Gabriele Visentin

University of Zurich - Department of Banking and Finance

Research Assistant

Andreasstrasse, 15

Zürich, 8050

Switzerland

SCHOLARLY PAPERS

4

DOWNLOADS

782

SSRN CITATIONS
Rank 32,100

SSRN RANKINGS

Top 32,100

in Total Papers Citations

5

CROSSREF CITATIONS

19

Scholarly Papers (4)

1.

Network Valuation in Financial Systems

Mathematical Finance, https://doi.org/10.1111/mafi.12272, 2020
Number of pages: 23 Posted: 16 Jun 2016 Last Revised: 02 Jun 2020
University of Zurich - Department of Banking and Finance, Bank of England, University College London, University of Zurich, University of Zurich - Department of Banking and Finance, IMT Alti Studi Lucca and University of Zurich - Department of Banking and Finance
Downloads 539 (56,999)
Citation 33

Abstract:

Loading...

Financial networks, Contagion, Systemic risk, Credit risk, Mark-to-market losses

2.

Rethinking Financial Contagion

Number of pages: 54 Posted: 30 Aug 2016
Gabriele Visentin, Stefano Battiston and Marco D'Errico
University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and University of Zurich
Downloads 243 (141,104)
Citation 7

Abstract:

Loading...

Financial Network, Financial Contagion, Leverage Network, Loss Conservation, Loss Amplification, Eisenberg-Noe, DebtRank

3.

Network Valuation in Financial Systems

Mathematical Finance, Vol. 30, Issue 4, pp. 1181-1204, 2020
Number of pages: 24 Posted: 07 Oct 2020
University College London, Bank of England, University College London, European Central Bank (ECB), University of Zurich - Department of Banking and Finance, University of Zurich - Department of Banking and Finance and IMT Alti Studi Lucca
Downloads 0 (739,561)
  • Add to Cart

Abstract:

Loading...

contagion, credit risk, financial networks, mark‐to‐market losses, systemic risk

4.

A Climate Stress-Test of the Financial System

Battiston, S., Mandel, A., Monasterolo, I., Schütze, F., & Visentin, G. (2017). A Climate stress-test of the financial system. Nature Climate Change, 7(4), 283–288. https://doi.org/doi:10.1038/nclimate3255
Posted: 03 Feb 2016 Last Revised: 11 Sep 2020
University of Zurich - Department of Banking and Finance, Université Paris I Panthéon-Sorbonne, Boston University, DIW Berlin and University of Zurich - Department of Banking and Finance

Abstract:

Loading...

climate stress-test, climate policy risk, decarbonization, stress-test, stranded assets, carbon risk, climate-sensitive sectors