simple theoretical model, we compare contagion dynamics in a benchmark Erdos-Renyi banking network with other models that resemble more closely real-world banking systems. We study the impact of both credit and funding shocks and the role of capital and liquidity buffers
peer-reviewedWe introduce a probabilistic framework that represents stylized banking networks with t...
The financial crisis of 2007-2009 demonstrated the need to understand the macrodynamics of interconn...
We propose a two-layered tree network model that decomposes financial contagion into a global compon...
This paper provides a review of recent research on the structure of interbank relations and theoreti...
We implement a novel method to detect systemically important financial institutions in a network. Th...
This report takes inspiration from the 1998 Asian Financial Crisis, and the resulting cascade of ins...
In the wake of the financial crisis it has become clear that there is a need for macroprudential ove...
We propose a network-based model of credit contagion and examine the e�ects of idiosyncratic and sys...
This thesis develops a simplified financial network model for an interbank lending system which is t...
The preset work aims at giving insights about howthe theory behind the study of complex networks can...
We consider the fraction of nodes that default in large, stochastic, inhomogeneous financial network...
In this paper, using two alternative methods, we investigate the contagion effects and systemic risk...
This paper proposes a stochastic model of a bipartite credit network between banks and the non-bank ...
This paper proposes a stochastic model of a bipartite credit network between banks and the non-bank ...
In the aftermath of the financial crisis of 2008, many policy makers and researchers pointed to the ...
peer-reviewedWe introduce a probabilistic framework that represents stylized banking networks with t...
The financial crisis of 2007-2009 demonstrated the need to understand the macrodynamics of interconn...
We propose a two-layered tree network model that decomposes financial contagion into a global compon...
This paper provides a review of recent research on the structure of interbank relations and theoreti...
We implement a novel method to detect systemically important financial institutions in a network. Th...
This report takes inspiration from the 1998 Asian Financial Crisis, and the resulting cascade of ins...
In the wake of the financial crisis it has become clear that there is a need for macroprudential ove...
We propose a network-based model of credit contagion and examine the e�ects of idiosyncratic and sys...
This thesis develops a simplified financial network model for an interbank lending system which is t...
The preset work aims at giving insights about howthe theory behind the study of complex networks can...
We consider the fraction of nodes that default in large, stochastic, inhomogeneous financial network...
In this paper, using two alternative methods, we investigate the contagion effects and systemic risk...
This paper proposes a stochastic model of a bipartite credit network between banks and the non-bank ...
This paper proposes a stochastic model of a bipartite credit network between banks and the non-bank ...
In the aftermath of the financial crisis of 2008, many policy makers and researchers pointed to the ...
peer-reviewedWe introduce a probabilistic framework that represents stylized banking networks with t...
The financial crisis of 2007-2009 demonstrated the need to understand the macrodynamics of interconn...
We propose a two-layered tree network model that decomposes financial contagion into a global compon...