Algorithms for claims trading

DOI10.4230/LIPICS.STACS.2024.42MaRDI QIDQ6902680zbMATH OpenFDO

Authors Martin Hoefer, Carmine Ventre, Lisa Wilhelmi

Publication date 10 November 2025

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.4230/LIPICS.STACS.2024.42

zbMATH Keywords

claims tradefinancial networkssystemic risk

Mathematics Subject Classification ID

Theory of computing (68Qxx)

Cites work

• Default ambiguity: finding the best solution to the clearing problem
• Financial networks with singleton liability priorities
• scientific article; zbMATH DE number 6866322 (Why is no real title available?)
• scientific article; zbMATH DE number 7650394 (Why is no real title available?)
• Network-aware strategies in financial systems
• Seniorities and minimal clearing in financial network games
• Strong approximations and irrationality in financial networks with derivatives
• Systemic risk in financial systems
• When does portfolio compression reduce systemic risk?

Cited in

(2)

• Dynamic debt swapping in financial networks
• Optimal bailouts and strategic debt forgiveness in financial networks

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