29 September 2017

ASA researchers participated in the Second Conference on Network Models and Stress Testing for Financial Stability

The Second Conference on Network models and Stress Testing for Financial Stability took place in Mexico City, Mexico on 26-27 September, 2017. The conference aimed to bring together policymakers and academics as well as industry representatives to examine progress in designing a safer financial system, to study the intended and unintended consequences of regulation on the global financial system, and to explore recent methodological advances in the study of systemic risk.

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Last edited: 12 April 2018


Sebastian Poledna

Acting Research Group Leader

Exploratory Modeling Of Human-Natural Systems Research Group

T +43(0) 2236 807 261

Network models and stress testing for financial stability

The Second Conference

Systemic Risk and Network Dynamics

Cross-cutting project


Poledna, S., Martínez-Jaramillo, S., Caccioli, F., & Thurner, S. (2020). Quantification of systemic risk from overlapping portfolios in the financial system. Journal of Financial Stability, p. 100808. 10.1016/j.jfs.2020.100808. (In Press)

Hochrainer-Stigler, S., Colon, C., Boza, G., Poledna, S., Rovenskaya, E. , & Dieckmann, U. (2020). Enhancing Resilience of Systems to Individual and Systemic Risk: Steps toward An Integrative Framework. International Journal of Disaster Risk Reduction 51, e101868. 10.1016/j.ijdrr.2020.101868.

Hochrainer-Stigler, S., Colon, C., Boza, G., Brännström, Å., Linnerooth-Bayer, J., Pflug, G. , Poledna, S., Rovenskaya, E. , et al. (2019). Measuring, modeling, and managing systemic risk: the missing aspect of human agency. Journal of Risk Research, 1-17. 10.1080/13669877.2019.1646312.

Hochrainer-Stigler, S., Pflug, G. , Dieckmann, U. , Rovenskaya, E. , Thurner, S., Poledna, S., Boza, G., Linnerooth-Bayer, J., et al. (2018). Integrating Systemic Risk and Risk Analysis Using Copulas. International Journal of Disaster Risk Science 9 (4), 561-567. 10.1007/s13753-018-0198-1.

Pichler, A., Poledna, S., & Thurner, S. (2018). Systemic-risk-efficient asset allocation: Minimization of systemic risk as a network optimization problem. Journal of Financial Stability (In Press)

Leduc, M.V., Poledna, S., & Thurner, S. (2017). Systemic risk management in financial networks with credit default swaps. The Journal of Network Theory in Finance 3 (3), 19-39. 10.21314/JNTF.2017.034.

Poledna, S., Bochmann, O., & Thurner, S. (2017). 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 77, 230-246. 10.1016/j.jedc.2017.02.004.

Leduc, M.V., Poledna, S., & Thurner, S. (2016). Systemic Risk Management in Financial Networks with Credit Default Swaps. SSRN Electronic Journal, 1-20. 10.2139/ssrn.2713200.

Poledna, S. & Thurner, S. (2016). Elimination of systemic risk in financial networks by means of a systemic risk transaction tax. Quantitative Finance, 1-15. 10.1080/14697688.2016.1156146.

Poledna, S., Molina-Borboa, J.L., Martinez-Jaramillo, S., van der Leij, M., & Thurner, S. (2015). The multi-layer network nature of systemic risk and its implications for the costs of financial crises. Journal of Financial Stability 20, 70-81. 10.1016/j.jfs.2015.08.001.

International Institute for Applied Systems Analysis (IIASA)
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