Bundesbankinspektor, Deutsche Bundesbank

Daniel Fricke

Research Associates

Bundesbankinspektor, Deutsche Bundesbank
Honorary Lecturer, University College London

Publications

Discussion Papers

Reconstructing and Stress Testing Credit Networks

Financial networks are an important source of systemic risk, but often only partial network information is available. In this paper, we use data on...

April 2019

DP 89

Amanah Ramadiah

Fabio Caccioli

Daniel Fricke

Daniel Fricke

Publications

Discussion Papers

Reconstructing and Stress Testing Credit Networks

News

"The Illusion of Control" listed on the FT's "Best books of ...

"The Illusion of Control" included on LSE's Review of Books ...

Jón Daníelsson on systemic risk and digital assets

Events

Call for Papers: 4th LSE Workshop on Political Economy of Tu ...

Seminars

Carbon Premium: Is It There?

Signed Option Trading and Stock Market Anomalies

Pricing Event Risk: Evidence from Concave Implied Volatility ...

Publications

Bayesian Solutions for the Factor Zoo: We Just Ran Two Quadr ...

The role of sentiment in the US economy: 1920 to 1934

The illusion of control: why the financial sector is more vu ...