Paolo Barucca

University College London

Gower Street

London, WC1E 6BT

United Kingdom

SCHOLARLY PAPERS

2

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1

SSRN CITATIONS

4

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Network Sensitivity of Systemic Risk

Journal of Network Theory in Finance, Vol. 5, No. 3, 2019
Number of pages: 20 Posted: 19 Jan 2021
University College London - Financial Computing and Analytics Group, Department of Computer Science, Scuola Normale Superiore, 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)
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Abstract:

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

2.

Network Valuation in Financial Systems

Mathematical Finance, Vol. 30, Issue 4, pp. 1181-1204, 2020
Number of pages: 24 Posted: 07 Oct 2020
University College London, Bank of England, University College London, European Central Bank (ECB), University of Zurich - Institute of Mathematics, University of Zurich - Department of Banking and Finance and IMT Alti Studi Lucca
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contagion, credit risk, financial networks, mark‐to‐market losses, systemic risk