314 citations · 1.5k across the 25 of their papers we have counts for
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q-fin.RM2015★ 12 cited
The Network of Counterparty Risk: Analysing Correlations in OTC Derivatives
Vahan Nanumyan, Antonios Garas, Frank Schweitzer
Counterparty risk denotes the risk that a party defaults in a bilateral contract. This risk not only depends on the two parties involved, but also on the risk from various other co…
q-fin.RM2012★ 15 cited
How big is too big? Critical Shocks for Systemic Failure Cascades
Claudio J. Tessone, Antonios Garas, Beniamino Guerra +1
External or internal shocks may lead to the collapse of a system consisting of many agents. If the shock hits only one agent initially and causes it to fail, this can induce a casc…