Simone Giansante

Dr

  • WESSEX HOUSE 9.07

Accepting PhD Students

20042018
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Research Output 2004 2018

2018
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. 111-126

Research output: Contribution to journalArticle

Open Access
Systemic risk
Risk assessment
Derivatives
Margin
Penetration
2016

Identifying Systemic Risk in Interbank Markets by Applying Network Theory

Xu, Z., 25 Mar 2016, (Unpublished) 188 p.

Research output: ThesisDoctoral Thesis

File
Circuit theory
Message passing
Insurance
Risk assessment
Computer science
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 proceedingChapter

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 proceedingChapter

Open Access
File
2013

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 proceedingChapter

Open Access
File

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 proceedingChapter

Open Access
File
2012
69 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 journalArticle

Open Access
File
Systemic risk
Financial networks
Credit default swaps
Fragility
Clustering
41 Citations
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 Global

Research output: Chapter in Book/Report/Conference proceedingChapter

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 proceedingChapter

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 proceedingChapter

Open Access
File
9 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. 558–569

Research output: Contribution to journalArticle

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 proceedingChapter

Open Access
File

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 England.

Research 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 proceedingChapter

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 proceedingChapter

File
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. 2085-2107

Research output: Contribution to journalArticle

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, Canada

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Network formation and intermediation of exchanges

Giansante, S. & Garlaschelli, D., 2007, Proceedings of Econophysics Colloquium and Beyond, 2007. Italy

Research output: Chapter in Book/Report/Conference proceedingConference 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 proceedingConference 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 proceedingChapter

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, Italy

Research output: Chapter in Book/Report/Conference proceedingConference 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, Italy

Research output: Chapter in Book/Report/Conference proceedingConference 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, Italy

Research output: Chapter in Book/Report/Conference proceedingConference 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, Italy

Research output: Chapter in Book/Report/Conference proceedingConference 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, Italy

Research output: Chapter in Book/Report/Conference proceedingConference 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 journalArticle