Sequential defaulting in financial networks

DOI10.4230/LIPICS.ITCS.2021.52MaRDI QIDQ7229341zbMATH OpenFDO

Authors Pál András Papp, Roger Wattenhofer

Publication date 15 April 2026

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.4230/LIPICS.ITCS.2021.52

zbMATH Keywords

credit default swapfinancial networkstabilization timeclearing problemsequential defaulting

Mathematics Subject Classification ID

Theory of computing (68Qxx)

Cites work

• scientific article; zbMATH DE number 610968 (Why is no real title available?)
• scientific article; zbMATH DE number 6866322 (Why is no real title available?)
• scientific article; zbMATH DE number 7650394 (Why is no real title available?)
• Impact of contingent payments on systemic risk in financial networks
• Network-aware strategies in financial systems
• Risk assessment for banking systems
• Systemic risk in financial systems
• The network origins of aggregate fluctuations
• The price of complexity in financial networks

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