Decentralized Clearing in Financial Networks
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- CsÃ³ka P. & Herings P.J.J., 2016. "Decentralized clearing in financial networks," Research Memorandum 005, Maastricht University, Graduate School of Business and Economics (GSBE).
- Peter Csoka & P. Jean-Jacques Herings, 2016. "Decentralized Clearing in Financial Networks," IEHAS Discussion Papers 1603, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Csóka, Péter & Havran, Dániel & Váradi, Kata, 2016.
"Konferencia a pénzügyi piacok likviditásáról. Sixth Annual Financial Market Liquidity Conference, 2015
[Conference on the liquidity of financial markets. Sixth Annual Financial Market Liquidity Con," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 461-469.
- Laszlo A. Koczy & Peter Biro & Balazs Sziklai, 2017. "US vs. European Apportionment Practices: The Conflict between Monotonicity and Proportionality," IEHAS Discussion Papers 1716, Institute of Economics, Centre for Economic and Regional Studies, Hungarian Academy of Sciences.
- Berlinger, Edina & Váradi, Kata & Dömötör, Barbara & Illés, Ferenc, 2016.
"A tőzsdei elszámolóházak vesztesége
[The loss from central clearing houses]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(9), pages 993-1010.
More about this item
Keywordsnetworks; bankruptcy problems; systemic risk; decentralized clearing; indivisibilities;
- C71 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Cooperative Games
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-11-27 (All new papers)
- NEP-GTH-2016-11-27 (Game Theory)
- NEP-PAY-2016-11-27 (Payment Systems & Financial Technology)
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