Marco D'Errico
Marco D'Errico
European Systemic Risk Board, European Central Bank
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Cited by
Cited by
Network valuation in financial systems
P Barucca, M Bardoscia, F Caccioli, M D'Errico, G Visentin, G Caldarelli, ...
Mathematical Finance 30 (4), 1181-1204, 2020
Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset
TR Jorge Abad, Iņaki Aldasoro, Christoph Aymanns, Marco D’Errico, Linda ...
European Systemic Risk Board Occasional Paper, 2016
Leveraging the network: a stress-test framework based on DebtRank
S Battiston, G Caldarelli, M D’Errico, S Gurciullo
Statistics & Risk Modeling 33 (3-4), 117-138, 2016
Mapping exposures of EU banks to the global shadow banking system
J Abad, M D’Errico, N Killeen, V Luz, T Peltonen, R Portes, T Urbano
Journal of Banking & Finance 134, 106168, 2022
How does risk flow in the credit default swap market?
M D'Errico, S Battiston, T Peltonen, M Scheicher
Journal of Financial Stability, 2017
Interconnected banks and systemically important exposures
A Roncoroni, S Battiston, M D’Errico, G Hałaj, C Kok
Journal of Economic Dynamics and Control, 104266, 2021
Compressing over-the-counter markets
M D’Errico, T Roukny
Operations Research, 2021
Shareholding networks and centrality: an application to the Italian financial market
M D’Errico, R Grassi, S Stefani, A Torriero
Networks, Topology and Dynamics, 215-228, 2009
Rethinking financial contagion
G Visentin, S Battiston, M D'Errico
arXiv preprint arXiv:1608.07831, 2016
DebtRank and the network of leverage
S Battiston, M D'Errico, S Gurciullo
The Journal of Alternative Investments 18 (4), 2016
The financial system as a nexus of interconnected networks
S Battiston, G Caldarelli, M D’Errico
Interconnected networks, 195-229, 2016
Differently unequal: Zooming-in on the distributional dimensions of the crisis in euro area countries
M D'Errico, C Macchiarelli, R Serafini
Economic Modelling 48, 93-115, 2015
A multiple network approach to corporate governance
F Bonacina, M D’Errico, E Moretto, S Stefani, A Torriero, G Zambruno
Quality & Quantity 49, 1585-1595, 2015
MicroVelocity: rethinking the Velocity of Money for digital currencies
C Campajola, M D'Errico, CJ Tessone
arXiv preprint arXiv:2201.13416, 2022
Informal ties in organizations: a case study
M D’Errico, S Stefani, A Torriero
Quality & Quantity 48 (4), 1929-1943, 2014
Reshaping the Financial Network: Externalities and Redistribution Effects in Central Clearing
O Briukhova, M D'Errico, S Battiston
SSRN, 2021
Reshaping the financial network: Externalities of central clearing and systemic risk
O Briukhova, M D’Errico, S Battiston
Working Paper, 2019
Working Paper Series-No 44/May 2017-Compressing over-the-counter
M D'Errico, T Roukny
< bound method Organization. get_name_with_acronym of< Organization …, 2016
Opinion Dynamics and Price Formation: a Nonlinear Network Model
M D'Errico, G Muradoglu, S Stefani, G Zambruno
arXiv preprint arXiv:1408.0308, 2014
Non-bank financial intermediation: The case for a macroprudential framework
J Abad, M D'Errico, N Killeen, V Luz, T Peltonen, R Portes, T Urbano, ...
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