Giansante, Simone
Giansante, Simone
Scienze Economiche, Aziendali e Statistiche
'Too interconnected to fail' financial network of US CDS market: Topological fragility and systemic risk
2012-01-01 Markose S.; Giansante S.; Shaghaghi A.R.
A systemic risk assessment of OTC derivatives reforms and skin‐in‐the‐game for CCPs
2017-01-01 Markose Sheri, Giansante Simone, Rais Shaghaghi Ali
Banks’ business strategies on the edge of distress
2021-01-01 Flori A.; Giansante S.; Girardone C.; Pammolli F.
Carbon Emissions Announcements and Market Returns
2023-06-30 Simone Giansante; Mahmoud Fatouh; Nicholas Dove
Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (Annals of Operations Research, (2021), 10.1007/s10479-021-04120-1)
2021-01-01 Markose S.; Giansante S.; Eterovic N.A.; Gatkowski M.
Does quantitative easing boost bank lending to the real economy or cause other bank asset reallocation? The case of the UK
2020-08-14 Simone Giansante; Mahmoud Fatouh; Steven Ongena
Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods
2021-01-01 Markose S.; Giansante S.; Eterovic N.A.; Gatkowski M.
Economic support during the COVID crisis. Quantitative easing and lending support schemes in the UK
2021-01-01 Fatouh M.; Giansante S.; Ongena S.
Financial fragility and interacting units: An exercise
2010-01-01 Chiarella C.; Giansante S.; Sordi S.; Vercelli A.
Interbank lending and the spread of bank failures: A network model of systemic risk
2012-01-01 Krause A.; Giansante S.
Leverage ratio and risk-taking: theory and practice
2023-10-20 Mahmoud Fatouh; Simone Giansante; Steven Ongena
Leverage Ratio, Risk-Based Capital Requirements, and Risk-taking in the United Kingdom
2023-09-06 Mahmoud Fatouh; Simone Giansante; Steven Ongena
Liquidity Costs and Tiering in Large-Value Payment Systems
2010-01-01 Mark Adams, Marco Galbiati, Simone Giansante
Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks
2007-01-01 Kirman A.; Markose S.; Giansante S.; Pin P.
Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO)
2012-01-01 Sheri M. Markose, Bewaji Oluwasegun, Simone Giansante
Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): Regulatory capital arbitrage, negative CDS carry trade, and systemic risk analysis
2015-01-01 Markose S.M.; Oluwasegun B.; Giansante S.
Network-Based Computational Techniques to Determine the Risk Drivers of Bank Failures during a Systemic Banking Crisis
2018-01-01 Krause A.; Giansante S.
On the fragility of the Italian economic territories under SARS-COV2 lockdown policies
2023-01-01 Giansante S.; Flori A.; Spelta A.
Quantitative easing and the functioning of the gilt repo market
2024-01-19 Mahmoud Fatouh; Simone Giansante; Steven Ongena
Structural contagion and vulnerability to unexpected liquidity shortfalls
2012-01-01 Giansante S.; Chiarella C.; Sordi S.; Vercelli A.
