6 citations · 8 across the 3 of their papers we have counts for
4 papers
Identifying systemically important companies in the entire liability network of a small open economy
Sebastian Poledna, Abraham Hinteregger, Stefan Thurner
To a large extent, the systemic importance of financial institutions is related to the topology of financial liability networks. In this work we reconstruct and analyze the - to ou…
Basel III capital surcharges for G-SIBs fail to control systemic risk and can cause pro-cyclical side effects
Sebastian Poledna, Olaf Bochmann, Stefan Thurner
In addition to constraining bilateral exposures of financial institutions, there are essentially two options for future financial regulation of systemic risk (SR): First, financial…
The multi-layer network nature of systemic risk and its implications for the costs of financial crises
Sebastian Poledna, José Luis Molina-Borboa, Serafín Martínez-Jaramillo +2
The inability to see and quantify systemic financial risk comes at an immense social cost. Systemic risk in the financial system arises to a large extent as a consequence of the in…
DebtRank-transparency: Controlling systemic risk in financial networks
Stefan Thurner, Sebastian Poledna
Banks in the interbank network can not assess the true risks associated with lending to other banks in the network, unless they have full information on the riskiness of all the ot…