Stefano Battiston

University of Zurich - Department of Banking and Finance

Professor

Andreasstrasse 15

Zürich, 8050

Switzerland

Swiss Finance Institute

c/o University of Geneva

40, Bd du Pont-d'Arve

CH-1211 Geneva 4

Switzerland

  • University of Zurich - Department of Banking and Finance

SCHOLARLY PAPERS

33

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115

CROSSREF CITATIONS

185

Scholarly Papers (33)

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1.

A Climate Stress-Test of the Financial System

Number of pages: 27 Posted: 03 Feb 2016 Last Revised: 12 Jul 2016
Stefano Battiston, Antoine Mandel, Irene Monasterolo, Franziska Schuetze and Gabriele Visentin
University of Zurich - Department of Banking and Finance, Université Paris I Panthéon-Sorbonne, Boston University, Global Climate Forum and University of Zurich - Department of Banking and Finance
Downloads 1,323 (14,703)
Citation 25

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climate stress-test, climate policy risk, decarbonization, stress-test, stranded assets, carbon risk, climate-sensitive sectors

2.

The Price of Complexity in Financial Networks

Columbia Business School Research Paper No. 15-49
Number of pages: 28 Posted: 15 Apr 2015 Last Revised: 02 Nov 2015
Stefano Battiston, Guido Caldarelli, Robert May, Tarik Roukny and Joseph E. Stiglitz
University of Zurich - Department of Banking and Finance, IMT Alti Studi Lucca, University of Oxford, Massachusetts Institute of Technology (MIT) and Columbia Business School - Finance and Economics
Downloads 885 (26,716)
Citation 11

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financial markets, systemic risk, complex systems, computational social science

3.

Diversification and Financial Stability

CCSS Working Paper No. 11-001
Number of pages: 27 Posted: 05 Jul 2011
Paolo Tasca and Stefano Battiston
UCL Centre for Blockchain Technologies and University of Zurich - Department of Banking and Finance
Downloads 758 (33,131)
Citation 10

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Systemic Risk, Financial Crisis, Diversification, Default Probability

4.

Network Valuation in Financial Systems

Number of pages: 26 Posted: 16 Jun 2016 Last Revised: 29 Jul 2016
Paolo Barucca, Marco Bardoscia, Fabio Caccioli, Marco D'Errico, Gabriele Visentin, Stefano Battiston and Guido Caldarelli
University of Zurich - Department of Banking and Finance, Bank of England, University College London - Financial Computing and Analytics Group, Department of Computer Science, University of Zurich, University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and IMT Alti Studi Lucca
Downloads 495 (58,082)
Citation 29

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Interbank Claim Valuation; Network Valuation; Financial Network; Systemic Risk; Credit Risk; Default; Contagion

5.

Interconnectedness as a Source of Uncertainty in Systemic Risk

Columbia Business School Research Paper No. 16-14
Number of pages: 32 Posted: 03 Feb 2016 Last Revised: 20 Feb 2016
Tarik Roukny, Stefano Battiston and Joseph E. Stiglitz
Massachusetts Institute of Technology (MIT), University of Zurich - Department of Banking and Finance and Columbia Business School - Finance and Economics
Downloads 389 (77,657)
Citation 10

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Systemic Risk, Financial Networks, Uncertainty, Interconnectedness, Contagion

6.

The Architecture of Power: Patterns of Disruption and Stability in the Global Ownership Network

Number of pages: 74 Posted: 15 Jan 2019 Last Revised: 26 Jan 2019
James Glattfelder and Stefano Battiston
Department of Banking and Finance, UZH and University of Zurich - Department of Banking and Finance
Downloads 247 (127,740)
Citation 3

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ownership, control, shareholders, power, networks, complex networks, economic networks, complex systems, influence index, corporate governance

7.

Rethinking Financial Contagion

Number of pages: 54 Posted: 30 Aug 2016
Gabriele Visentin, Stefano Battiston and Marco D'Errico
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and University of Zurich
Downloads 228 (138,266)
Citation 6

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Financial Network, Financial Contagion, Leverage Network, Loss Conservation, Loss Amplification, Eisenberg-Noe, DebtRank

8.

