Mateusz Wiliński

University of Warsaw - Faculty of Physics

Hoza 69

Warsaw, Pl-00681

Poland

  • University of Warsaw - Faculty of Physics

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Scholarly Papers (1)

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Network Sensitivity of Systemic Risk

Journal of Network Theory in Finance, Vol. 5, No. 3, 2019
Number of pages: 20 Posted: 19 Jan 2021
Amanah Ramadiah, Domenico Di Gangi, D. Ruggiero Lo Sardo, Valentina Macchiati, Minh Tuan Pham, Francesco Pinotti, Mateusz Wiliński, Paolo Barucca and Giulio Cimini
University College London - Financial Computing and Analytics Group, Department of Computer Science, National Research Council (CNR) - "Alessandro Faedo" Institute of Information Science and Technology (ISTI), 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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financial networks, systemic risk and contagion, DebtRank, network reconstruction, mesoscale structure

Other Papers (1)

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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
Paweł Smaga, Mateusz Wiliński, Piotr Ochnicki, Piotr Arendarski and Tomasz Gubiec
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