• WESSEX HOUSE 9.07

Accepting PhD Students

20042019
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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)

Fingerprint Dive into the research topics where Simone Giansante is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

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Research Output 2004 2019

49 Downloads (Pure)
Open Access
File
Computational techniques
Banking crisis
Bank failure
Market concentration
Solvency

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
Systemic risk
Risk assessment
Derivatives
Margin
Penetration

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

File

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

File

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