Research Output per year
Research Output 2004 2018
2018
Network-based computational techniques to determine the risk drivers of bank failures during a systemic banking crisis
Krause, A. & Giansante, S. Jun 2018 In : IEEE Transactions on Emerging Topics in Computational Intelligence . 2, 3, p. 174 184 p.Research output: Contribution to journal › Article
Open Access
File
Computational techniques
Banking crisis
Bank failure
Market concentration
Solvency
2017
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. 111-126Research output: Contribution to journal › Article
Open Access
Systemic risk
Risk assessment
Derivatives
Margin
Penetration
Reserve Bank of India - Financial stability Report: Jun 2017: Section IV - Interconnectedness
Giansante, S. Jun 2017 Reserve Bank of India.Research output: Book/Report › Other report
2016
Identifying Systemic Risk in Interbank Markets by Applying Network Theory
Xu, Z. 25 Mar 2016 (Unpublished) 188 p.Research output: Thesis › Doctoral Thesis
File
Circuit theory
Message passing
Insurance
Risk assessment
Computer science
Reserve Bank of India - Financial stability Report: Dec 2016: Section IV - Interconnectedness
Giansante, S. Dec 2016 Reserve Bank of India.Research output: Book/Report › Other report
2014
1
Citations
Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade, and systemic risk analysis
Markose, S. M., Oluwasegun, B. & Giansante, S. 31 Jul 2014 Banking, Finance, and Accounting: Concepts, Methodologies, Tools, and Applications, Vols. 1-3. Hershey, U. S. A.: IGI Global, p. 561-590 30 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
Collateralized debt obligations
Carry trade
Systemic risk
Risk analysis
Network model
Reserve Bank of India - Financial Stability Report: June 2011
Giansante, S. 1 Jun 2014 Network Analysis. Reserve Bank of India, p. 61 63 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open Access
File
2013
Reserve Bank of India - Financial Stability Report: June 2013
Giansante, S. 1 Jun 2013 Network Analysis. Reserve Bank of India, p. 20 23 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open Access
File
Reserve Bank of India - Financial Stability Report: December 2013
Giansante, S. Dec 2013 Network Analysis. Reserve Bank of India, p. 23 26 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open Access
File
2012
64
Citations
`Too interconnected to fail' financial network of US CDS market: Topological fragility and systemic risk
Markose, S., Giansante, S. & Shaghaghi, A. R. Aug 2012 In : Journal of Economic Behavior and Organization. 83, 3, p. 627–646 20 p.Research output: Contribution to journal › Article
Open Access
File
Systemic risk
Financial networks
Credit default swaps
Fragility
Clustering
35
Citations
Interbank lending and the spread of bank failures: a network model of systemic risk
Krause, A. & Giansante, S. Aug 2012 In : Journal of Economic Behavior and Organization. 83, 3, p. 583– 608Research output: Contribution to journal › Article
Open Access
File
Systemic risk
Lending
Network model
Bank failure
Banking system
Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis
Sheri, M., Bewaji, O. & Giansante, S. Aug 2012 Simulation in Computational Finance and Economics: Tools and Emerging Applications. Alexandrova-Kabadjova, B., Martinez-Jaramillo, S., Garcia-Almanza, L. & Tsang, E. (eds.). IGI GlobalResearch output: Chapter in Book/Report/Conference proceeding › Chapter
Reserve Bank of India - Financial Stability Report: June 2012
Giansante, S. Jun 2012 Network Analysis. Reserve Bank of India, p. 54 58 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open Access
File
Reserve Bank of India - Financial Stability Report: December 2012
Giansante, S. 1 Dec 2012 Network Analysis. Reserve Bank of India, p. 23 28 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open Access
File
8
Citations
Structural contagion and vulnerability to unexpected liquidity shortfalls
Giansante, S., Chiarella, C., Sordi, S. & Vercelli, A. Aug 2012 In : Journal of Economic Behavior and Organization. 83, 3, p. 558–569Research output: Contribution to journal › Article
Open Access
File
Liquidity
Contagion
Vulnerability
Economics
Systemic risk
2011
Reserve Bank of India - Financial Stability Report: December 2011
Giansante, S. 1 Dec 2011 Network Analysis. Reserve Bank of India, p. 58 71 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
Open Access
File
2010
Emergence of networks in large value payment systems: Working Paper No.1/2010
