283 citations · 950 across the 16 of their papers we have counts for
Showing 2016Show all
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q-fin.RM2016★ 103 cited
Network Valuation in Financial Systems
Paolo Barucca, Marco Bardoscia, Fabio Caccioli +4
We introduce a general model for the balance-sheet consistent valuation of interbank claims within an interconnected financial system. Our model represents an extension of clearing…
q-fin.RM2016★ 241 cited
Pathways towards instability in financial networks
Marco Bardoscia, Stefano Battiston, Fabio Caccioli +1
Following the financial crisis of 2007-2008, a deep analogy between the origins of instability in financial systems and complex ecosystems has been pointed out: in both cases, topo…