Concepedia

Steffen Schuldenzucker

SS

5

Publications

112

Citations

5

H-Index

2016

Active since

Affiliations

University of Zurich(Current)

Goethe University Frankfurt

Steffen Schuldenzucker is an author at University of Zurich specializing in financial crisis, credit default swaps, and financial system.

Top concepts

FinanceBusinessManagementFinancial CrisisFinancial SystemCredit Default SwapsFinancial EngineeringFinancial IntermediationMathematical ProgrammingLoans

Publications per year

2016–2020

5

Publications

5

Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks

Steffen Schuldenzucker, Sven Seuken, Stefano Battiston · Management Science · 2019 · 49 citations · Full text

Financial Risk Management, Default Ambiguity, Financial Network Analysis +18

Finding Clearing Payments in Financial Networks with Credit Default Swaps is PPAD-complete

Steffen Schuldenzucker, Sven Seuken, Stefano Battiston · DROPS (Schloss Dagstuhl – Leibniz Center for Informatics) · 2017 · 19 citations · Full text

Mathematical Programming, Financial System, Computational Finance +13

Clearing Payments in Financial Networks with Credit Default Swaps [Extended Abstract]

Steffen Schuldenzucker, Sven Seuken, Stefano Battiston · 2016 · 18 citations · Full text

Mathematical Programming, Cyclic Interdependencies, Central Banking +20

Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks

Steffen Schuldenzucker, Sven Seuken, Stefano Battiston · SSRN Electronic Journal · 2017 · 15 citations · Full text

Portfolio Compression in Financial Networks: Incentives and Systemic Risk

Steffen Schuldenzucker, Sven Seuken · 2020 · 11 citations

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