F
Fabio Caccioli
Researcher at University College London
Publications - 139
Citations - 2799
Fabio Caccioli is an academic researcher from University College London. The author has contributed to research in topics: Financial networks & Systemic risk. The author has an hindex of 23, co-authored 126 publications receiving 2283 citations. Previous affiliations of Fabio Caccioli include Santa Fe Institute & Istituto Nazionale di Fisica Nucleare.
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Journal ArticleDOI
Stability analysis of financial contagion due to overlapping portfolios
Fabio Caccioli,Fabio Caccioli,Munik Shrestha,Munik Shrestha,Cristopher Moore,Cristopher Moore,J. Doyne Farmer,J. Doyne Farmer +7 more
TL;DR: In this article, the authors developed a network approach to the amplification of financial contagion due to the combination of overlapping portfolios and leverage, and showed how it can be understood in terms of a generalized branching process.
Journal ArticleDOI
Overlapping portfolios, contagion, and financial stability
Fabio Caccioli,J. Doyne Farmer,J. Doyne Farmer,Nick Foti,Daniel N. Rockmore,Daniel N. Rockmore +5 more
TL;DR: In this article, the problem of interacting channels of contagion in financial networks is studied and a stylized model for the Austrian interbank network is proposed to analyze the effect of overlapping portfolio exposures.
Journal ArticleDOI
Pathways towards instability in financial networks
TL;DR: In this article, the authors show that market integration and diversification can contribute to creating cyclical structures which tend to amplify financial distress, thereby undermining systemic stability and making large crises more likely.
Posted Content
Stability analysis of financial contagion due to overlapping portfolios
Fabio Caccioli,Fabio Caccioli,Munik Shrestha,Munik Shrestha,Cristopher Moore,Cristopher Moore,J. Doyne Farmer,J. Doyne Farmer +7 more
TL;DR: A network approach to the amplification of financial contagion due to the combination of overlapping portfolios and leverage is developed, and it is shown how it can be understood in terms of a generalized branching process.
Journal Article
Pathways towards instability in financial networks
TL;DR: In this paper, the authors show that market integration and diversification can contribute to creating cyclical structures which tend to amplify financial distress, thereby undermining systemic stability and making large crises more likely.