Contingent Capital with Stock Price Triggers in Interbank Networks

DOI10.1287/moor.2022.1278arXiv2011.06474OpenAlexW3121899451MaRDI QIDQ6199251

Anne G. Balter, Juan Carlos Vera, Nikolaus Schweizer

Publication date: 23 February 2024

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

Full work available at URL: https://arxiv.org/abs/2011.06474

zbMATH Keywords

fixed pointequilibriuminterbank networksfinancial stabilitycontingent capitalcontingent convertible bond

Mathematics Subject Classification ID

Financial networks (including contagion, systemic risk, regulation) (91G45) Financial markets (91G15)

This page was built for publication: Contingent Capital with Stock Price Triggers in Interbank Networks