Working Papers

ZORA Publication List

2022
- Battiston, Stefano; Monasterolo, Irene; van Ruijven, Bas J; Krey, Volker (2022). The NACE - CPRS - IAM mapping: A tool to support climate risk analysis of financial portfolio using NGFS scenarios. SSRN 4223606, University of Zurich.

2021
- Briukhova, Olga; D'Errico, Marco; Battiston, Stefano (2021). Reshaping the Financial Network: Externalities and Redistribution Effects in Central Clearing. SSRN 3413844, University of Zurich.

2018
- Delpini, Danilo; Battiston, Stefano; Caldarelli, Guido; Riccaboni, Massimo (2018). The Network of US Mutual Fund Investments: Diversification, Similarity and Fragility throughout the Global Financial Crisis. ArXiv.org 1801.02205, Cornell University.

2017
- Schuldenzucker, Steffen; Seuken, Sven; Battiston, Stefano (2017). Default ambiguity: credit default swaps create new systemic risks in financial networks. SSRN 3043708, University of Zurich.
- Schuldenzucker, Steffen; Seuken, Sven; Battiston, Stefano (2017). The Computational Complexity of Clearing Financial Networks with Credit Default Swaps. ArXiv.org 1710.01578, Cornell University.

2016
- D'Errico, Marco; Battiston, Stefano; Peltonen, Tuomas; Scheicher, Martin (2016). How does risk flow in the credit default swap market?. European Systemic Risk Board Working Paper Series (ESRB) 33, University of Zurich.
- Barucca, Paolo; Bardoscia, Marco; Caccioli, Fabio; D'Errico, Marco; Visentin, Gabriele; Battiston, Stefano; Caldarelli, Guido (2016). Network Valuation in Financial Systems. SSRN 2795583, University of Zurich.
- Bardoscia, Marco; Battiston, Stefano; Caccioli, Fabio; Caldarelli, Guido (2016). Pathways towards instability in financial networks. ArXiv.org 1602.05883, Cornell University.
- Roukny, Tarik; Battiston, Stefano; Stiglitz, Joseph E (2016). Interconnectedness as a source of uncertainty in systemic risk. SSRN 2726631, University of Zurich.

2014
- Battiston, Stefano; Paolo, Tasca (2014). Diversification and financial stability. SRC Discussion Paper 10, University of Zurich.
- Roukny, Tarik; George, Co-Pierre; Battiston, Stefano (2014). A Network Analysis of the Evolution of the German Interbank Market. Discussion Paper Deutsche Bundesbank 22, University of Zurich.

2013
- Di Iasio, Giovanni; Battiston, Stefano; Infante, Luigi; Pierobon, Federico (2013). Capital and contagion in financial networks. MPRA Paper 52141, University of Zurich.