Marco Bardoscia

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

8

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1,204

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43

Scholarly Papers (8)

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1.

Multiplex Network Analysis of the UK OTC Derivatives Market

Bank of England Working Paper No. 726
Number of pages: 28 Posted: 25 May 2018 Last Revised: 11 Sep 2019
Marco Bardoscia, Ginestra Bianconi and Gerardo Ferrara
Bank of England, Queen Mary University of London and Bank of England
Downloads 219 (297,299)
Citation 6

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Liquidity shock, multiplex networks, systemic risk, financial networks, central counterparty (CCP)

2.

Full Payment Algorithm

Number of pages: 19 Posted: 22 Mar 2019
Marco Bardoscia, Gerardo Ferrara, Nicholas Vause and Michael Yoganayagam
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 217 (299,905)
Citation 1

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Financial Networks, Systemic Risk, Clearing Algorithm

3.

Efficiency of central clearing under liquidity stress

Bank of England Working Paper No. 1002
Number of pages: 70 Posted: 24 Jan 2023
Marco Bardoscia, Fabio Caccioli and HAOTIAN GAO
Bank of England, University College London and affiliation not provided to SSRN
Downloads 199 (325,356)

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Financial network, systemic risk, derivatives, central counterparties, contagion

4.

The Decline of Solvency Contagion Risk

Bank of England Working Paper No. 662
Number of pages: 22 Posted: 06 Jul 2017
Marco Bardoscia, Paolo Barucca, Adam Brinley Codd and John Hill
Bank of England, University of Zurich - Department Finance, Bank of England and Bank of England
Downloads 156 (404,001)
Citation 14

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

5.

Simulating Liquidity Stress in the Derivatives Market

Bank of England Working Paper No. 838, December 2019
Number of pages: 31 Posted: 24 Dec 2019
Marco Bardoscia, Gerardo Ferrara, Nicholas Vause and Michael Yoganayagam
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 132 (462,631)
Citation 13

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financial networks, systemic risk, derivatives, central counterparties

6.

Lost in Diversification

Number of pages: 10 Posted: 09 Feb 2019
Marco Bardoscia, Daniele d'Arienzo, Matteo Marsili and Valerio Volpati
Bank of England, Bocconi University - Department of Finance, Abdus Salam International Centre for Theoretical Physics (ICTP) and Capital Fund Management
Downloads 113 (521,661)

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Financial Transformation, Transparency, Information Theory, Diversification, Securitisation, Asset Backed Securities

7.

The impact of prudential regulations on the UK housing market and economy: insights from an agent-based model

Bank of England Working Paper No. 1066
Number of pages: 52 Posted: 08 May 2024
Marco Bardoscia, Adrian Carro, Marc Hinterschweiger, Mauro Napoletano, Andrea Roventini and Arzu Uluc
Bank of England, Banco de España, Bank of England, Université de Nice Sophia Antipolis - Groupe de Recherche en Droit, Economie et Gestion (GREDEG), Scuola Superiore Sant'Anna di Pisa - Laboratory of Economics and Management (LEM) and Bank of England
Downloads 92 (602,218)
Citation 1

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Prudential policies, housing market, macroeconomy, agent-based models

8.

Ring-Fencing in Financial Networks

Bank of England Working Paper No. 1046
Number of pages: 31 Posted: 22 Jan 2024
Marco Bardoscia and Raymond Ka-Kay Pang
Bank of England and CFA Institute
Downloads 76 (674,485)
Citation 8

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Ring-fencing, financial networks, systemic risk