Marco's Bank Underground blog posts
Climate and capital: some outstanding issues - June 2022
Margin call! Cash shortfall? - January 2020
Climate and capital: some outstanding issues - June 2022
Margin call! Cash shortfall? - January 2020
The physics of financial networks with Paolo Barucca, Stefano Battiston, Fabio Caccioli, Giulio Cimini, Diego Garlaschelli, Fabio Saracco, Tiziano Squartini, Guido Caldarelli, Nature Reviews Physics (2021)
Simulating liquidity stress in the derivatives market with Marco Bardoscia, Gerardo Ferrara, Nicholas Vause, Michael Yoganayagam, Journal of Economic Dynamics and Control (2021)
Network valuation in financial systems with Paolo Barucca, Fabio Caccioli, Marco D'Errico, Gabriele Visentin, Guido Caldarelli, Stefano Battiston, Mathematical Finance (2020)
Forward-looking solvency contagion with Paolo Barucca, Adam Brinley Codd, John Hill, Journal of Economic Dynamics and Control (2019)
Multiplex network analysis of the UK over-the-counter derivatives market with Ginestra Bianconi, Gerardo Ferrara (2019)
Pathways towards instability in financial networks with Fabio Caccioli, Stefano Battiston and Guido Caldarelli, Nature Communications (2017)
Statistical mechanics of complex economies with Giacomo Livan and Matteo Marsili, Journal of Statistical Mechanics (2017)