Hamed Amini

Ecole Polytechnique Fédérale de Lausanne

Station 5

Odyssea 1.04

1015 Lausanne, CH-1015

Switzerland

SCHOLARLY PAPERS

9

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CITATIONS
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19

Scholarly Papers (9)

1.
Downloads 1,324 ( 11,338)
Citation 8

Resilience to Contagion in Financial Networks

Number of pages: 40 Posted: 19 Jun 2011 Last Revised: 06 Oct 2012
Hamed Amini, Rama Cont and Andreea Minca
Ecole Polytechnique Fédérale de Lausanne, Imperial College London and Cornell University
Downloads 1,324 (11,108)
Citation 8

Abstract:

systemic risk, contagion, default, macroprudential regulation, financial stability, random graph, network model, financial networks, interconnectedness, balance-sheet contagion

Resilience to Contagion in Financial Networks

Mathematical Finance, Vol. 26, Issue 2, pp. 329-365, 2016
Number of pages: 37 Posted: 10 Mar 2016
Hamed Amini, Rama Cont and Andreea Minca
Ecole Polytechnique Fédérale de Lausanne, Imperial College London and Cornell University
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Citation 8
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Abstract:

systemic risk, default contagion, random graphs, interbank network, financial stability, macroprudential regulation

2.

Stress Testing the Resilience of Financial Networks

Number of pages: 19 Posted: 25 Dec 2010 Last Revised: 28 Dec 2010
Hamed Amini, Rama Cont and Andreea Minca
Ecole Polytechnique Fédérale de Lausanne, Imperial College London and Cornell University
Downloads 1,175 (11,048)
Citation 9

Abstract:

systemic risk, banking network, stress test, counterparty risk, macro-prudential regulation, complex network, scale-free network

3.

Systemic Risk and Central Clearing Counterparty Design

Swiss Finance Institute Research Paper No. 13-34
Number of pages: 46 Posted: 09 Jun 2013 Last Revised: 01 Mar 2017
Hamed Amini, Damir Filipović and Andreea Minca
Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 962 (9,064)
Citation 1

Abstract:

Over the Counter Markets, Central Counterparty Clearing, Market Design, Financial Network, Contagion, Systemic Risk, Credit Default Swap Markets

4.

Mathematical Modeling of Systemic Risk

ADVANCES IN NETWORK ANALYSIS AND ITS APPLICATIONS, E. Kranakis, ed., Springer Verlag, 2012
Number of pages: 20 Posted: 08 Mar 2012
Andreea Minca and Hamed Amini
Cornell University and Ecole Polytechnique Fédérale de Lausanne
Downloads 425 (44,565)

Abstract:

Systemic risk, Financial networks

5.

Optimal Equity Infusions in Interbank Networks

Number of pages: 35 Posted: 13 Aug 2012 Last Revised: 13 Feb 2013
Hamed Amini, Andreea Minca and Agnes Sulem
Ecole Polytechnique Fédérale de Lausanne, Cornell University and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 367 (55,550)
Citation 1

Abstract:

systemic risk, liquidity risk, financial contagion, Markov decision process, optimal interventions

6.

Inhomogeneous Financial Networks and Contagious Links

Number of pages: 28 Posted: 07 Nov 2014
Hamed Amini and Andreea Minca
Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 175 (70,854)

Abstract:

Systemic risk, Default contagion, Financial stability, Contagious links, Phase transitions, Complex networks, Inhomogeneous random graphs.

7.

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting

Operations Research, Forthcoming, Swiss Finance Institute Research Paper No. 14-63
Number of pages: 22 Posted: 01 Nov 2014 Last Revised: 18 Jan 2016
Hamed Amini, Damir Filipović and Andreea Minca
Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 130 (113,995)

Abstract:

Over the Counter Markets, Financial Network, Partial Multilateral Netting

8.

Uniqueness of Equilibrium in a Payment System with Liquidation Costs

Operations Research Letters, Forthcoming, Swiss Finance Institute Research Paper No. 15-20
Number of pages: 11 Posted: 18 Jun 2015 Last Revised: 18 Jan 2016
Hamed Amini, Damir Filipović and Andreea Minca
Ecole Polytechnique Fédérale de Lausanne, Ecole Polytechnique Fédérale de Lausanne and Cornell University
Downloads 42 (172,599)

Abstract:

Financial Network, Systemic Risk, Eiseberg Noe Model, Asset Price Contagion

9.

Control of Interbank Contagion Under Partial Information

Number of pages: 26 Posted: 22 May 2015
Hamed Amini, Andreea Minca and Agnes Sulem
Ecole Polytechnique Fédérale de Lausanne, Cornell University and French National Institute for Research in Computer Science and Control (INRIA)
Downloads 27 (308,148)

Abstract:

Systemic risk, Optimal control, Financial networks, Lender of last resort