Gabriele Visentin

University of Zurich - Institute of Mathematics

Switzerland

SCHOLARLY PAPERS

4

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1,071

SSRN CITATIONS
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Top 28,437

in Total Papers Citations

18

CROSSREF CITATIONS

21

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 Finance, Bank of England, University College London, University of Zurich, University of Zurich - Institute of Mathematics, IMT Alti Studi Lucca and University of Zurich - Department Finance
Downloads 642 (76,663)
Citation 48

Abstract:

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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 - Institute of Mathematics, University of Zurich - Department Finance and University of Zurich
Downloads 331 (167,856)
Citation 7

Abstract:

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

3.

On the fragility of mutual insurance arrangements

Number of pages: 37 Posted: 20 Mar 2021 Last Revised: 10 May 2022
Delia Coculescu, Oana Lupascu-Stamate and Gabriele Visentin
University of Zurich - Department of Banking and Finance, affiliation not provided to SSRN and University of Zurich - Institute of Mathematics
Downloads 98 (489,054)

Abstract:

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systemic risk, risk sharing, insurance, stochastic games in continuous time, inefficiencies of Nash equilibria, interbank lending.

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 Finance, Université Paris I Panthéon-SorbonneClimate Finance Alpha, Utrecht University, DIW Berlin and University of Zurich - Institute of Mathematics

Abstract:

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