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Details about Marco Bardoscia

Workplace:Bank of England, (more information at EDIRC)

Access statistics for papers by Marco Bardoscia.

Last updated 2019-02-15. Update your information in the RePEc Author Service.

Short-id: pba1526


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Working Papers

2019

  1. Lost in Diversification
    Papers, arXiv.org Downloads
  2. Multiplex network analysis of the UK OTC derivatives market
    Bank of England working papers, Bank of England Downloads View citations (2)

2017

  1. Pathways towards instability in financial networks
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads View citations (30)
  2. Statistical mechanics of complex economies
    Papers, arXiv.org Downloads View citations (3)
  3. The decline of solvency contagion risk
    Bank of England working papers, Bank of England Downloads View citations (4)

2016

  1. Distress propagation in complex networks: the case of non-linear DebtRank
    Papers, arXiv.org Downloads View citations (11)
  2. Emergence of giant strongly connected components in continuum disk-spin percolation
    LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library Downloads
  3. Network Valuation in Financial Systems
    Papers, arXiv.org Downloads View citations (21)

2015

  1. DebtRank: A microscopic foundation for shock propagation
    Papers, arXiv.org Downloads View citations (45)

2012

  1. A Bayesian Networks Approach to Operational Risk
    Papers, arXiv.org Downloads View citations (2)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2010)
  2. A Dynamical Approach to Operational Risk Measurement
    Papers, arXiv.org Downloads
  3. A Dynamical Model for Forecasting Operational Losses
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2012)
  4. A Dynamical Model for Operational Risk in Banks
    Papers, arXiv.org Downloads
  5. Financial instability from local market measures
    Papers, arXiv.org Downloads View citations (2)
  6. Impact of meta-order in the Minority Game
    Papers, arXiv.org Downloads View citations (2)

2010

  1. Spin Glass Model of Operational Risk
    Papers, arXiv.org Downloads

Undated

  1. The Social Climbing Game
    Working Papers, ETH Zurich, Chair of Systems Design Downloads

Journal Articles

2012

  1. A dynamical model for forecasting operational losses
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (8), 2641-2655 Downloads View citations (2)
    See also Working Paper (2012)

2010

  1. A Bayesian Networks approach to Operational Risk
    Physica A: Statistical Mechanics and its Applications, 2010, 389, (8), 1721-1728 Downloads View citations (3)
    See also Working Paper (2012)
 
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