Default ambiguity: finding the best solution to the clearing problem

DOI10.1007/978-3-030-94676-0_22OpenAlexW4225774541MaRDI QIDQ2152134

Pál András Papp, Roger Wattenhofer

Publication date: 6 July 2022

Full work available at URL: https://arxiv.org/abs/2002.07741

zbMATH Keywords

financial networkcredit default swapclearing problemdefault ambiguity

Mathematics Subject Classification ID

Applications of game theory (91A80) Auctions, bargaining, bidding and selling, and other market models (91B26) Internet topics (68M11)

Related Items (3)

Financial networks with singleton liability priorities ⋮ Financial networks with singleton liability priorities ⋮ Seniorities and minimal clearing in financial network games

Cites Work

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• Impact of contingent payments on systemic risk in financial networks
• Systemic Risk in Financial Systems
• Risk Assessment for Banking Systems
• Sensitivity and computational complexity in financial networks

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