no code implementations • 17 Feb 2024 • Valentina Macchiati, Piero Mazzarisi, Diego Garlaschelli
Networks of financial exposures are the key propagators of risk and distress among banks, but their empirical structure is not publicly available because of confidentiality.
no code implementations • 11 May 2018 • Amanah Ramadiah, Domenico Di Gangi, D. Ruggiero Lo Sardo, Valentina Macchiati, Tuan Pham Minh, Francesco Pinotti, Mateusz Wilinski, Paolo Barucca, Giulio Cimini
In particular, we consider networks of varying density and with different block structures, and diversify as well in the details of the shock propagation dynamics.
