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Marco Bardoscia

Personal Details

First Name:Marco
Middle Name:
Last Name:Bardoscia
Suffix:
RePEc Short-ID:pba1526
[This author has chosen not to make the email address public]

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Marco Bardoscia & Daniele d'Arienzo & Matteo Marsili & Valerio Volpati, 2019. "Lost in Diversification," Papers 1901.09795, arXiv.org.
  2. Bardoscia, Marco & Bianconi, Ginestra & Ferrara, Gerardo, 2018. "Multiplex network analysis of the UK OTC derivatives market," Bank of England working papers 726, Bank of England, revised 10 Sep 2019.
  3. Bardoscia, Marco & Barucca, Paolo & Brinley Codd, Adam & Hill, John, 2017. "The decline of solvency contagion risk," Bank of England working papers 662, Bank of England.
  4. Bardoscia, Marco & Battiston, Stefano & Caccioli, Fabio & Caldarelli, Guido, 2017. "Pathways towards instability in financial networks," LSE Research Online Documents on Economics 69904, London School of Economics and Political Science, LSE Library.
  5. Caravelli, Francesco & Bardoscia, Marco & Caccioli, Fabio, 2016. "Emergence of giant strongly connected components in continuum disk-spin percolation," LSE Research Online Documents on Economics 69805, London School of Economics and Political Science, LSE Library.
  6. Paolo Barucca & Marco Bardoscia & Fabio Caccioli & Marco D'Errico & Gabriele Visentin & Guido Caldarelli & Stefano Battiston, 2016. "Network Valuation in Financial Systems," Papers 1606.05164, arXiv.org, revised Jun 2020.
  7. Marco Bardoscia & Giacomo Livan & Matteo Marsili, 2015. "Statistical mechanics of complex economies," Papers 1511.09203, arXiv.org, revised Apr 2017.
  8. Marco Bardoscia & Fabio Caccioli & Juan Ignacio Perotti & Gianna Vivaldo & Guido Caldarelli, 2015. "Distress propagation in complex networks: the case of non-linear DebtRank," Papers 1512.04460, arXiv.org, revised Sep 2016.
  9. Marco Bardoscia & Stefano Battiston & Fabio Caccioli & Guido Caldarelli, 2015. "DebtRank: A microscopic foundation for shock propagation," Papers 1504.01857, arXiv.org, revised Jun 2015.
  10. Marco Bardoscia & Roberto Bellotti, 2012. "A Dynamical Approach to Operational Risk Measurement," Papers 1202.2532, arXiv.org.
  11. Marco Bardoscia, 2012. "A Dynamical Model for Operational Risk in Banks," Papers 1207.6186, arXiv.org.
  12. Marco Bardoscia & Giacomo Livan & Matteo Marsili, 2012. "Financial instability from local market measures," Papers 1207.0356, arXiv.org, revised Sep 2012.
  13. Andre Cardoso Barato & Iacopo Mastromatteo & Marco Bardoscia & Matteo Marsili, 2011. "Impact of meta-order in the Minority Game," Papers 1112.3908, arXiv.org, revised Nov 2012.
  14. M. Bardoscia & P. Facchi & S. Pascazio & A. Trullo, 2010. "Spin Glass Model of Operational Risk," Papers 1002.3560, arXiv.org.
  15. Marco Bardoscia & Roberto Bellotti, 2010. "A Dynamical Model for Forecasting Operational Losses," Papers 1007.0026, arXiv.org, revised Feb 2012.
  16. V. Aquaro & M. Bardoscia & R. Bellotti & A. Consiglio & F. De Carlo & G. Ferri, 2009. "A Bayesian Networks Approach to Operational Risk," Papers 0906.3968, arXiv.org, revised Feb 2012.
  17. Marco Bardoscia & Giancarlo De Luca & Giacomo Livan & Matteo Marsili & Claudio J. Tessone, "undated". "The Social Climbing Game," Working Papers ETH-RC-12-014, ETH Zurich, Chair of Systems Design.

Articles

  1. Bardoscia, M. & Bellotti, R., 2012. "A dynamical model for forecasting operational losses," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2641-2655.
  2. Aquaro, V. & Bardoscia, M. & Bellotti, R. & Consiglio, A. & De Carlo, F. & Ferri, G., 2010. "A Bayesian Networks approach to Operational Risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(8), pages 1721-1728.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 13 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (10) 2009-09-26 2010-03-06 2010-07-10 2012-02-20 2012-08-23 2015-04-11 2015-12-20 2017-07-09 2018-05-28 2019-02-04. Author is listed
  2. NEP-BAN: Banking (4) 2010-07-10 2012-08-23 2017-07-09 2018-05-28
  3. NEP-CBA: Central Banking (2) 2012-08-23 2017-07-09
  4. NEP-ACC: Accounting and Auditing (1) 2015-04-11
  5. NEP-CFN: Corporate Finance (1) 2017-07-09
  6. NEP-CMP: Computational Economics (1) 2009-09-26
  7. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  8. NEP-ECM: Econometrics (1) 2010-07-10
  9. NEP-FMK: Financial Markets (1) 2018-05-28
  10. NEP-FOR: Forecasting (1) 2010-07-10
  11. NEP-GRO: Economic Growth (1) 2015-12-08
  12. NEP-NET: Network Economics (1) 2016-06-25

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