This slim volume logs the development of a cascade of contagious ideas that has occupied
my space, time and mind in recent years. There was a clear triggering event that occurred in …

We propose a framework for testing the possibility of large cascades in financial networks.
This framework accommodates a variety of specifications for the probabilities of emergence …

We present a network model for investigating the impact on systemic risk of central clearing
of over the counter (OTC) credit default swaps (CDS). We model contingent cash flows …

This paper quantifies the interrelations induced by common asset holdings among financial
institutions. A network representation emerges, where nodes represent portfolios and edge …

We examine the effects on a financial network of multilateral clearing via a central clearing
counterparty (CCP) from an ex ante and ex post perspective. The CCP is capitalized with …

To Fully Net or Not to Net: Adverse Effects of Partial Multilateral Netting Page 1 OPERATIONS
RESEARCH Vol. 64, No. 5, September–October 2016, pp. 1135–1142 ISSN 0030-364X (print) …

We axiomatically introduce risk-consistent conditional systemic risk measures defined on
multidimensional risks. This class consists of those conditional systemic risk measures …

We show that the diameter of the directed configuration model with n vertices rescaled by
log n converges in probability to a constant. Our assumptions are the convergence of the in …

We consider a stylized core-periphery financial network in which links lead to the creation of
projects in the outside economy but make banks prone to contagion risk. The controller …

We introduce a novel Dynamic Graph Neural Network (DGNN) architecture for solving
conditional $ m $-steps ahead forecasting problems in temporal financial networks. The …