Bankruptcy rules in financial networks
From MaRDI portal
Publication:5141215
zbMATH Open1463.91189MaRDI QIDQ5141215FDOQ5141215
Authors: Péter Csóka, Gábor Kondor
Publication date: 18 December 2020
Full work available at URL: http://aml.math.bme.hu/wp-content/uploads/2020/07/37-2-CsokaKondor.pdf
Recommendations
- scientific article; zbMATH DE number 6389712
- The dynamics of interbank networks
- The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks
- Defaulting firms and systemic risks in financial networks: a normative approach
- Systemic risk mitigation in financial networks
Cited In (6)
- Decentralization and mutual liability rules
- Optimal capital structure and simultaneous bankruptcy of firms in corporate networks
- Title not available (Why is that?)
- Bankrupting Sybil despite churn
- On the resolution of cross-liabilities
- Financial and operational creditors in bankruptcy resolution: a general equilibrium approach under three game-theoretic division rules with an application to India
This page was built for publication: Bankruptcy rules in financial networks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5141215)