scientific article; zbMATH DE number 7650394

DOI10.4230/LIPICS.ITCS.2020.46MaRDI QIDQ5875747zbMATH OpenFDO

Authors Martin Hoefer, Daniel Schmand, Nils Bertschinger

Publication date 3 February 2023

Full work available at URL https://arxiv.org/abs/1908.01714

zbMATH Keywords

equilibrium computationfinancial networkNash equilibriumprice of anarchysystemic risk

Mathematics Subject Classification ID

Theory of computing (68Qxx)

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(14)

• Default ambiguity: finding the best solution to the clearing problem
• scientific article; zbMATH DE number 1160695 (Why is no real title available?)
• scientific article; zbMATH DE number 6866322 (Why is no real title available?)
• Clearing in Financial Networks
• Clearing payments in dynamic financial networks
• Does the default pecking order impact systemic risk? Evidence from Brazilian data
• Seniorities and minimal clearing in financial network games
• Financial networks with singleton liability priorities
• On priority-proportional payments in financial networks
• Network-aware strategies in financial systems
• Algorithms for claims trading
• Sequential defaulting in financial networks
• Strong approximations and irrationality in financial networks with derivatives
• Clearing financial networks with derivatives: from intractability to algorithms

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