Gabriele Visentin

University of Zurich - Institute of Mathematics

Switzerland

SCHOLARLY PAPERS

5

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901

SSRN CITATIONS
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Top 27,768

in Total Papers Citations

13

CROSSREF CITATIONS

20

Scholarly Papers (5)

1.

Network Valuation in Financial Systems

Mathematical Finance, https://doi.org/10.1111/mafi.12272, 2020
Number of pages: 23 Posted: 16 Jun 2016 Last Revised: 02 Jun 2020
University of Zurich - Department of Banking and Finance, Bank of England, University College London, University of Zurich, University of Zurich - Institute of Mathematics, IMT Alti Studi Lucca and University of Zurich - Department of Banking and Finance
Downloads 579 (57,883)
Citation 38

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Financial networks, Contagion, Systemic risk, Credit risk, Mark-to-market losses

2.

Rethinking Financial Contagion

Number of pages: 54 Posted: 30 Aug 2016
Gabriele Visentin, Stefano Battiston and Marco D'Errico
University of Zurich - Institute of Mathematics, University of Zurich - Department of Banking and Finance and University of Zurich
Downloads 268 (140,522)
Citation 7

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Financial Network, Financial Contagion, Leverage Network, Loss Conservation, Loss Amplification, Eisenberg-Noe, DebtRank

3.

Emergence and Evolution of Cooperation for Survival: A Continuous Time Model

Number of pages: 40 Posted: 20 Mar 2021
Delia Coculescu, Oana Lupascu-Stamate and Gabriele Visentin
University of Zurich - Department of Banking and Finance, affiliation not provided to SSRN and University of Zurich - Institute of Mathematics
Downloads 54 (452,677)

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risk sharing, mutual insurance, stochastic games in continuous time, inefficiencies of Nash equilibria, network formation.

4.

Network Valuation in Financial Systems

Mathematical Finance, Vol. 30, Issue 4, pp. 1181-1204, 2020
Number of pages: 24 Posted: 07 Oct 2020
University College London, Bank of England, University College London, European Central Bank (ECB), University of Zurich - Institute of Mathematics, University of Zurich - Department of Banking and Finance and IMT Alti Studi Lucca
Downloads 0 (793,642)
Citation 4
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contagion, credit risk, financial networks, mark‐to‐market losses, systemic risk

5.

A Climate Stress-Test of the Financial System

Battiston, S., Mandel, A., Monasterolo, I., Schütze, F., & Visentin, G. (2017). A Climate stress-test of the financial system. Nature Climate Change, 7(4), 283–288. https://doi.org/doi:10.1038/nclimate3255
Posted: 03 Feb 2016 Last Revised: 11 Sep 2020
University of Zurich - Department of Banking and Finance, Université Paris I Panthéon-Sorbonne, Boston University, DIW Berlin and University of Zurich - Institute of Mathematics

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climate stress-test, climate policy risk, decarbonization, stress-test, stranded assets, carbon risk, climate-sensitive sectors