Tarik Roukny

Massachusetts Institute of Technology (MIT)

Research Associate

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

SCHOLARLY PAPERS

5

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Top 27,550

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1,383

CITATIONS

1

Scholarly Papers (5)

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) and Columbia Business School - Finance and Economics
Downloads 323 (23,827)
Citation 1

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

2.

Compressing Over-the-Counter Markets

Number of pages: 77 Posted: 04 May 2017 Last Revised: 15 Aug 2017
Marco D'Errico and Tarik Roukny
University of Zurich and Massachusetts Institute of Technology (MIT)
Downloads 0 (243,051)

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OTC Markets, Over-The-Counter, Markets, Compression, Intermediation, Derivatives, Networks, Optimization

3.

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 (393,966)

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financial networks, interbank market, credit default swaps, liquidity

4.

Generalists and Specialists in the Credit Market

Saïd Business School WP 2016-11, Paris December 2016 Finance Meeting EUROFIDAI - AFFI,
Number of pages: 63 Posted: 21 Mar 2016 Last Revised: 01 Sep 2016
Daniel Fricke and Tarik Roukny
University College London and Massachusetts Institute of Technology (MIT)
Downloads 0 (217,687)

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

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
Massachusetts Institute of Technology (MIT), University of Zurich - Department of Banking and Finance and Columbia Business School - Finance and Economics
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Systemic Risk, Financial Networks, Uncertainty, Interconnectedness, Contagion