4 citations · 6 across the 3 of their papers we have counts for
3 papers
A data-driven econo-financial stress-testing framework to estimate the effect of supply chain networks on financial systemic risk
Jan Fialkowski, Christian Diem, András Borsos +1
Supply chain disruptions constitute an often underestimated risk for financial stability. As in financial networks, systemic risks in production networks arises when the local fail…
Estimating the impact of supply chain network contagion on financial stability
Zlata Tabachová, Christian Diem, András Borsos +2
Realistic credit risk assessment, the estimation of losses from counterparty's failure, is central for the financial stability. Credit risk models focus on the financial conditions…
Estimating the loss of economic predictability from aggregating firm-level production networks
Christian Diem, András Borsos, Tobias Reisch +2
To estimate the reaction of economies to political interventions or external disturbances, input-output (IO) tables -- constructed by aggregating data into industrial sectors -- ar…