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Details about Kartik Anand

Homepage:https://sites.google.com/site/kartikanand021/
Workplace:Deutsche Bundesbank (German Federal Bank), (more information at EDIRC)

Access statistics for papers by Kartik Anand.

Last updated 2018-01-26. Update your information in the RePEc Author Service.

Short-id: pan386


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Working Papers

2017

  1. A Structural Model for Fluctuations in Financial Markets
    Papers, arXiv.org Downloads
  2. Asset encumbrance, bank funding and fragility
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (3)
    Also in Discussion Papers, Deutsche Bundesbank (2016) Downloads View citations (1)
  3. The missing links: A global study on uncovering financial network structures from partial data
    ESRB Working Paper Series, European Systemic Risk Board Downloads View citations (10)

2016

  1. Asset Encumbrance, Bank Funding, and Financial Fragility
    Annual Conference 2016 (Augsburg): Demographic Change, Verein für Socialpolitik / German Economic Association Downloads View citations (1)
  2. Capturing information contagion in a stress-testing framework
    Discussion Papers, Deutsche Bundesbank Downloads

2015

  1. Quantifying Contagion Risk in Funding Markets: A Model-Based Stress-Testing Approach
    Staff Working Papers, Bank of Canada Downloads View citations (4)

2014

  1. Filling in the Blanks: Network Structure and Interbank Contagion
    Staff Working Papers, Bank of Canada Downloads View citations (12)
    Also in BIS Working Papers, Bank for International Settlements (2014) Downloads View citations (12)
    Discussion Papers, Deutsche Bundesbank (2014) Downloads View citations (12)
    Working Papers (Old Series), Federal Reserve Bank of Cleveland (2014) Downloads View citations (17)

    See also Journal Article in Quantitative Finance (2015)

2013

  1. Epidemics of rules, rational negligence and market crashes
    Post-Print, HAL View citations (3)
    See also Journal Article in The European Journal of Finance (2013)
  2. The Safety of Government Debt
    Staff Working Papers, Bank of Canada Downloads
  3. The ‘Celtic Crisis’: Guarantees, Transparency and Systemic Liquidity Risk
    Staff Working Papers, Bank of Canada Downloads View citations (1)
    Also in Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order, Verein für Socialpolitik / German Economic Association (2013) Downloads

2012

  1. A network model of financial system resilience
    Bank of England working papers, Bank of England Downloads View citations (5)
    Also in SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 (2011) Downloads View citations (24)

    See also Journal Article in Journal of Economic Behavior & Organization (2013)

2011

  1. Rollover risk, network structure and systemic financial crises
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (2)
    See also Journal Article in Journal of Economic Dynamics and Control (2012)

2010

  1. Epidemics of rules, information aggregation failure and market crashes
    Working Papers, HAL Downloads View citations (8)

2009

  1. Financial crises and the evaporation of trust
    Papers, arXiv.org Downloads View citations (1)

2006

  1. Phase Transitions in Operational Risk
    Papers, arXiv.org Downloads View citations (2)

Journal Articles

2015

  1. Filling in the blanks: network structure and interbank contagion
    Quantitative Finance, 2015, 15, (4), 625-636 Downloads View citations (26)
    See also Working Paper (2014)

2014

  1. Guarantees, transparency and the interdependency between sovereign and bank default risk
    Journal of Banking & Finance, 2014, 45, (C), 321-337 Downloads View citations (11)

2013

  1. A network model of financial system resilience
    Journal of Economic Behavior & Organization, 2013, 85, (C), 219-235 Downloads View citations (23)
    See also Working Paper (2012)
  2. Epidemics of rules, rational negligence and market crashes
    The European Journal of Finance, 2013, 19, (5), 438-447 Downloads View citations (6)
    See also Working Paper (2013)

2012

  1. Rollover risk, network structure and systemic financial crises
    Journal of Economic Dynamics and Control, 2012, 36, (8), 1088-1100 Downloads View citations (49)
    See also Working Paper (2011)

2009

  1. Stability and dynamical properties of material flow systems on random networks
    The European Physical Journal B: Condensed Matter and Complex Systems, 2009, 68, (4), 587-600 Downloads View citations (1)
 
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