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Sebastian Poledna is a research scholar at the International Institute for Applied Systems Analysis (IIASA), and at the Section for Science of Complex Systems at the Medical University of Vienna. At IIASA, he is a member of both IIASA’s Risk and Resilience (RISK) and Advanced Systems Analysis (ASA) programs.
Mr. (MMag.) Poledna holds double degrees in physics and economics and has worked as a practitioner in risk management at one of the largest European banks for almost a decade. He conducted his PhD in physics (econophysics) at the University of Vienna, where he is expected to defend it within the next few months.
The focus of his research is on financial networks, systemic risk, financial stability and agent-based modeling, where he has recently published several papers. He did his PhD as part of the EC FP7 project CRISIS, which aimed to build a new model of the economy and financial system based on how people and institutions actually behave. At CRISIS, he helped to develop the CRISIS macro-financial agent-based model.
Last update: 02-MAY-2016
Leduc MV, 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. DOI: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. DOI:10.1016/j.jedc.2017.02.004.
Poledna S, Miess M, Schmelzer S, Rovenskaya E, Hochrainer-Stigler S, & Thurner S (2017). Agent-based Modelling of Systemic Risk: A Big-data Approach. In: IIASA Institutional Evaluation 2017, 27 February-1 March 2017, IIASA, Laxenburg, Austria.
Hochrainer-Stigler S & Poledna S (2016). Modelling Macroeconomic Effects of Natural Disaster Risk: A Large Scale Agent Based Modelling Approach Using Copulas. In: IDRiM 2016 7th International Conference on Integrated Disaster Risk Management Disasters and Development: Towards a Risk Aware Society, October 1-3, 2016, Isfahan, Islamic Republic of Iran.
Wildemeersch M, Strelkovskii N, Poledna S, & Leduc M (2016). Network reslience and systemic risk. Methodological approaches to address network resilience. In: European Meetings on Cybernetics and Systems Research, 30 March-1 April 2016, Vienna.
Leduc MV, Poledna S, & Thurner S (2016). Systemic Risk Management in Financial Networks with Credit Default Swaps. SSRN Electronic Journal: 1-20. DOI:10.2139/ssrn.2713200.
Leduc MV, Poledna S, & Thurner S (2016). Systemic Risk Management in Financial Networks with Credit Default Swaps. In: NetSci-X 2016, 11 -13 January, 2016, Wroclaw, Poland.
Hochrainer-Stigler S & Poledna S (2016). Modelling Dependent Risk With Copulas: An Application On Flooding Using Agent-Based Modelling. Geoinformatics Research Papers 4 (BS4002) DOI:10.2205/2016BS01Sochi.
Poledna S & Thurner S (2016). Elimination of systemic risk in financial networks by means of a systemic risk transaction tax. Quantitative Finance: 1-15. DOI:10.1080/14697688.2016.1156146.
Leduc MV, Poledna S, & Thurner S (2015). Systemic Risk Management in Financial Networks with Credit Default Swaps. In: Systems Analysis 2015 - A Conference in Celebration of Howard Raiffa, 11 -13 November, 2015, Laxenburg, Austria.
Poledna S, Molina-Borboa JL, 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. DOI:10.1016/j.jfs.2015.08.001.
Klimek P, Poledna S, Farmer JD, & Thurner S (2015). To bail-out or to bail-in? Answers from an agent-based model. Journal of Economic Dynamics and Control 50: 144-154. DOI:10.1016/j.jedc.2014.08.020.
Poledna S, Thurner S, Farmer JD, & Geanakoplos J (2014). Leverage-induced systemic risk under Basle II and other credit risk policies. Journal of Banking & Finance 42 (1): 199-212. DOI:10.1016/j.jbankfin.2014.01.038.
Thurner S & Poledna S (2013). DebtRank-transparency: Controlling systemic risk in financial networks. Scientific Reports 3: no.1888. DOI:10.1038/srep01888.
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