Amanah Ramadiah

University College London - Financial Computing and Analytics Group, Department of Computer Science

Gower Street

London, WC1E 6BT

United Kingdom

  • University College London - Financial Computing and Analytics Group, Department of Computer Science

SCHOLARLY PAPERS

3

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273

SSRN CITATIONS
Rank 45,560

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in Total Papers Citations

12

CROSSREF CITATIONS

2

Ideas:
“  I'm currently working on systemic risk, macroprudential stress test and financial networks.  ”

  • University College London - Financial Computing and Analytics Group, Department of Computer Science

Scholarly Papers (3)

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1.

Reconstructing and Stress Testing Credit Networks

Downloads 148 (301,436)
Citation 7

Reconstructing and Stress Testing Credit Networks

Number of pages: 44 Posted: 12 Dec 2017
Amanah Ramadiah, Fabio Caccioli and Daniel Fricke
University College London - Financial Computing and Analytics Group, Department of Computer Science, University College London and Deutsche Bundesbank
Downloads 123 (349,031)
Citation 7

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network reconstruction; systemic risk; bipartite credit network; aggregation level

Reconstructing and Stress Testing Credit Networks

ESRB: Working Paper Series No. 2018/84
Number of pages: 46 Posted: 05 Nov 2020
Amanah Ramadiah, Fabio Caccioli and Daniel Fricke
University College London - Financial Computing and Analytics Group, Department of Computer Science, University College London and Deutsche Bundesbank
Downloads 25 (759,794)
Citation 1

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aggregation level, bipartite credit network, network reconstruction, stress testing, systemic risk

2.

Backtesting Macroprudential Stress Tests

Downloads 124 (345,469)

Backtesting Macroprudential Stress Tests

Deutsche Bundesbank Discussion Paper No. 45/2020
Number of pages: 45 Posted: 19 Aug 2020
Amanah Ramadiah, Daniel Fricke and Fabio Caccioli
University College London - Financial Computing and Analytics Group, Department of Computer Science, Deutsche Bundesbank and University College London
Downloads 81 (463,060)
Citation 2

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systemic risk, fire sales, price-mediated contagion, common asset holdings

Backtesting Macroprudential Stress Tests

Journal of Economic Dynamics and Control, Forthcoming
Number of pages: 48 Posted: 10 Oct 2020 Last Revised: 14 Feb 2022
Amanah Ramadiah, Daniel Fricke and Fabio Caccioli
University College London - Financial Computing and Analytics Group, Department of Computer Science, Deutsche Bundesbank and University College London
Downloads 43 (635,214)
Citation 1

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systemic risk, fire sales, price-mediated contagion, common asset holdings

3.

Network Sensitivity of Systemic Risk

Journal of Network Theory in Finance, Vol. 5, No. 3, 2019
Number of pages: 20 Posted: 19 Jan 2021
Amanah Ramadiah, Domenico Di Gangi, D. Ruggiero Lo Sardo, Valentina Macchiati, Minh Tuan Pham, Francesco Pinotti, Mateusz Wiliński, Paolo Barucca and Giulio Cimini
University College London - Financial Computing and Analytics Group, Department of Computer Science, National Research Council (CNR) - "Alessandro Faedo" Institute of Information Science and Technology (ISTI), Medical University of Vienna, Scuola Normale di Pisa, affiliation not provided to SSRN, affiliation not provided to SSRN, University of Warsaw - Faculty of Physics, University College London and Northwestern University - Northwestern Institute for Complex Systems (NICO)
Downloads 1 (943,222)
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Abstract:

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financial networks, systemic risk and contagion, DebtRank, network reconstruction, mesoscale structure