SSRN logo
Advanced Search

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

25

DOWNLOADS
Rank 8,430

SSRN RANKINGS

Top 8,430

in Total Papers Downloads

4,819

CITATIONS
Rank 9,722

SSRN RANKINGS

Top 9,722

in Total Papers Citations

44

Scholarly Papers (25)

Actions:
Email selected abstracts
1.

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 650 (29,421)
Citation 1

Abstract:

Loading...

Systemic Risk, Financial Crisis, Diversification, Default Probability

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 323 (24,323)
Citation 1

Abstract:

Loading...

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

3.

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 132 (164,656)
Citation 5

Abstract:

Loading...

Ownership Networks, Community Analysis, Firm Localization, Financial Sector

4.

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 107 (206,376)
Citation 26

Abstract:

Loading...

5.

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 96 (228,710)
Citation 3

Abstract:

Loading...

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

6.

Financial Fragility and Distress Propagation in a Network of Regions

Downloads 89 (257,005)

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 72 (294,768)

Abstract:

Loading...

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 17 (506,152)

Abstract:

Loading...

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

7.

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 82 (135,309)

Abstract:

Loading...

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

8.

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 75 (251,772)

Abstract:

Loading...

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

9.

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 73 (222,719)

Abstract:

Loading...

Systemic risk, Procyclicality, Leverage, Network models

10.

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 68 (211,689)

Abstract:

Loading...

lobbies, networks, ownership networks, interlocked directors

11.

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 32 (365,714)
Citation 6

Abstract:

Loading...

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

12.

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 Zurich and University of Zurich - Department of Banking and Finance
Downloads 30 (401,818)
Citation 2

Abstract:

Loading...

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

13.

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 0 (545,327)

Abstract:

Loading...

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

14.

Portfolio Compression: Positive and Negative Effects on Systemic Risk

Number of pages: 9 Posted: 08 Mar 2018 Last Revised: 20 Apr 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 0 (535,454)

Abstract:

Loading...

Financial Networks, Systemic Risk, Portfolio Compression

15.

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 0 (422,209)

Abstract:

Loading...

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

16.

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 0 (250,006)

Abstract:

Loading...

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

17.

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

Number of pages: 37 Posted: 05 Oct 2017 Last Revised: 02 Nov 2017
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 0 (393,870)

Abstract:

Loading...

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

18.

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 0 (308,208)

Abstract:

Loading...

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

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 0 (296,233)

Abstract:

Loading...

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

20.

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 0 (369,032)

Abstract:

Loading...

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

21.

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 0 (144,929)

Abstract:

Loading...

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

22.

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 0 (386,422)

Abstract:

Loading...

financial networks, interbank market, credit default swaps, liquidity

23.

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, University of Zurich - Department of Banking and Finance, 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 0 (69,763)

Abstract:

Loading...

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

24.

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 0 (76,168)

Abstract:

Loading...

Systemic Risk, Financial Networks, Uncertainty, Interconnectedness, Contagion

25.

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 0 (23,178)

Abstract:

Loading...

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