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Marco Bardoscia

Research Economist - Stress Test Strategy Division

Biography

Marco Bardoscia has a Ph.D. in Theoretical Physics and has been previously affiliated with the University of Zurich, with the London Institute for Mathematical Sciences, and with ICTP. He has studied the behaviour of complex systems, focusing recently on systemic risk and on the stability of financial networks. 

Previously he has studied phase transitions in finance (in the context of Arbitrage Pricing Theory), in general equilibrium models of economies, and in social networks. He has a broader scientific interest in applications of statistical physics (socio-economic systems, computational problems, and metabolic networks) and in new developments in blockchain-related technologies.
Marco Bardoscia

 

Email Marco

Marco at IDEAS

Marco's Bank publications

// Publication // Working Paper
Multiplex network analysis of the UK OTC derivatives market

Multiplex network analysis of the UK OTC...

Multiplex network analysis of the UK OTC derivatives market
// Publication // Working Paper
The decline of solvency contagion risk

The decline of solvency contagion risk

The decline of solvency contagion risk

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Marco's selected academic publications

Pathways towards instability in financial networks, with Fabio Caccioli, Stefano Battiston and Guido Caldarelli, Nature Communications (2017)
DebtRank: A microscopic foundation for shock propagation, with Fabio Caccioli, Stefano Battiston and Guido Caldarelli, PLoS One (2015)
Statistical mechanics of complex economies, with Giacomo Livan and Matteo Marsili, Journal of Statistical Mechanics (2017)

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