Galbiati, M. & Giansante, S. 2010 Siena, Italy: Department of Economic Policy, Finance and Development, University of SienaResearch output: Working paper
Emergence of tiering in large value payment systems: Bank of England working paper no.399
Adams, M., Galbiati, M. & Giansante, S. 2010 London, U. K.: Bank of EnglandResearch output: Working paper
Financial fragility and interacting units: an exercise
Charella, C., Giansante, S., Sordi, S. & Vercelli, A. 2010 Decision theory and choice: A complexity approach. Faggini, M. & Vinci, C. P. (eds.). Milan: Springer, Vol. Part II, p. 117-126 (New Economic Windows )Research output: Chapter in Book/Report/Conference proceeding › Chapter
Recent advances in modelling systemic risk using network analysis - ECB
Giansante, S. 1 Jan 2010 The CDS Network. p. 11 13 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
File
2009
Agent-based economic (ACE) modelling of payments media: emergence of monetary exchange, banking, large value payment and settlement systems
Giansante, S. 2009 (Unpublished)Research output: Thesis › Doctoral Thesis
2008
Emergence of tiering in large value payment systems: CCFEA working paper WP027-08
Adams, M., Galbiati, M. & Giansante, S. Sep 2008 U. K.: Centre for Computational Finance and Economic Agents (CCFEA), University of Essex, (CCFEA Working Paper Series; vol. WP027-08)Research output: Working paper
2007
12
Citations
Marginal contribution, reciprocity and equity in segregated groups: bounded rationality and self-organization in social networks
Kirman, A., Markose, S., Giansante, S. & Pin, P. Jun 2007 In : Journal of Economic Dynamics and Control. 31, 6, p. 2085-2107Research output: Contribution to journal › Article
Marginal contribution
Social networks
Bounded rationality
Self-organization
Equity
Middlemen in self-organized monetary economies
Giansante, S. 2007 Proceedings of the 13th International Conference on Computing in Economics and Finance. Montreal, CanadaResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
Network formation and intermediation of exchanges
Giansante, S. & Garlaschelli, D. 2007 Proceedings of Econophysics Colloquium and Beyond, 2007. ItalyResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
Social networks and medium of exchange
Giansante, S. 2007 Proceedings of the Eastern Economic Association Conference, 2007. U. S. A.Research output: Chapter in Book/Report/Conference proceeding › Conference contribution
1
Citations
The grass is always greener on the other side of the fence: the effect of misperceived signalling in a network formation process
Giansante, S., Kirman, A., Markose, S. & Pin, P. Aug 2007 Artificial Markets Modeling: Methods and Applications. Consiglio, A. (ed.). Springer, p. 223-236 (Lecture Notes in Economics and Mathematical Systems; vol. 599)Research output: Chapter in Book/Report/Conference proceeding › Chapter
2006
Endogenous retrain mechanism in the JavaSwarm Santa Fe Artificial Stock Market
Giansante, S. 2006 Proceedings of the III Workshop Italiano di Vita Artificiale, 2006. Acerbi, A., Giansante, S. & Marocco, M. (eds.). Siena, ItalyResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
Fair wage-effort hypothesis in an artificial labour market
Giansante, S. & Nosenzo, D. 2006 Proceedings of the III Workshop Itaiano di Vita Artificiale, 2006. Acerbi, A., Giansante, S. & Marocco, M. (eds.). Siena, ItalyResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
La dinamica dei prezzi in mercati asimmetrici
Cecconi, F., Parisi, D. & Giansante, S. 2006 Proceedings of the III Workshop Italiano di Vita Artificiale,2006. Acerbi, A., Giansante, S. & Marocco, M. (eds.). Siena, ItalyResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
2005
Dal abratto alla moneta: un modello di vita artificiale
Giansante, S. & Parisi, D. 2005 Atti del II Workshop Italiano di Vita Artificiale,2005. Baldassarre, G., Marocco, M. & Mirolli, M. (eds.). Rome, ItalyResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
Simulazioni ad agenti in problemi finanziari: un modello di vita artificiale
Cecconi, F. & Giansante, S. 2005 Atti del II Workshop Italiano di Vita Artificiale,2005. Baldassarre, G., Marocco, M. & Mirolli, M. (eds.). Rome, ItalyResearch output: Chapter in Book/Report/Conference proceeding › Conference contribution
2004
La teoria della razionata' limitata applicata alle scelte economico-giuridiche nell'ottica delle scienze cognitive
Giansante, S. Sep 2004 In : i-lex. 1, 1, p. 45-84 40 p.Research output: Contribution to journal › Article