Default ambiguity: finding the best solution to the clearing problem

DOI10.1007/978-3-030-94676-0_22MaRDI QIDQ2152134zbMATH OpenOpenAlexFDO

Authors Pál András Papp, Roger Wattenhofer

Publication date 6 July 2022

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

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)

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Cites work

• scientific article; zbMATH DE number 3639144 (Why is no real title available?)
• scientific article; zbMATH DE number 6866322 (Why is no real title available?)
• scientific article; zbMATH DE number 7650394 (Why is no real title available?)
• Impact of contingent payments on systemic risk in financial networks
• Risk assessment for banking systems
• Sensitivity and computational complexity in financial networks
• Systemic risk in financial systems

Cited in

(7)

• Financial networks with singleton liability priorities
• Seniorities and minimal clearing in financial network games
• Payment scheduling in the interval debt model
• Dynamic debt swapping in financial networks
• Payment scheduling in the interval debt model
• Algorithms for claims trading
• Financial networks with singleton liability priorities

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