Tarik Roukny

KU Leuven - Faculty of Business and Economics (FEB)

Naamsestraat 69

Leuven, B-3000

Belgium

Massachusetts Institute of Technology (MIT)

Research Associate

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 31,618

SSRN RANKINGS

Top 31,618

in Total Papers Downloads

2,892

SSRN CITATIONS
Rank 10,248

SSRN RANKINGS

Top 10,248

in Total Papers Citations

122

CROSSREF CITATIONS

30

Scholarly Papers (8)

1.

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
University of Zurich - Department of Banking and Finance, IMT Alti Studi Lucca, University of Oxford, Massachusetts Institute of Technology (MIT)KU Leuven - Faculty of Business and Economics (FEB) and Columbia University - Columbia Business School, Finance
Downloads 955 (43,946)
Citation 22

Abstract:

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

2.

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, Tarik Roukny, Stefano Battiston and Joseph E. Stiglitz
Massachusetts Institute of Technology (MIT)KU Leuven - Faculty of Business and Economics (FEB), University of Zurich - Department of Banking and Finance and Columbia University - Columbia Business School, Finance
Downloads 471 (109,417)
Citation 38

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Systemic Risk, Financial Networks, Uncertainty, Interconnectedness, Contagion

3.
Downloads 431 (121,477)
Citation 22

Compressing Over-the-Counter Markets

Number of pages: 85 Posted: 04 May 2017 Last Revised: 10 Jun 2019
Marco D'Errico, Tarik Roukny and Tarik Roukny
University of Zurich and Massachusetts Institute of Technology (MIT)KU Leuven - Faculty of Business and Economics (FEB)
Downloads 346 (154,327)
Citation 19

Abstract:

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over-the-counter trading, multilateral netting, derivatives, networks, financial regulation

Compressing Over-the-Counter Markets

ESRB: Working Paper Series No. 2017/44
Number of pages: 75 Posted: 05 Nov 2020
Marco D'Errico, Tarik Roukny and Tarik Roukny
University of Zurich and Massachusetts Institute of Technology (MIT)KU Leuven - Faculty of Business and Economics (FEB)
Downloads 85 (524,046)

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compression, derivatives, intermediation, networks, optimization, OTC markets

4.

Vertically Disintegrated Platforms

Number of pages: 35 Posted: 10 Jan 2020 Last Revised: 20 Feb 2020
Christoph Aymanns, Mathias Dewatripont, Tarik Roukny and Tarik Roukny
London School of Economics & Political Science (LSE) - London School of Economics, Université Libre de Bruxelles (ULB) - European Center for Advanced Research in Economics and Statistics (ECARES) and Massachusetts Institute of Technology (MIT)KU Leuven - Faculty of Business and Economics (FEB)
Downloads 306 (177,187)
Citation 5

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digital economy, multi-sided platform, payment system, distributed ledger technology, blockchain, central bank digital currency

5.

Shedding Light on Dark Markets: First Insights from the New Eu-Wide OTC Derivatives Dataset

ESRB: Occasional Paper Series No. 2016/11
Number of pages: 45 Posted: 05 Nov 2020
Centre for Monetary and Financial Studies (CEMFI), Bank for International Settlements (BIS), London School of Economics & Political Science (LSE) - London School of Economics, University of Zurich, affiliation not provided to SSRN, European Central Bank (ECB), European Central Bank, affiliation not provided to SSRN and Massachusetts Institute of Technology (MIT)KU Leuven - Faculty of Business and Economics (FEB)
Downloads 207 (260,475)
Citation 37

Abstract:

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derivatives markets, OTC, financial networks

6.

Asset Overhang and Technological Change

Number of pages: 90 Posted: 29 Aug 2022
Hans Degryse, Tarik Roukny, Tarik Roukny and Joris Tielens
KU Leuven - Faculty of Business and Economics (FEB), Massachusetts Institute of Technology (MIT)KU Leuven - Faculty of Business and Economics (FEB) and National Bank of Belgium
Downloads 193 (277,615)
Citation 3

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Financial intermediation, Technological change, Innovation, Diffusion, Credit Rationing, Climate change

7.

Generalists and Specialists in the Credit Market

Saïd Business School WP 2016-11, Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 77 Posted: 21 Mar 2016 Last Revised: 19 Apr 2018
Daniel Fricke, Tarik Roukny and Tarik Roukny
Deutsche Bundesbank and Massachusetts Institute of Technology (MIT)KU Leuven - Faculty of Business and Economics (FEB)
Downloads 173 (305,686)
Citation 1

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networks, bank lending, portfolio theory, fire sales, contagion, diversification, systemic risk

8.

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, Tarik Roukny and Stefano Battiston
Massachusetts Institute of Technology (MIT)KU Leuven - Faculty of Business and Economics (FEB) and University of Zurich - Department of Banking and Finance
Downloads 156 (334,007)
Citation 1

Abstract:

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financial networks, interbank market, credit default swaps, liquidity