Details about Marco Bardoscia

Access statistics for papers by Marco Bardoscia.

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

Short-id: pba1526

Working Papers

2020

1. Network Valuation in Financial Systems
   Papers, arXiv.org View citations (64)

2019

2. Lost in Diversification
   Papers, arXiv.org View citations (1)
3. Multiplex network analysis of the UK OTC derivatives market
   Bank of England working papers, Bank of England View citations (11)

2017

4. Pathways towards instability in financial networks
   LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library View citations (79)
5. Statistical mechanics of complex economies
   Papers, arXiv.org View citations (11)
6. The decline of solvency contagion risk
   Bank of England working papers, Bank of England View citations (17)

2016

7. Distress propagation in complex networks: the case of non-linear DebtRank
   Papers, arXiv.org View citations (36)
8. 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

2015

9. DebtRank: A microscopic foundation for shock propagation
   Papers, arXiv.org View citations (110)

2012

10. A Bayesian Networks Approach to Operational Risk
    Papers, arXiv.org View citations (2)
    See also Journal Article A Bayesian Networks approach to Operational Risk, Physica A: Statistical Mechanics and its Applications, Elsevier (2010) View citations (7) (2010)
11. A Dynamical Approach to Operational Risk Measurement
    Papers, arXiv.org
12. A Dynamical Model for Forecasting Operational Losses
    Papers, arXiv.org View citations (1)
    See also Journal Article A dynamical model for forecasting operational losses, Physica A: Statistical Mechanics and its Applications, Elsevier (2012) View citations (2) (2012)
13. A Dynamical Model for Operational Risk in Banks
    Papers, arXiv.org
14. Financial instability from local market measures
    Papers, arXiv.org View citations (4)
15. Impact of meta-order in the Minority Game
    Papers, arXiv.org View citations (2)

2010

16. Spin Glass Model of Operational Risk
    Papers, arXiv.org

Undated

17. The Social Climbing Game
    Working Papers, ETH Zurich, Chair of Systems Design View citations (3)

Journal Articles

2012

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

2010

2. A Bayesian Networks approach to Operational Risk
   Physica A: Statistical Mechanics and its Applications, 2010, 389, (8), 1721-1728 View citations (7)
   See also Working Paper A Bayesian Networks Approach to Operational Risk, Papers (2012) View citations (2) (2012)