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Simone Giansante
Simone Giansante
Assistant Professor of Mathematical Finance University of Palermo dSEAS and University of Bath
Verified email at unipa.it
Title
Cited by
Cited by
Year
‘Too interconnected to fail’financial network of US CDS market: Topological fragility and systemic risk
S Markose, S Giansante, AR Shaghaghi
Journal of Economic Behavior & Organization 83 (3), 627-646, 2012
3702012
Interbank lending and the spread of bank failures: A network model of systemic risk
A Krause, S Giansante
Journal of Economic Behavior & Organization 83 (3), 583-608, 2012
2152012
Too interconnected to fail: Financial contagion and systemic risk in network model of cds and other credit enhancement obligations of us banks
SM Markose, S Giansante, M Gatkowski, AR Shaghaghi
1302010
Marginal contribution, reciprocity and equity in segregated groups: Bounded rationality and self-organization in social networks
A Kirman, S Markose, S Giansante, P Pin
Journal of Economic Dynamics and Control 31 (6), 2085-2107, 2007
312007
The impact of quantitative easing on UK bank lending: Why banks do not lend to businesses?
M Fatouh, S Markose, S Giansante
Journal of Economic Behavior & Organization 183, 928-953, 2021
282021
Liquidity costs and tiering in large-value payment systems
M Adams, M Galbiati, S Giansante
Bank of England Working Paper, 2010
24*2010
A systemic risk assessment of OTC derivatives reforms and skin-in-the-game for CCPs
SM Markose, S Giansante, A Rais Shaghaghi
Financial Stability Review 21, 111-126, 2017
192017
Structural contagion and vulnerability to unexpected liquidity shortfalls
S Giansante, C Chiarella, S Sordi, A Vercelli
Journal of Economic Behavior & Organization 83 (3), 558-569, 2012
182012
Economic support during the COVID crisis. Quantitative easing and lending support schemes in the UK
M Fatouh, S Giansante, S Ongena
Economics Letters 209, 110138, 2021
162021
Does quantitative easing boost bank lending to the real economy or cause other bank asset reallocation? The case of the UK
S Giansante, M Fatouh, S Ongena
Bank of England Working Paper, 2020
132020
Emergence of networks in large value payment systems (LVPSs)
M Galbiati, S Giansante
Universitą di Siena, Dipartimento di politica economica, finanza e sviluppo, 2010
122010
Banks’ business strategies on the edge of distress
A Flori, S Giansante, C Girardone, F Pammolli
Annals of Operations Research 299 (1), 481-530, 2021
112021
Early warning of systemic risk in global banking: eigen-pair R number for financial contagion and market price-based methods
S Markose, S Giansante, NA Eterovic, M Gatkowski
Annals of Operations Research 330 (1), 691-729, 2023
102023
The asset reallocation channel of quantitative easing. The case of the UK
S Giansante, M Fatouh, S Ongena
Journal of Corporate Finance 77, 102294, 2022
72022
Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): regulatory capital arbitrage, negative CDS carry trade, and systemic risk analysis
SM Markose, B Oluwasegun, S Giansante
Banking, Finance, and Accounting: Concepts, Methodologies, Tools, and …, 2015
72015
Agent-based economic (ACE) modelling of payments media: emergence of monetary exchange, banking, large value payment and settlement systems
S Giansante
62009
Social networks and medium of exchange
S Giansante
Working paper, 2006
62006
Expected loss model and the cyclicality of bank credit losses and capital ratios
M Fatouh, S Giansante
Available at SSRN 3728699, 2020
52020
Emergence of tiering in large value payment systems
M Adams, M Galbiati, S Giansante
52008
Network-based computational techniques to determine the risk drivers of bank failures during a systemic banking crisis
A Krause, S Giansante
IEEE Transactions on Emerging Topics in Computational Intelligence 2 (3 …, 2018
42018
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