Leveraging the Network: A Stress-Test Framework Based on DebtRank

Number of pages: 27 Posted: 27 Feb 2015 Last Revised: 23 Feb 2016
Stefano Battiston, Guido Caldarelli, Marco D'Errico and Stefano Gurciullo
University of Zurich - Department of Banking and Finance, IMT Alti Studi Lucca, University of Zurich and School of Public Policy, University College London
Downloads 228 (138,266)
Citation 21

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Systemic risk, financial networks, contagion, balance-sheets, stress-tests

9.

A Climate Risk Assessment of Sovereign Bonds' Portfolio

Number of pages: 25 Posted: 07 May 2019 Last Revised: 11 May 2019
Stefano Battiston and Irene Monasterolo
University of Zurich - Department of Banking and Finance and Boston University
Downloads 226 (140,057)
Citation 2

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Climate transition risk, financial pricing models, deep uncertainty, sovereign bonds, climate spread, central bank's portfolio.

10.

A Financial Macro-Network Approach to Climate Policy Evaluation

Number of pages: 57 Posted: 21 Nov 2017 Last Revised: 18 Apr 2018
Veronika Stolbova, Irene Monasterolo and Stefano Battiston
University of Zurich, Department of Banking and Finance, Boston University and University of Zurich - Department of Banking and Finance
Downloads 200 (156,602)
Citation 3

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financial networks, feedback loops, climate policies, shock transmission channels, indirect effects, low-carbon transition

11.

Climate Risk and Financial Stability in the Network of Banks and Investment Funds

Number of pages: 35 Posted: 08 Apr 2019
Alan Roncoroni, Stefano Battiston, Luis Onésimo Leonardo Escobar Farfàn and Serafin Martinez Jaramillo
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, Banco de Mexico and Bank of Mexico
Downloads 175 (176,791)
Citation 5

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financial stability, climate risk, sustainable finance, climate stress-test, low-carbon transition risk, 2°C opportunities

12.

The Community Structure of the Global Corporate Network

Swiss Federal Institute of Technology Zurich
Number of pages: 19 Posted: 11 Jan 2013
Stefania Vitali and Stefano Battiston
Università Politecnica delle Marche - Faculty of Economics and University of Zurich - Department of Banking and Finance
Downloads 166 (185,045)
Citation 12

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Ownership Networks, Community Analysis, Firm Localization, Financial Sector

13.

CLIMAFIN Handbook: Pricing Forward-Looking Climate Risks Under Uncertainty

Number of pages: 31 Posted: 08 Nov 2019
Stefano Battiston, Antoine Mandel and Irene Monasterolo
University of Zurich - Department of Banking and Finance, Université Paris I Panthéon-Sorbonne and Boston University
Downloads 151 (200,408)
Citation 1

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CLIMAFIN, forward-looking climate transition risk, climate deep uncertainty, financial contracts, financial pricing models, Climate Spread, Climate Value at Risk, Climate Stress-test

14.

The Multiplex Network of EU Lobby Organizations

Number of pages: 21 Posted: 02 Mar 2015
An Zeng and Stefano Battiston
University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 129 (227,524)

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lobbies, networks, ownership networks, interlocked directors

15.

Liaisons Dangereuses: Increasing Connectivity, Risk Sharing, and Systemic Risk

NBER Working Paper No. w15611
Number of pages: 29 Posted: 11 Jan 2010 Last Revised: 29 Aug 2010
Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati, Bruce C. N. Greenwald and Joseph E. Stiglitz
University of Zurich - Department of Banking and Finance, Universita' Cattolica, Milano, Università Politecnica delle Marche - Faculty of Economics, National Bureau of Economic Research (NBER) and Columbia Business School - Finance and Economics
Downloads 125 (233,075)
Citation 11

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16.

Market Procyclicality and Systemic Risk

RC Working Paper No. 12-012
Number of pages: 31 Posted: 03 Nov 2012
Paolo Tasca and Stefano Battiston
UCL Centre for Blockchain Technologies and University of Zurich - Department of Banking and Finance
Downloads 119 (241,765)
Citation 13

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Systemic risk, Procyclicality, Leverage, Network models

17.

