On the unification of centralized and decentralized clearing mechanisms in financial networks
From MaRDI portal
Publication:6568751
DOI10.1007/S00186-024-00860-5MaRDI QIDQ6568751FDOQ6568751
Authors: Martijn W. Ketelaars, Peter Borm
Publication date: 8 July 2024
Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)
Recommendations
- On the uniqueness of clearing matrices in financial networks
- Optimal clearing payments in a financial contagion model
- Uniqueness of Clearing Payment Matrices in Financial Networks
- Proportional clearing mechanisms in financial systems: an axiomatic approach
- Clearing payments in dynamic financial networks
compositionfinancial contagiondecentralizationfinancial networksclearing mechanismsmutual claims rules
Cites Work
- Game theoretic analysis of a bankruptcy problem from the Talmud
- A problem of rights arbitration from the Talmud
- How to divide when there isn't enough. From Aristotle, the Talmud, and Maimonides to the axiomatics of resource allocation
- A lattice-theoretical fixpoint theorem and its applications
- Systemic risk in financial systems
- Priority Rules and Other Asymmetric Rationing Methods
- Distributive justice in taxation
- `Hydraulic' rationing
- An optimization view of financial systemic risk modeling: network effect and market liquidity effect
- On solving mutual liability problems
- Decentralization and mutual liability rules
- Decentralized payment clearing using blockchain and optimal bidding
- Uniqueness of Clearing Payment Matrices in Financial Networks
Cited In (3)
This page was built for publication: On the unification of centralized and decentralized clearing mechanisms in financial networks
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6568751)