A generalized Nash equilibrium problem arising in banking regulation: an existence result with Tarski's theorem

DOI10.1016/j.orl.2022.12.003zbMath1525.91173WikidataQ122688258 ScholiaQ122688258MaRDI QIDQ6161293

Keyvan Kiani, Yann Braouezec

Publication date: 27 June 2023

Published in: Operations Research Letters (Search for Journal in Brave)

zbMATH Keywords

Cournot oligopolyTarski's fixed point theoremgeneralized gamesbanking regulationasset sales

Mathematics Subject Classification ID

General equilibrium theory (91B50) Special types of economic markets (including Cournot, Bertrand) (91B54) Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (1)

Interbank asset-liability networks with fire sale management

Cites Work

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• Nash equilibrium with strategic complementarities
• Finitely additive and epsilon Nash equilibria
• Financial contagion and asset liquidation strategies
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• Price mediated contagion through capital ratio requirements with VWAP liquidation prices
• Capital regulation under price impacts and dynamic financial contagion
• On generalized Nash games and variational inequalities
• A lattice-theoretical fixpoint theorem and its applications
• Existence of an Equilibrium for a Competitive Economy

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