Systemic Risk in a Unifying Framework for Cascading Processes on Networks

European Physical Journal B, Vol. 71, No. 4, pp. 441-460, 2009, CCSS Working Paper No. 09-011
Number of pages: 45 Posted: 27 Apr 2010
Jan Lorenz, Stefano Battiston and Frank Schweitzer
Jacobs University Bremen, University of Zurich - Department of Banking and Finance and ETH Zürich
Downloads 111 (254,277)

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Networks, Economics Econophysics, Financial Markets, Business And Management, Dynamics of Social Systems, Structural Failure of Materials

18.

Climate-Finance and Climate Transition Risk: An Assessment of China's Overseas Energy Investments Portfolio

Number of pages: 27 Posted: 18 Apr 2018
Irene Monasterolo, Jiani I. Zheng and Stefano Battiston
Boston University, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 108 (259,096)

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Overseas Energy Fi nance, Climate Transition Risk, Climate Policy Scenarios, Climate Stress-Test, Climate VaR, Climate- Finance

19.

Vulnerable Yet Relevant: The Two Dimensions of Climate-Related Financial Disclosure

Number of pages: 10 Posted: 23 May 2017
Irene Monasterolo, Stefano Battiston, Anthony Janetos and Zoey Zheng
Boston University, University of Zurich - Department of Banking and Finance, Boston University and Boston University
Downloads 106 (264,257)
Citation 6

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GHG exposure index, GHG holding index, market-based solutions, climate change, climate-risk disclosure

20.

Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects

SCIENCES PO OFCE WORKING PAPER n° 07, 2018/01/31
Number of pages: 39 Posted: 23 Feb 2018
Duc Thi Luu, Mauro Napoletano, Paolo Barucca and Stefano Battiston
University of Kiel- Faculty of Economics and Social Sciences, Observatoire Français des Conjonctures Economiques (OFCE), University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 103 (267,761)
Citation 3

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Rehypothecation, Collateral, Repo Contracts, Networks, Liquidity, Collateral- Hoarding Effects, Systemic Risk.

21.

Financial Fragility and Distress Propagation in a Network of Regions

Downloads 100 (273,280)

Financial Fragility and Distress Propagation in a Network of Regions

Number of pages: 35 Posted: 29 Sep 2012
Stefania Vitali, Stefano Battiston and Mauro Gallegati
Università Politecnica delle Marche - Faculty of Economics, University of Zurich - Department of Banking and Finance and Università Politecnica delle Marche - Faculty of Economics
Downloads 75 (329,889)

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Networks, Financial Fragility, Contagion, Business Fluctuations, Bankruptcy, Financial Acceleration

Financial Fragility and Distress Propagation in a Network of Regions

ETH Risk Center – Working Paper No. 12-016
Number of pages: 37 Posted: 21 Dec 2012
Stefania Vitali, Stefano Battiston and Mauro Gallegati
Università Politecnica delle Marche - Faculty of Economics, University of Zurich - Department of Banking and Finance and Università Politecnica delle Marche - Faculty of Economics
Downloads 25 (523,891)

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Networks, Financial Fragility, Contagion, Business Fluctuations, Bankruptcy, Financial Acceleration

22.

How Does Risk Flow in the Credit Default Swap Market?

ECB Working Paper No. 2041
Number of pages: 42 Posted: 24 May 2017
Marco D'Errico, Stefano Battiston, Tuomas A. Peltonen and Martin Scheicher
University of Zurich, University of Zurich - Department of Banking and Finance, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 98 (276,931)
Citation 6

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flow-of-risk, systemic risk, credit default swap, financial networks, network architecture

23.

The Efficiency and Evolution of R&D Networks

CER-ETH - Center of Economic Research at ETH Zurich, Working Paper No. 08/95
Number of pages: 60 Posted: 23 Sep 2008
Michael Koenig, Stefano Battiston, M. Napoletano and Frank Schweitzer
ETH Zürich, University of Zurich - Department of Banking and Finance, ETH Zürich and Observatoire Français des Conjonctures Economiques (OFCE)
Downloads 94 (284,541)
Citation 1

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R&D networks, technology spillovers, network efficiency, network formation

24.

The Climate Target Gap Is Widening. Can We Close It by Including Climate Finance in SSPs?

Number of pages: 5 Posted: 05 Nov 2018 Last Revised: 06 Jun 2019
Stefano Battiston and Irene Monasterolo
University of Zurich - Department of Banking and Finance and Boston University
Downloads 75 (329,014)
Citation 2

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Climate Finance, Climate Change, Socio-Economic Shared Pathways, Integrated Assessment Model, Climate Finance Risk Metrics

25.

Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks

Management Science, Forthcoming
Number of pages: 18 Posted: 05 Oct 2017 Last Revised: 01 Aug 2019
Steffen Schuldenzucker, Sven Seuken and Stefano Battiston
University of Zurich - Department of Informatics, University of Zurich - Department of Informatics and University of Zurich - Department of Banking and Finance
Downloads 75 (326,457)
Citation 2

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Financial Networks, Credit Default Swaps, Systemic Risk, Clearing Systems

26.

Default Cascades: When Does Risk Diversification Increase Stability?

ETH Risk Center Working Paper No. 11-006
Number of pages: 30 Posted: 21 Dec 2012
Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati, Bruce C. N. Greenwald and Joseph E. Stiglitz
University of Zurich - Department of Banking and Finance, Universita' Cattolica, Milano, Università Politecnica delle Marche - Faculty of Economics, National Bureau of Economic Research (NBER) and Columbia Business School - Finance and Economics
Downloads 70 (339,381)
Citation 37

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Systemic risk, Network models, Contagion, Financial acceleration, Financial crises

27.

Portfolio Compression: Positive and Negative Effects on Systemic Risk

Number of pages: 10 Posted: 08 Mar 2018 Last Revised: 11 Jun 2018
Steffen Schuldenzucker, Sven Seuken and Stefano Battiston
University of Zurich - Department of Informatics, University of Zurich - Department of Informatics and University of Zurich - Department of Banking and Finance
Downloads 68 (344,730)
Citation 2

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Financial Networks, Systemic Risk, Portfolio Compression

28.

A Network Analysis of the Evolution of the German Interbank Market

Bundesbank Discussion Paper No. 22/2014
Number of pages: 30 Posted: 21 Jun 2016
Tarik Roukny and Stefano Battiston
Massachusetts Institute of Technology (MIT) and University of Zurich - Department of Banking and Finance
Downloads 64 (355,775)
Citation 1

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financial networks, interbank market, credit default swaps, liquidity

29.

Social Intelligence Networks. A Novel Framework for On-Line Social Platforms.

Number of pages: 22 Posted: 07 Oct 2016
Stefano Battiston and Hamza Zeytinoglu
University of Zurich - Department of Banking and Finance and Clarifix Limited UK
Downloads 63 (358,728)

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social networks, on-line social platforms, trust networks, knowledge sharing, public good game, social dilemma

30.

Credit Default Swaps Drawup Networks: Too Tied to Be Stable?

ETH RC Working Paper No. 12-013
Number of pages: 40 Posted: 12 Jan 2013
Rahul Kaushik and Stefano Battiston
ETH Zürich and University of Zurich - Department of Banking and Finance
Downloads 42 (429,336)
Citation 7

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Credit Default Swaps, epsilon drawups, interdependence, trend-reinforcement, network analysis, bow-tie structure, time series analysis

31.

Reshaping the Financial Network: Externalities and Redistribution Effects in Central Clearing

Number of pages: 51 Posted: 07 Jul 2019
Olga Briukhova, Marco D'Errico and Stefano Battiston
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 34 (462,874)

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Central Clearing Counterparty (CCP), OTC derivatives, financial networks, systemic risk, market structure

32.

Interconnected Banks and Systemically Important Exposures

ECB Working Paper No. 2331
Number of pages: 51 Posted: 21 Nov 2019
Alan Roncoroni, Stefano Battiston, Marco D'Errico, Grzegorz Hałaj and Christoffer Kok
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance, University of Zurich, Government of Canada - Bank of Canada and European Central Bank (ECB)
Downloads 29 (486,716)

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bank stress test, cross-border contagion channels, financial contagion, financial networks, financial stability, systemic risk

33.

Climate Transition Risk and Development Finance: A Carbon Risk Assessment of China's Overseas Energy Portfolios

China & World Economy, Vol. 26, Issue 6, pp. 116-142, 2018
Number of pages: 27 Posted: 15 Nov 2018
Irene Monasterolo, Jiani I. Zheng and Stefano Battiston
Boston University, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 0 (687,283)
Citation 1
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climate‐finance, climate policy scenarios, climate stress‐test, climate transition risk, climate VaR, energy infrastructure loans