Uniqueness of Clearing Payment Matrices in Financial Networks

DOI10.1287/MOOR.2023.1354OpenAlexW4327595745MaRDI QIDQ6189903FDOQ6189903

Authors: Péter Csóka, P. Jean-Jacques Herings 

Publication date: 5 March 2024

Published in: Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL: https://cris.maastrichtuniversity.nl/en/publications/83d80d83-6e2c-4b4f-a4f2-f091d4311206

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zbMATH Keywords

fixed pointssystemic riskfinancial networksbankruptcy rules

Mathematics Subject Classification ID

Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cited In (4)

• On the unification of centralized and decentralized clearing mechanisms in financial networks
• On the uniqueness of clearing matrices in financial networks
• On priority-proportional payments in financial networks
• Overview of Hungarian operations research based on the VOCAL 2022 conference

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