Simone Giansante

Dr

  • WESSEX HOUSE 9.07

Accepting PhD Students

20042018
If you made any changes in Pure these will be visible here soon.

Research Output 2004 2018

Filter
Article
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
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
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
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
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