The bankruptcy problem in financial networks

DOI10.1016/j.econlet.2018.05.034zbMath1397.91304OpenAlexW2807646265MaRDI QIDQ1787698

Michael J. Stutzer

Publication date: 5 October 2018

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2018.05.034

zbMATH Keywords

contagionNash bargainingfinancial networksdefault resolution

Mathematics Subject Classification ID

Deterministic network models in operations research (90B10) Auctions, bargaining, bidding and selling, and other market models (91B26) Resource and cost allocation (including fair division, apportionment, etc.) (91B32) Actuarial science and mathematical finance (91G99)

Related Items (3)

On the resolution of cross-liabilities ⋮ Proportional clearing mechanisms in financial systems: an axiomatic approach ⋮ Defaulting firms and systemic risks in financial networks: a normative approach

Cites Work

• The bankruptcy problem: A cooperative bargaining approach
• Systemic Risk in Financial Systems
• The Use of Linear Programming in Disentangling the Bankruptcies of Al-Manakh Stock Market Crash

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