Strategic default in financial networks

DOI10.1016/j.geb.2023.10.001zbMath1530.91590OpenAlexW3140278639MaRDI QIDQ6148424

Alfred Duncan, Nizar Allouch, Maya Jalloul

Publication date: 11 January 2024

Published in: Games and Economic Behavior (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.geb.2023.10.001

zbMATH Keywords

defaultcoordination gamesear decompositionsystemic riskfinancial networksfinancial regulationcentral clearing counterparty

Mathematics Subject Classification ID

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

Cites Work

• From observable behaviors to structures of interaction in binary games of strategic complements
• Nash equilibrium with strategic complementarities
• Finding all equilibria in games of strategic complements
• Strong comparative statics of equilibria.
• Systemic risk in banking networks: advantages of ``tiered banking systems
• Counterparty risk externality: centralized versus over-the-counter markets
• Systemic Risk in Financial Systems
• Rationalizability, Learning, and Equilibrium in Games with Strategic Complementarities
• Equilibrium Points in Nonzero-Sum n-Person Submodular Games

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