Clearing in Financial Networks

DOI10.1137/S0040585X97T988599MaRDI QIDQ5242516zbMATH OpenOpenAlexFDO

Authors R. Mokbel, Kh. El Bitar, Yuri Kabanov

Publication date 12 November 2019

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s0040585x97t988599

zbMATH Keywords

clearingfinancial networksKnaster-Tarski theoremsystemic risk

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45)

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Cites work

• A lattice-theoretical fixpoint theorem and its applications
• A new approach to the solution of optimal stopping problem in a discrete time
• Financial contagion and asset liquidation strategies
• Fire sales forensics: measuring endogenous risk
• scientific article; zbMATH DE number 3607222 (Why is no real title available?)
• scientific article; zbMATH DE number 5066282 (Why is no real title available?)
• Matrix Analysis
• No-arbitrage pricing under systemic risk: accounting for cross-ownership
• Systemic risk in financial systems
• To fully net or not to net: adverse effects of partial multilateral netting
• VALUING CORPORATE DEBT : THE EFFECT OF CROSS-HOLDINGS OF STOCK AND DEBT

Cited in

(13)

• Mathematical modeling and analysis of insolvency contagion in an interbank network
• On the fictitious default algorithm in fuzzy financial networks
• Dual representations for systemic risk measures
• Systemic risk in financial systems
• scientific article; zbMATH DE number 6866322 (Why is no real title available?)
• Financial networks with intermediation
• Dynamic analysis of counterparty exposures and netting efficiency of central counterparty clearing
• scientific article; zbMATH DE number 7650394 (Why is no real title available?)
• Clearing payments in dynamic financial networks
• Financial networks with singleton liability priorities
• Random fixed points, systemic risk and resilience of heterogeneous financial network
• Optimal clearing payments in a financial contagion model
• On the uniqueness of clearing matrices in financial networks

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