Clearing in Financial Networks

DOI10.1137/S0040585X97T988599zbMath1466.91366OpenAlexW2803458699MaRDI QIDQ5242516

R. Mokbel, Kh. El Bitar, Youri M.Kabanov

Publication date: 12 November 2019

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97t988599

zbMATH Keywords

clearingsystemic riskfinancial networksKnaster-Tarski theorem

Mathematics Subject Classification ID

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

Related Items (1)

Dual representations for systemic risk measures

Cites Work

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• Matrix Analysis
• VALUING CORPORATE DEBT : THE EFFECT OF CROSS-HOLDINGS OF STOCK AND DEBT
• NO‐ARBITRAGE PRICING UNDER SYSTEMIC RISK: ACCOUNTING FOR CROSS‐OWNERSHIP

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