Simone Giansante

University of Bath - School of Management

Claverton Down

Bath, BA2 7AY

United Kingdom

http://people.bath.ac.uk/sg473/index.html

  • University of Bath - School of Management

SCHOLARLY PAPERS

10

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1,613

SSRN CITATIONS
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SSRN RANKINGS

Top 27,251

in Total Papers Citations

12

CROSSREF CITATIONS

22

Scholarly Papers (10)

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1.

Interbank Lending and the Spread of Bank Failures: A Network Model of Systemic Risk

Journal of Economic Behavior and Organization 83(3), pp. 583-608
Number of pages: 43 Posted: 29 May 2012 Last Revised: 21 Nov 2012
Andreas Krause and Simone Giansante
University of Bath - Department of Economics and University of Bath - School of Management
Downloads 304 (126,104)
Citation 4

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interbank loans, banking crises, systemic risk, network topology, tiering, too big to fail

2.

Early Warning of Systemic Risk In Global Banking: Eigen-Pair R Number for Financial Contagion and Market Price-based Methods

Number of pages: 43 Posted: 17 Jan 2017 Last Revised: 22 Apr 2021
Sheri M. Markose, Simone Giansante, Nicolas A. Eterovic and Mateusz Gatkowski
University of Essex - Department of Economics, University of Bath - School of Management, University of Essex and University of Essex - Centre for Computational Finance and Economic Agents
Downloads 288 (133,572)

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Global Financial Networks, Systemic Risk, Early Warning Signals, Eigen-Pair Analysis, Statistical Market Price-Based Risk Measures, Paradoxical Risk Measures.

3.

Liquidity and Solvency Shocks in a Network Model of Systemic Risk: The Impact of Minimum Capital and Reserve Requirements

25th Australasian Finance and Banking Conference 2012
Number of pages: 38 Posted: 22 Aug 2012 Last Revised: 20 Nov 2012
Andreas Krause and Simone Giansante
University of Bath - Department of Economics and University of Bath - School of Management
Downloads 270 (142,795)

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interbank loans, network topology, banking crises, bank failure, banking regulation

4.

Expected Loss Model and the Cyclicality of Bank Credit Losses and Capital Ratios

Number of pages: 20 Posted: 13 Nov 2020
Mahmoud Fatouh and Simone Giansante
Bank of England and University of Bath - School of Management
Downloads 202 (188,896)
Citation 1

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IFRS 9, IAS 39, US GAAP, Expected credit loss model, loan loss provisions, cyclicality of bank profits, leverage ratio, risk-weighted assets

5.

Does Quantitative Easing Boost Bank Lending to the Real Economy or Cause Other Bank Asset Reallocation? The Case of the UK

Downloads 149 (245,590)
Citation 3

Does Quantitative Easing Boost Bank Lending to the Real Economy or Cause Other Bank Asset Reallocation? The Case of the UK

Swiss Finance Institute Research Paper No. 19-72
Number of pages: 55 Posted: 04 Sep 2019 Last Revised: 17 Apr 2020
Simone Giansante, Mahmoud Fatouh, Steven Ongena and Steven Ongena
University of Bath - School of Management, Bank of England and University of Zurich - Department of Banking and FinanceNTNU Business School
Downloads 127 (279,209)

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monetary policy, quantitative easing, bank lending

Does Quantitative Easing Boost Bank Lending to the Real Economy or Cause Other Bank Asset Reallocation? The Case of the UK

Bank of England Working Paper No. 883
Number of pages: 56 Posted: 19 Aug 2020
Simone Giansante, Mahmoud Fatouh, Steven Ongena and Steven Ongena
University of Bath - School of Management, Bank of England and University of Zurich - Department of Banking and FinanceNTNU Business School
Downloads 22 (646,931)
Citation 4

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Monetary policy, quantitative easing, bank lending

6.

The Impact of Quantitative Easing on UK Bank Lending: Why Banks Do Not Lend to Businesses?

Number of pages: 42 Posted: 05 Jun 2018
Mahmoud Fatouh, Sheri M. Markose and Simone Giansante
Bank of England, University of Essex - Department of Economics and University of Bath - School of Management
Downloads 134 (267,138)
Citation 1

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monetary policy, quantitative easing, bank lending, agent-based modelling, gilt yields, capital adequacy requirements, risk weighted assets

7.

Economic Support during the COVID Crisis. Quantitative Easing and Lending Support Schemes in the UK

Swiss Finance Institute Research Paper No. 21-54
Number of pages: 17 Posted: 23 Apr 2021 Last Revised: 16 Oct 2021
Mahmoud Fatouh, Simone Giansante, Steven Ongena and Steven Ongena
Bank of England, University of Bath - School of Management and University of Zurich - Department of Banking and FinanceNTNU Business School
Downloads 88 (358,887)

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Monetary policy, quantitative easing, bank lending

8.

Peer-Group Detection of Banks and Resilience to Distress

IMT LUCCA EIC WORKING PAPER SERIES 06 December 2016
Number of pages: 85 Posted: 08 Dec 2016 Last Revised: 14 Dec 2016
Andrea Flori, Simone Giansante and Fabio Pammolli
Politecnico di Milano, University of Bath - School of Management and IMT Institute for Advanced Studies
Downloads 83 (369,326)

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Peer Group Risk Assessment; Bank Distress; Bank Business Models; Financial Crisis; Bank Balance Sheets

9.

Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade and Systemic Risk Analysis

Simulation in Computational Finance and Economics: Tools and Emerging Applications, Alexandrova-Kabadjova B., S. Martinez-Jaramillo, A. L. Garcia-Almanza, E. Tsang, eds., IGI Global, August 2012
Number of pages: 33 Posted: 26 Feb 2013 Last Revised: 26 Apr 2016
Sheri M. Markose, Bewaji Oluwasegun and Simone Giansante
University of Essex - Department of Economics, University of Essex - Centre for Computational Finance and Economic Agents and University of Bath - School of Management
Downloads 52 (470,349)
Citation 1

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Credit Risk Transfer, Synthetic Securitization, Perverse Incentives, Credit Default Swaps, Collateralized Debt Obligation, Agent Based Modelling

10.

A Statistical Mechanics Sampling of Financial Networks Under Bilateral Netting Constraints

Number of pages: 34 Posted: 31 Mar 2020 Last Revised: 09 Feb 2021
Simone Giansante, Douglas Asthon and Tim Rogers
University of Bath - School of Management, University of Bath and University of Bath - School of Mathematical Sciences
Downloads 43 (508,785)

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network reconstruction; financial contagion; systemic risk, bank failure, MCMC, Gibbs-Boltzmann distribution