User profiles for Stefano Battiston
Stefano BattistonUniversity of Zurich, Dept. Banking and Finance, FINEXUS Center Verified email at uzh.ch Cited by 13359 |
Systemic risk in financial networks
S Battiston, G Caldarelli - Journal of Financial Management, Markets …, 2013 - rivisteweb.it
Financial inter-linkages play an important role in the emergence of financial instabilities and
the formulation of systemic risk can greatly benefit from a network approach. In this paper, …
the formulation of systemic risk can greatly benefit from a network approach. In this paper, …
A climate stress-test of the financial system
The urgency of estimating the impact of climate risks on the financial system is increasingly
recognized among scholars and practitioners. By adopting a network approach to financial …
recognized among scholars and practitioners. By adopting a network approach to financial …
Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk
The recent financial crisis poses the challenge to understand how systemic risk arises
endogenously and what architecture can make the financial system more resilient to global crises. …
endogenously and what architecture can make the financial system more resilient to global crises. …
Climate risks and financial stability
Climate change has been recently recognised as a new source of risk for the financial system.
Over the last years, several central banks and financial supervisors have recommended …
Over the last years, several central banks and financial supervisors have recommended …
[HTML][HTML] The network of global corporate control
The structure of the control network of transnational corporations affects global market
competition and financial stability. So far, only small national samples were studied and there was …
competition and financial stability. So far, only small national samples were studied and there was …
Interconnectedness as a source of uncertainty in systemic risk
Financial networks have shown to be important in understanding systemic events in credit
markets. In this paper, we investigate how the structure of those networks can affect the …
markets. In this paper, we investigate how the structure of those networks can affect the …
Complexity theory and financial regulation
Traditional economic theory could not explain, much less predict, the near collapse of the
financial system and its long-lasting effects on the global economy. Since the 2008 crisis, there …
financial system and its long-lasting effects on the global economy. Since the 2008 crisis, there …
Network valuation in financial systems
We introduce a general model for the balance‐sheet consistent valuation of interbank claims
within an interconnected financial system. Our model represents an extension of clearing …
within an interconnected financial system. Our model represents an extension of clearing …
Accounting for finance is key for climate mitigation pathways
The financial system—the ecosystem of investors (eg, banks, investment funds, insurance),
markets, and instruments—is often considered to play an enabling role in climate mitigation …
markets, and instruments—is often considered to play an enabling role in climate mitigation …
A financial macro-network approach to climate policy evaluation
Existing approaches to assess the economic impact of climate policies tend to overlook the
financial sector and to focus only on direct effects of policies on the specific institutional …
financial sector and to focus only on direct effects of policies on the specific institutional …