On the unification of centralized and decentralized clearing mechanisms in financial networks

DOI10.1007/S00186-024-00860-5MaRDI QIDQ6568751

Peter Borm, Martijn W. Ketelaars

Publication date: 8 July 2024

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

zbMATH Keywords

compositiondecentralizationfinancial contagionfinancial networksclearing mechanismsmutual claims rules

Mathematics Subject Classification ID

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

Cites Work

• Game theoretic analysis of a bankruptcy problem from the Talmud
• Distributive justice in taxation
• A problem of rights arbitration from the Talmud
• `Hydraulic' rationing
• On solving mutual liability problems
• Decentralization and mutual liability rules
• A lattice-theoretical fixpoint theorem and its applications
• Systemic Risk in Financial Systems
• An Optimization View of Financial Systemic Risk Modeling: Network Effect and Market Liquidity Effect
• Priority Rules and Other Asymmetric Rationing Methods
• How to Divide When There Isn't Enough
• Decentralized payment clearing using blockchain and optimal bidding
• Uniqueness of Clearing Payment Matrices in Financial Networks

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