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Network models of financial systemic risk: a review

PBP. BaruccaFCTK Journal of Computational Social Science

Network models of financial systemic risk: a review

Stylized balance sheet of a bank

Distress propagation in complex networks: the case of non-linear DebtRank

MBM. BardosciaGCG. CaldarelliFCJPGV PLoS ONE

Distress propagation in complex networks: the case of non-linear DebtRank

Interbank network and balance sheet.

Mitigating cascades in sandpile models: an immunization strategy for systemic risk?

ASA. ScalaGCG. CaldarelliVZGD Journal de Physique IV

Mitigating cascades in sandpile models: an immunization strategy for systemic risk?

Cascades on a random graph

The price of complexity in financial networks

GCG. CaldarelliSBRMTRJS Proceedings of the National Academy of Sciences

The price of complexity

Increasing the complexity of the network of contracts between financial institutions decreases the accuracy of estimating systemic risk.

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4 Physica D Nonlinear Phenomena

Cascades in interdependent flow networks

Coupling

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5 Scientific Reports

Default cascades in complex networks: topology and systemic risk

Frontier of large cascades evolution of the e-MID market in the period between January 1999 and January 2011.