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Equity Consistency in Financial Networks

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  • Ketelaars, Martijn

    (Tilburg University, School of Economics and Management)

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  • Ketelaars, Martijn, 2024. "Equity Consistency in Financial Networks," Other publications TiSEM 6821532b-151b-4ae3-9543-5, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:6821532b-151b-4ae3-9543-5aa4f31ce1d4
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    References listed on IDEAS

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    1. Péter Csóka & P. Jean-Jacques Herings, 2021. "An Axiomatization of the Proportional Rule in Financial Networks," Management Science, INFORMS, vol. 67(5), pages 2799-2812, May.
    2. Matthew O. Jackson & Agathe Pernoud, 2021. "Systemic Risk in Financial Networks: A Survey," Annual Review of Economics, Annual Reviews, vol. 13(1), pages 171-202, August.
    3. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Risk Assessment for Banking Systems," Management Science, INFORMS, vol. 52(9), pages 1301-1314, September.
    4. Martijn W. Ketelaars & Peter Borm, 2024. "On the unification of centralized and decentralized clearing mechanisms in financial networks," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 99(3), pages 205-231, June.
    5. Rodrigo Cifuentes & Hyun Song Shin & Gianluigi Ferrucci, 2005. "Liquidity Risk and Contagion," Journal of the European Economic Association, MIT Press, vol. 3(2-3), pages 556-566, 04/05.
    6. Helmut Elsinger & Alfred Lehar & Martin Summer, 2006. "Using Market Information for Banking System Risk Assessment," International Journal of Central Banking, International Journal of Central Banking, vol. 2(1), March.
    7. Agostino Capponi & Peng-Chu Chen & David D. Yao, 2016. "Liability Concentration and Systemic Losses in Financial Networks," Operations Research, INFORMS, vol. 64(5), pages 1121-1134, October.
    8. Steffen Schuldenzucker & Sven Seuken & Stefano Battiston, 2020. "Default Ambiguity: Credit Default Swaps Create New Systemic Risks in Financial Networks," Management Science, INFORMS, vol. 66(5), pages 1981-1998, May.
    9. Larry Eisenberg & Thomas H. Noe, 2001. "Systemic Risk in Financial Systems," Management Science, INFORMS, vol. 47(2), pages 236-249, February.
    10. Ketelaars, Martijn & Borm, Peter & Herings, P.J.J., 2024. "The Characterization of Clearing Payments in Financial Networks," Discussion Paper 2024-013, Tilburg University, Center for Economic Research.
    11. Aumann, Robert J. & Maschler, Michael, 1985. "Game theoretic analysis of a bankruptcy problem from the Talmud," Journal of Economic Theory, Elsevier, vol. 36(2), pages 195-213, August.
    12. Paul Glasserman & H. Peyton Young, 2016. "Contagion in Financial Networks," Journal of Economic Literature, American Economic Association, vol. 54(3), pages 779-831, September.
    13. L. C. G. Rogers & L. A. M. Veraart, 2013. "Failure and Rescue in an Interbank Network," Management Science, INFORMS, vol. 59(4), pages 882-898, April.
    14. Benjamin Golub & Matthew Elliott, 2022. "Networks and Economic Fragility," Annual Review of Economics, Annual Reviews, vol. 14(1), pages 665-696, August.
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    Cited by:

    1. Ketelaars, Martijn, 2024. "Perspective Invariance in Financial Networks," Discussion Paper 2024-018, Tilburg University, Center for Economic Research.
    2. Ketelaars, Martijn, 2024. "Perspective Invariance in Financial Networks," Other publications TiSEM 1c18cd0f-90ec-476e-9b59-7, Tilburg University, School of Economics and Management.

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