Sebastian Poledna

CSH Alumnus

Publications

2021

A. Pichler, S. Poledna, S. Thurner

Systemic risk-efficient asset allocations: Minimization of systemic risk as a network optimization problem

Journal of Financial Stability 52 (2021) 100890

2020

S. Poledna, S. Martínez-Jaramillo, F. Caccioli, S. Thurner

Quantification of systemic risk from overlapping portfolios in the financial system

Journal of Financial Stability (2020) 100808

S. Hochrainer-Stigler, et al.

Enhancing resilience of systems to individual and systemic risk: Steps toward an integrative framework

International Journal of Disaster Risk Reduction 51 (2020) 101868

2019

P. Klimek, S. Poledna, S. Thurner

Quantifying economic resilience from input–output susceptibility to improve predictions of economic growth and recovery

Nat Commun 10 1677 (2019) 1–9

2018

S. Poledna, A. Hinteregger, S. Thurner

Identifying systemically important companies by using the credit network of an entire nation

Entropy 20 (10) (2018) 792

S. Poledna, S. Hochrainer-Stigler, M. Miess, [...] S. Thurner

When does a disaster become a systemic event? Estimating indirect economic losses from natural disasters

(in review)

2017

M. V. Leduc, S. Poledna, S. Thurner

Systemic Risk Management in Financial Networks with Credit Default Swaps

Journal Of Network Theory In Finance Vol. 3, No. 3 (2017)

S. Poledna, O. Bochmann, S. Thurner

Basel III capital surcharges for G-SIBs are far less effective in managing systemic risk in comparison to network-based, systemic risk-dependent financial transaction taxes

Journal of Economic Dynamics and Control , Vol 77, April (2017) 230–246

2016

S. Poledna, S. Thurner

Elimination of systemic risk in financial networks by means of a systemic risk transaction tax

Quantitative Finance Volume 16, Issue 10 (2016) 1599–1613

Talks

2018

Talk

“Economic forecasting with an agent-based model”

Mar 01, 2018 | 13:00—14:00

De Nederlandsche Bank

Talk

“Economic forecasting with an agent-based model”

Feb 21, 2018 | 17:00—18:15

Tinbergen Institute Amsterdam

2017

Talk

“Economic Forecasting with an Agent-based Model”

Sep 27, 2017 | 16:00—18:15

Banco de México, México City

Press

2018

PRESS

Auch Nicht-Finanzunternehmen sind Risiko für Finanzsystem

APA Science, Oct 22, 2018

2017

PRESS

Mathematical confirmation: Rewiring financial networks reduces systemic risk

Science Daily, Jun 22, 2017

PRESS

New international banking rules would not prevent another financial crisis

Science Daily, Mar 27, 2017

2016

PRESS

Intelligent transaction tax could help reduce systemic risk in financial networks

Science Daily, Apr 11, 2016