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Dr Kartik Anand

Research Interests

  • Banking regulation
  • Network theory
  • Systemic risk

Selected Refereed Publications

  • Anand, K, S. Friedrich et al., The Missing Links: A global study on uncovering financial network structure from partial data, Journal of Financial Stability, forthcoming.
  • Anand, K., B. Craig and G. von Peter (2015), Filling in the blanks: Network structure and interbank contagion, Quantitative Finance, Vol. 15, pp. 625-636.
  • König, P., K. Anand and F. Heinemann (2014), Guarantees, transparency and the interdependency between sovereign and bank default risk, Journal of Banking and Finance, Vol. 45, pp. 321-337.
  • Anand, K., P. Gai, S. Kapadia, M. Wilison and S. Brennan (2013), A network model of financial system resilience, Journal of Economic Behavior and Organization, Vol. 85, pp. 219-235.
  • Anand, K., A. Kirman and M. Marsili (2013), Epidemic of rules, rational negligence and market crashes, European Journal of Finance, Vol. 19, pp. 438-447.
  • Anand, K., P. Gai and M. Marsili (2012), Rollover risk, network structure and systemic financial crises, Journal of Economic Dynamics and Control, Vol. 36, pp. 1088-1100.
  • Anand, K. and M. Marsili (2010), Financial complexity and systemic stability in trading markets, in: Berd, A. (ed.), Lessons from the Credit Crisis, Risk Books, London, pp. 335-372.
  • Anand, K., P. Gai and M. Marsili (2010), Rise and fall of trust networks, in: Lecture Notes in Economics and Mathematical Systems: Progress in Artificial Economics, Springer Verlag, Berlin, Vol. 645, pp. 7788.

Other Working Papers and Publications

  • Anand, K., C. Gauthier and M. Souissi (2015), Quantifying contagion risk in funding markets: A model based stress-testing approach, Bank of Canada Working Paper, 2015-32.
  • Anand, K., G. Bédard-Pagé and V. Traclet (2014), Stress testing the Canadian banking system: A system-wide approach, Bank of Canada Financial System Review, June, pp. 21-28.
  • Anand, K. and P. Gai (2013), The safety of government bonds, Bank of Canada Working Paper, 2013-34.

Additional information

Contact

Dr Kartik Anand

Dr Kartik Anand

+49 69 9566-7432

+49 69 9566-4026

Address

Deutsche Bundesbank

Central Office, Research Centre

Wilhelm-Epstein-Straße 14
60431 Frankfurt am Main
Germany