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Personal profile

Research interests

My research topics include Banking and Financial Networks, Financial Stability and Systemic Risk, Credit Derivatives and Securitization, High Frequency Finance and Real Time Trading Algorithms. I am currently involved in developing ICT Financial Solutions for Financial Contagion (Derivatives Markets and Interbank Lending), Large Value Payment Systems and Electronic Stock Exchange Trading Platforms and teaching across many areas of financial economics including financial markets, international and quantitative finance.
I have previously held positions at the Bank of England, carrying out research on Large Value Payment Systems, and the University of Essex, working on an EU Project on Credit Risk Transfer and the building of a financial contagion simulator for the Credit Default Swap market for US banks. I am currently acting as research advisor for the Reserve Bank of India, Financial Stability Division developing (with Sheri Markose) an ICT modelling tool for systemic risk using Financial Networks. I am also involved (with Sheri and Azeem Malik) in the development of the real time rebuild of the London Stock Exchange Electronic Order Book market which is used in the lab training for students and back testing of intraday strategies.
I am co-founder of the acefinmod.com project – Agent-Based Computational Economics & Financial Modelling

Willing to supervise PhD

I am interested in supervising students on these topics with good quantitative and computational skills.

I am currently supervising the following doctoral students:

Mr Zhuoran XU (zx218)
Miss Hui GAO (hg326)

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Research Output

Banks' Business Strategies on the Edge of Distress

Flori, A., Giansante, S., Girardone, C. & Pammolli, F., 24 Sep 2019, In : Annals of Operations Research. p. 1-50 50 p.

Research output: Contribution to journalArticle

Open Access
Open Access
  • 79 Downloads (Pure)

    A systemic risk assessment of OTC derivatives reforms and skin‐in‐the‐game for CCPs

    Markose, S. M., Giansante, S. & Rais Shaghaghi, A., Apr 2017, In : Financial Stability Review. 21, April 2017, p. 111-126

    Research output: Contribution to journalArticle

    Open Access
  • Thesis

    Firm-Level Risk and Systemic Risk Analysis in the Insurance Sector during the Subprime Mortgage Crisis: CDS VS. Non-CDS-Based Risk Indictors

    Author: Gao, H., 3 Apr 2019

    Supervisor: Giansante, S. (Supervisor) & Tonks, I. (Supervisor)

    Student thesis: Doctoral ThesisPhD


    Identifying Systemic Risk in Interbank Markets by Applying Network Theory

    Author: Xu, Z., 23 Apr 2016

    Supervisor: Krause, A. (Supervisor) & Giansante, S. (Supervisor)

    Student thesis: Doctoral ThesisPhD


    Probability Density Distributions of Stock Returns, Market Regimes, and Financial Risk Measures

    Author: Li, Y., 22 Nov 2018

    Supervisor: Zalewska, A. (Supervisor) & Giansante, S. (Supervisor)

    Student thesis: Doctoral ThesisPhD