Bankruptcy rules in financial networks

MaRDI QIDQ5141215zbMATH OpenFDO

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

zbMATH Keywords

systemic riskbankruptcyfinancial networks

Mathematics Subject Classification ID

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

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)

• scientific article; zbMATH DE number 6389712 (Why is no real title available?)
• Bankrupting Sybil despite churn
• Optimal capital structure and simultaneous bankruptcy of firms in corporate networks
• Financial and operational creditors in bankruptcy resolution: a general equilibrium approach under three game-theoretic division rules with an application to India
• Decentralization and mutual liability rules
• On the resolution of cross-liabilities

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)