Articles with public access mandates - Marco D'ErricoLearn more
Available somewhere: 7
Network valuation in financial systems
P Barucca, M Bardoscia, F Caccioli, M D'Errico, G Visentin, G Caldarelli, ...
Mathematical Finance 30 (4), 1181-1204, 2020
Mandates: Swiss National Science Foundation, UK Economic and Social Research Council …
Leveraging the network: a stress-test framework based on DebtRank
S Battiston, G Caldarelli, M D’Errico, S Gurciullo
Statistics & Risk Modeling 33 (3-4), 117-138, 2016
Mandates: Swiss National Science Foundation, European Commission
Mapping exposures of EU banks to the global shadow banking system
J Abad, M D’Errico, N Killeen, V Luz, T Peltonen, R Portes, T Urbano
Journal of Banking & Finance 134, 106168, 2022
Mandates: Swiss National Science Foundation, Government of Spain
How does risk flow in the credit default swap market?
M D'Errico, S Battiston, T Peltonen, M Scheicher
Journal of Financial Stability, 2017
Mandates: Swiss National Science Foundation
Interconnected banks and systemically important exposures
A Roncoroni, S Battiston, M D’Errico, G Hałaj, C Kok
Journal of Economic Dynamics and Control, 104266, 2021
Mandates: Swiss National Science Foundation
Compressing over-the-counter markets
M D’Errico, T Roukny
Operations Research, 2021
Mandates: Swiss National Science Foundation, European Commission
Reshaping the Financial Network: Externalities and Redistribution Effects in Central Clearing
O Briukhova, M D'Errico, S Battiston
SSRN, 2021
Mandates: Swiss National Science Foundation
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