Use this URL to cite or link to this record in EThOS: https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.747229
Title: On the impact of network topology on systemic risk : network reconstruction, stress testing and control
Author: Grigat, Daniel
ISNI:       0000 0004 7229 1927
Awarding Body: UCL (University College London)
Current Institution: University College London (University of London)
Date of Award: 2018
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Abstract:
In this thesis I undertake four projects that investigate the influence of network topology on financial contagion. In the first project I study the ability of three net- work models to reconstruct the topology and contagion dynamics of a real interbank network. This allows me to identify the main topological properties of networks that affect financial contagion. In the third and fourth projects I develop a framework to reverse stress test interbank networks. Based on this framework I propose a strategy to reduce systemic losses and I test the strategy in interbank networks with different topologies. I develop the methodological background to the reverse stress testing framework in the second project. In this project I study network control theory, to investigate the influence of network topology on the cost of managing the dynamics of networks.
Supervisor: Caccioli, F. C. ; Livan, G. L. Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID: uk.bl.ethos.747229  DOI: Not available
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