3 papers in the archive (2023–2026), average empirical rigor 1.7/10, average math complexity 8.2/10. Quadrant mix: Lab Rats ×3.
Works mostly in Risk Management & Tail Risk, Fixed Income & Interest Rates.
Frequent co-authors: Lisa Wilhelmi (2), Henri Froese (1), Leander Besting (1), Lars Huth (1), Carmine Ventre (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
The recent banking crisis has again emphasized the importance of understanding and mitigating systemic risk in financial networks. In this paper, we study a market-driven approach to rescue a bank in distress based on the idea of claims trading, a notion defined in Chapter 11 of the U.S. Bankruptcy
Modern financial networks are highly connected and result in complex interdependencies of the involved institutions. In the prominent Eisenberg-Noe model, a fundamental aspect is clearing – to determine the amount of assets available to each financial institution in the presence of potential defaul
A debt swap is an elementary edge swap in a directed, weighted graph, where two edges with the same weight swap their targets. Debt swaps are a natural and appealing operation in financial networks, in which nodes are banks and edges represent debt contracts. They can improve the clearing payments a