Marco Bardoscia

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

910

SSRN CITATIONS
Rank 29,305

SSRN RANKINGS

Top 29,305

in Total Papers Citations

27

CROSSREF CITATIONS

9

Scholarly Papers (7)

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 205 (263,225)
Citation 6

Abstract:

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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
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 180 (297,252)
Citation 1

Abstract:

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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 163 (322,280)

Abstract:

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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 of Banking and Finance, Bank of England and Bank of England
Downloads 142 (361,004)
Citation 14

Abstract:

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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
Bank of England, Bank of England, Bank of England and Bank of England
Downloads 110 (437,740)
Citation 9

Abstract:

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financial networks, systemic risk, derivatives, central counterparties

6.

Lost in Diversification

Number of pages: 10 Posted: 09 Feb 2019
Bank of England, Bocconi University - Department of Finance, Abdus Salam International Centre for Theoretical Physics (ICTP) and Capital Fund Management
Downloads 103 (458,942)

Abstract:

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

7.

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 7 (1,038,145)
Citation 2

Abstract:

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Ring-fencing, financial networks, systemic risk