Paolo Barucca

University of Zurich - Department of Banking and Finance

PostDoc Researcher

Schönberggasse 1

Zürich, 8001

Switzerland

London Institute for Mathematical Sciences (LIMS)

Visiting Researcher

35a South Street

London, Mayfair W1K 2XF

United Kingdom

IMT Institute for Advanced Studies

Visiting Professor

Complesso San Micheletto

Lucca, 55100

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

806

SSRN CITATIONS
Rank 25,278

SSRN RANKINGS

Top 25,278

in Total Papers Citations

14

CROSSREF CITATIONS

19

Ideas:
“  I'm currently working on systemic risk.  ”

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 - Financial Computing and Analytics Group, Department of Computer Science, 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 531 (56,799)
Citation 33

Abstract:

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

2.

Collateral Unchained: Rehypothecation Networks, Concentration and Systemic Effects

SCIENCES PO OFCE WORKING PAPER n° 07, 2018/01/31
Number of pages: 39 Posted: 23 Feb 2018
University of Kiel- Faculty of Economics and Social Sciences, Observatoire Français des Conjonctures Economiques (OFCE), University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 108 (274,336)
Citation 3

Abstract:

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Rehypothecation, Collateral, Repo Contracts, Networks, Liquidity, Collateral- Hoarding Effects, Systemic Risk.

3.

Network Models of Financial Systemic Risk: A Review

Number of pages: 33 Posted: 13 Nov 2017
Fabio Caccioli, Paolo Barucca and Teruyoshi Kobayashi
University College London - Financial Computing and Analytics Group, Department of Computer Science, University of Zurich - Department of Banking and Finance and Kobe University - Graduate School of Economics
Downloads 85 (320,619)
Citation 7

Abstract:

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financial networks, systemic risk, contagion, clearing algorithm, overlapping portfolio, interbank markets

4.

The Decline of Solvency Contagion Risk

Bank of England Working Paper No. 662
Number of pages: 22 Posted: 06 Jul 2017
Bank of England, University of Zurich - Department of Banking and Finance, Bank of England and Bank of England
Downloads 82 (327,750)
Citation 10

Abstract:

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Financial networks, systemic risk, financial contagion, macroprudential policy, stress testing