The bankruptcy problem in financial networks

DOI10.1016/J.ECONLET.2018.05.034zbMATH Open1397.91304OpenAlexW2807646265MaRDI QIDQ1787698FDOQ1787698

Authors: Michael J. Stutzer 

Publication date: 5 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.05.034

zbMATH Keywords

contagionNash bargainingfinancial networksdefault resolution

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Auctions, bargaining, bidding and selling, and other market models (91B26) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Actuarial science and mathematical finance (91G99)

Cites Work

• Systemic risk in financial systems
• The bankruptcy problem: A cooperative bargaining approach
• The Use of Linear Programming in Disentangling the Bankruptcies of Al-Manakh Stock Market Crash

Cited In (4)

• Optimal capital structure and simultaneous bankruptcy of firms in corporate networks
• On the resolution of cross-liabilities
• Proportional clearing mechanisms in financial systems: an axiomatic approach
• Defaulting firms and systemic risks in financial networks: a normative approach

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