| Data di pubblicazione | Titolo | Autori | Tipologia | Autore(i) | File |
|---|---|---|---|---|---|
| 1-gen-2012 | 'Too interconnected to fail' financial network of US CDS market: Topological fragility and systemic risk | Giansante S. + | 01 - Contributo in rivista::1.01 Articolo in rivista | Markose S.; Giansante S.; Shaghaghi A.R. | |
| 1-gen-2017 | A systemic risk assessment of OTC derivatives reforms and skin‐in‐the‐game for CCPs | Giansante Simone + | 01 - Contributo in rivista::1.01 Articolo in rivista | Markose Sheri, Giansante Simone, Rais Shaghaghi Ali | |
| 1-gen-2021 | Banks’ business strategies on the edge of distress | Giansante S. + | 01 - Contributo in rivista::1.01 Articolo in rivista | Flori A.; Giansante S.; Girardone C.; Pammolli F. | |
| 30-giu-2023 | Carbon Emissions Announcements and Market Returns | Simone Giansante + | 01 - Contributo in rivista::1.01 Articolo in rivista | Simone Giansante; Mahmoud Fatouh; Nicholas Dove | |
| 1-gen-2021 | Correction to: Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods (Annals of Operations Research, (2021), 10.1007/s10479-021-04120-1) | Giansante S. + | 01 - Contributo in rivista::1.11 Nota o commento | Markose S.; Giansante S.; Eterovic N.A.; Gatkowski M. | |
| 14-ago-2020 | Does quantitative easing boost bank lending to the real economy or cause other bank asset reallocation? The case of the UK | Simone Giansante + | 02 - Contributo in volume::2.01 Capitolo o Saggio | Simone Giansante; Mahmoud Fatouh; Steven Ongena | |
| 1-gen-2021 | Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods | Giansante S. + | 01 - Contributo in rivista::1.01 Articolo in rivista | Markose S.; Giansante S.; Eterovic N.A.; Gatkowski M. | |
| 1-gen-2021 | Economic support during the COVID crisis. Quantitative easing and lending support schemes in the UK | Giansante S. + | 01 - Contributo in rivista::1.01 Articolo in rivista | Fatouh M.; Giansante S.; Ongena S. | |
| 1-gen-2010 | Financial fragility and interacting units: An exercise | Giansante S. + | 02 - Contributo in volume::2.01 Capitolo o Saggio | Chiarella C.; Giansante S.; Sordi S.; Vercelli A. | |
| 1-gen-2012 | Interbank lending and the spread of bank failures: A network model of systemic risk | Giansante S. + | 01 - Contributo in rivista::1.01 Articolo in rivista | Krause A.; Giansante S. | |
| 20-ott-2023 | Leverage ratio and risk-taking: theory and practice | Simone Giansante + | 02 - Contributo in volume::2.01 Capitolo o Saggio | Mahmoud Fatouh; Simone Giansante; Steven Ongena | |
| 6-set-2023 | Leverage Ratio, Risk-Based Capital Requirements, and Risk-taking in the United Kingdom | Simone Giansante + | 01 - Contributo in rivista::1.01 Articolo in rivista | Mahmoud Fatouh; Simone Giansante; Steven Ongena | |
| 1-gen-2010 | Liquidity Costs and Tiering in Large-Value Payment Systems | Simone Giansante + | 02 - Contributo in volume::2.01 Capitolo o Saggio | Mark Adams, Marco Galbiati, Simone Giansante | |
| 1-gen-2007 | Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks | Giansante S. + | 01 - Contributo in rivista::1.01 Articolo in rivista | Kirman A.; Markose S.; Giansante S.; Pin P. | |
| 1-gen-2012 | Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO) | Simone Giansante + | 02 - Contributo in volume::2.01 Capitolo o Saggio | Sheri M. Markose, Bewaji Oluwasegun, Simone Giansante | |
| 1-gen-2015 | Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): Regulatory capital arbitrage, negative CDS carry trade, and systemic risk analysis | Giansante S. + | 02 - Contributo in volume::2.01 Capitolo o Saggio | Markose S.M.; Oluwasegun B.; Giansante S. | |
| 1-gen-2018 | Network-Based Computational Techniques to Determine the Risk Drivers of Bank Failures during a Systemic Banking Crisis | Giansante S. + | 01 - Contributo in rivista::1.01 Articolo in rivista | Krause A.; Giansante S. | |
| 1-gen-2023 | On the fragility of the Italian economic territories under SARS-COV2 lockdown policies | Giansante S. + | 01 - Contributo in rivista::1.01 Articolo in rivista | Giansante S.; Flori A.; Spelta A. | |
| 19-gen-2024 | Quantitative easing and the functioning of the gilt repo market | Simone Giansante + | 02 - Contributo in volume::2.01 Capitolo o Saggio | Mahmoud Fatouh; Simone Giansante; Steven Ongena | |
| 1-gen-2012 | Structural contagion and vulnerability to unexpected liquidity shortfalls | Giansante S. + | 01 - Contributo in rivista::1.01 Articolo in rivista | Giansante S.; Chiarella C.; Sordi S.; Vercelli A. |