Simone Giansante
Simone Giansante
Assistant Professor of Mathematical Finance University of Palermo dSEAS and University of Bath
E-mail megerősítve itt: unipa.it
Hivatkozott rá
Hivatkozott rá
‘Too interconnected to fail’financial network of US CDS market: Topological fragility and systemic risk
S Markose, S Giansante, AR Shaghaghi
Journal of Economic Behavior & Organization 83 (3), 627-646, 2012
Interbank lending and the spread of bank failures: A network model of systemic risk
A Krause, S Giansante
Journal of Economic Behavior & Organization 83 (3), 583-608, 2012
Too interconnected to fail: Financial contagion and systemic risk in network model of cds and other credit enhancement obligations of us banks
SM Markose, S Giansante, M Gatkowski, AR Shaghaghi
Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks
A Kirman, S Markose, S Giansante, P Pin
Journal of Economic Dynamics and Control 31 (6), 2085-2107, 2007
Liquidity costs and tiering in large-value payment systems
M Adams, M Galbiati, S Giansante
Bank of England Working Paper, 2010
A systemic risk assessment of OTC derivatives reforms and skin-in-the-game for CCPs
SM Markose, S Giansante, A Rais Shaghaghi
Financial Stability Review 21, 111-126, 2017
Structural contagion and vulnerability to unexpected liquidity shortfalls
S Giansante, C Chiarella, S Sordi, A Vercelli
Journal of Economic Behavior & Organization 83 (3), 558-569, 2012
The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?
M Fatouh, S Markose, S Giansante
Journal of Economic Behavior & Organization 183, 928-953, 2021
Emergence of networks in large value payment systems (LVPSs)
M Galbiati, S Giansante
Università di Siena, Dipartimento di politica economica, finanza e sviluppo, 2010
Does quantitative easing boost bank lending to the real economy or cause other bank asset reallocation? The case of the UK
S Giansante, M Fatouh, S Ongena
The Case of the UK (August 18, 2019). Swiss Finance Institute Research Paper, 2019
Banks’ business strategies on the edge of distress
A Flori, S Giansante, C Girardone, F Pammolli
Annals of Operations Research 299 (1), 481-530, 2021
Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade, and systemic risk analysis
SM Markose, B Oluwasegun, S Giansante
Banking, Finance, and Accounting: Concepts, Methodologies, Tools, and …, 2015
Social networks and medium of exchange
S Giansante
Working paper. Available online: http://andromeda. rutgers. edu/~ jmbarr …, 2006
Economic support during the COVID crisis. Quantitative easing and lending support schemes in the UK
M Fatouh, S Giansante, S Ongena
Economics Letters 209, 110138, 2021
Agent-based economic (ACE) modelling of payments media: emergence of monetary exchange, banking, large value payment and settlement systems
S Giansante
Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods
S Markose, S Giansante, NA Eterovic, M Gatkowski
Annals of Operations Research, 1-39, 2021
Recent advances in modelling systemic risk using network analysis-ecb
S Giansante
The CDS Network, 11, 2010
Emergence of tiering in large value payment systems
M Adams, M Galbiati, S Giansante
Expected loss model and the cyclicality of bank credit losses and capital ratios
M Fatouh, S Giansante
Available at SSRN 3728699, 2020
Early warning and systemic risk in core global banking: balance sheet financial network and market price-based methods
S Markose, S Giansante, NA Eterovic, M Gatkowski
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Cikkek 1–20