C
Christian Diem
Researcher at Vienna University of Economics and Business
Publications - 10
Citations - 58
Christian Diem is an academic researcher from Vienna University of Economics and Business. The author has contributed to research in topics: Systemic risk & Computer science. The author has an hindex of 2, co-authored 5 publications receiving 16 citations. Previous affiliations of Christian Diem include International Institute for Applied Systems Analysis.
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What is the minimal systemic risk in financial exposure networks
TL;DR: In this paper, the authors quantify how much systemic risk can be eliminated in financial contract networks by rearranging their network topology by using mixed integer linear programming, whereas the overall economic conditions of banks, such as capital buffers, total interbank assets and liabilities, and average risk-weighted exposure remain unchanged.
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What is the Minimal Systemic Risk in Financial Exposure Networks
TL;DR: In this article, the authors proposed an optimization procedure to rearrange the network topology to reduce systemic risk in a cross-sectional interbank loan network, and applied it to the Austrian interbank market.
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Monitoring supply networks from mobile phone data for estimating the systemic risk of an economy
TL;DR: In this article , the authors use telecommunication meta data to reconstruct nationwide firm-level supply networks in almost real-time and find the probability of observing a supply-link, given the existence of a strong communication-link between two companies, to be about 90%.
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Quantifying Firm-Level Economic Systemic Risk from Nation-Wide Supply Networks
TL;DR: In this article, a detailed production network of an entire country is derived based on a unique value added tax dataset and an approach for computing the economic systemic risk of all individual firms is presented.
Journal ArticleDOI
Propagation of Disruptions in Supply Networks of Essential Goods: A Population-Centered Perspective of Systemic Risk
William Schueller,Christian Diem,Melanie Hinterplattner,Johannes Stangl,B. Conrady,Markus Gerschberger,Stefan Thurner +6 more
TL;DR: In this paper , the authors developed a data-driven simulation methodology to locally quantify actual supply losses for the population that result from the cascading of supply disruptions, and demonstrated the method on a large food SN of a European country including 22,938 business premises, 44,355 supply links and 116 local administrative districts.