826 citations · 3.1k across the 27 of their papers we have counts for
29 papers
Credit Valuation Adjustment in Financial Networks
Irena Barjašić, Stefano Battiston, Vinko Zlatić
Credit Valuation Adjustment captures the difference in the value of derivative contracts when the counterparty default probability is taken into account. However, in the context of…
The Physics of Financial Networks
Marco Bardoscia, Paolo Barucca, Stefano Battiston +6
The field of Financial Networks is a paramount example of the novel applications of Statistical Physics that have made possible by the present data revolution. As the total value o…
Real implications of Quantitative Easing in the euro area: a complex-network perspective
Chiara Perillo, Stefano Battiston
The long-lasting socio-economic impact of the global financial crisis has questioned the adequacy of traditional tools in explaining periods of financial distress, as well as the a…
Collateral Unchained: Rehypothecation networks, concentration and systemic effects
Duc Thi Luu, Mauro Napoletano, Paolo Barucca +1
We study how network structure affects the dynamics of collateral in presence of rehypothecation. We build a simple model wherein banks interact via chains of repo contracts and us…
The Network of U.S. Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis
Danilo Delpini, Stefano Battiston, Guido Caldarelli +1
Network theory proved recently to be useful in the quantification of many properties of financial systems. The analysis of the structure of investment portfolios is a major applica…
The Computational Complexity of Financial Networks with Credit Default Swaps
Steffen Schuldenzucker, Sven Seuken, Stefano Battiston
The 2008 financial crisis has been attributed to "excessive complexity" of the financial system due to financial innovation. We employ computational complexity theory to make this…