Mateusz Wiliński

University of Warsaw - Faculty of Physics

Hoza 69

Warsaw, Pl-00681

Poland

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Network Sensitivity of Systemic Risk

Journal of Network Theory in Finance, Vol. 5, No. 3, 2019
Number of pages: 20 Posted: 19 Jan 2021
University College London - Financial Computing and Analytics Group, Department of Computer Science, Scuola Normale Superiore, Medical University of Vienna, Scuola Normale di Pisa, affiliation not provided to SSRN, affiliation not provided to SSRN, University of Warsaw - Faculty of Physics, University College London and Northwestern University - Northwestern Institute for Complex Systems (NICO)
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Abstract:

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financial networks, systemic risk and contagion, DebtRank, network reconstruction, mesoscale structure

Other Papers (1)

Total Downloads: 52
1.

Can banks default overnight? Modeling endogenous contagion on O/N interbank market

Number of pages: 28 Posted: 21 Dec 2015 Last Revised: 25 Mar 2016
Warsaw School of Economics (SGH) - Department of Finance and Management, University of Warsaw - Faculty of Physics, University of Warsaw - Faculty of Physics, Poznan University of Economics and University of Warsaw - Faculty of Physics
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contagion, interbank market, network analysis, systemic risk, quantitative easing, macroprudential policy