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On priority-proportional payments in financial networks

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Publication:6614004
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DOI10.1016/j.tcs.2024.114767MaRDI QIDQ6614004

Panagiotis Kanellopoulos, Maria Kyropoulou, Hao Zhou

Publication date: 7 October 2024

Published in: Theoretical Computer Science (Search for Journal in Brave)




zbMATH Keywords

computational complexityequilibriaprice of anarchyfinancial networks


Mathematics Subject Classification ID

Theory of computing (68Qxx)


Cites Work

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  • Worst-case equilibria
  • Clustering to minimize the maximum intercluster distance
  • `Hydraulic' rationing
  • On solving mutual liability problems
  • Liability games
  • Systemic Risk in Financial Systems
  • The Price of Stability for Network Design with Fair Cost Allocation
  • Interbank Clearing in Financial Networks with Multiple Maturities
  • Clearing payments in dynamic financial networks
  • Financial networks with singleton liability priorities
  • Seniorities and minimal clearing in financial network games
  • Uniqueness of Clearing Payment Matrices in Financial Networks
  • Strong approximations and irrationality in financial networks with derivatives


Related Items (1)

Payment scheduling in the interval debt model






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