Concepedia

Default Cascade Analysis

Default Cascade Analysis is a systemic risk assessment framework that identifies and models the propagation of financial defaults across interconnected institutions to evaluate the potential for widespread collapse within a financial network.

22

Publications

3.5K

Citations

38

Authors

45

Institutions

Publications per year

2017–2026

1

Parents

Publications

22

Financial Networks and Contagion

Matthew Elliott, Benjamin Golub, Matthew O. Jackson · American Economic Review · 2014 · 1.2K citations

, , +17

Liaisons dangereuses: Increasing connectivity, risk sharing, and systemic risk

Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati et al. · Journal of Economic Dynamics and Control · 2012 · 748 citations · Full text

, , +17

Default cascades: When does risk diversification increase stability?

Stefano Battiston, Domenico Delli Gatti, Mauro Gallegati et al. · Journal of Financial Stability · 2012 · 284 citations · Full text

, , +17

RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS

Mathematical Finance · 2013 · 242 citations · Full text

, , +17

Default Cascades in Complex Networks: Topology and Systemic Risk

Tarik Roukny, Hugues Bersini, Hugues Pirotte et al. · Scientific Reports · 2013 · 183 citations · Full text

, , +17

1–5 of 22

Authors

38

  1. AM
    Andreea Minca

    Cornell University, United States

    6 publications · 371 citations

    6

    h-index

  2. SB
    Stefano Battiston

    University of Zurich, Switzerland

    6 publications · 1.4K citations

    6

    h-index

  3. BG
    Bruce Greenwald

    Columbia University, United States

    4 publications · 1.1K citations

    4

    h-index

  4. JE
    Joseph E. Stiglitz

    Columbia University, United States

    4 publications · 1.1K citations

    4

    h-index

  5. RC
    Rama Cont

    University of Oxford, United Kingdom

    4 publications · 209 citations

    4

    h-index

1–5 of 38

Institutions

45

  1. Columbia University

    New York, United States

    7 h-index

    12 publications

    2.5K citations

  2. Cornell University

    Ithaca, United States

    6 h-index

    6 publications

    436 citations

  3. ETH Zurich

    Zurich, Switzerland

    5 h-index

    5 publications

    1.2K citations

  4. Università Cattolica del Sacro Cuore

    Milan, Italy

    4 h-index

    4 publications

    1.1K citations

  5. Laboratoire de Probabilités et Modèles Aléatoires

    Paris, France

    4 h-index

    6 publications

    668 citations

  6. Marche Polytechnic University

    Ancona, Italy

    4 h-index

    4 publications

    1.1K citations

  7. Centre National de la Recherche Scientifique

    Paris, France

    4 h-index

    5 publications

    577 citations

  8. University of Milan

    Milan, Italy

    3 h-index

    3 publications

    1.1K citations

1–8 of 45

Venues

  1. SSRN Electronic Journal

    Repository · 7 publications · 257 citations

    7

    h-index

  2. International Journal of Theoretical and Applied Finance

    IJTAF · 2 publications · 106 citations

    2

    h-index

  3. Operations Research

    1 publications · 59 citations

    1

    h-index

  4. American Economic Review

    1 publications · 1.2K citations

    1

    h-index

  5. National Bureau of Economic Research

    Repository · 1 publications · 19 citations

    1

    h-index

1–5