2 papers
q-fin.ST2025
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…
econ.GN2021
Quantifying firm-level economic systemic risk from nation-wide supply networks
Christian Diem, András Borsos, Tobias Reisch +2
Crises like COVID-19 or the Japanese earthquake in 2011 exposed the fragility of corporate supply networks. The production of goods and services is a highly interdependent process…