Default ambiguity: finding the best solution to the clearing problem

DOI10.1007/978-3-030-94676-0_22OpenAlexW4225774541MaRDI QIDQ2152134FDOQ2152134

Authors: Pál András Papp, Roger Wattenhofer 

Publication date: 6 July 2022

Full work available at URL: https://arxiv.org/abs/2002.07741

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zbMATH Keywords

credit default swapfinancial networkclearing problemdefault ambiguity

Mathematics Subject Classification ID

Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26) Internet topics (68M11)

Cites Work

• Title not available (Why is that?)
• Systemic risk in financial systems
• Risk assessment for banking systems
• Sensitivity and computational complexity in financial networks
• Title not available (Why is that?)
• Impact of contingent payments on systemic risk in financial networks
• Title not available (Why is that?)

Cited In (5)

• Financial networks with singleton liability priorities
• Seniorities and minimal clearing in financial network games
• Payment scheduling in the interval debt model
• Payment scheduling in the interval debt model
• Financial networks with singleton liability priorities

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