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Systemic risk is concerned with the instability of a financial system whose members are interdependent in the sense that the failure of a few institutions may trigger a chain of defaults throughout the system. Recently, several systemic…

Mathematical Finance · Quantitative Finance 2023-08-02 Çağın Ararat , Nurtai Meimanjan

Decentralized coordination and digital contracting are becoming critical in complex industrial ecosystems, yet existing approaches often rely on ad hoc heuristics or purely technical blockchain implementations without a rigorous economic…

Computer Science and Game Theory · Computer Science 2025-10-15 Jinho Cha , Justin Yu , Eunchan Daniel Cha , Emily Yoo , Caedon Geoffrey , Hyoshin Song

The global financial system can be represented as a large complex network in which banks, hedge funds and other financial institutions are interconnected to each other through visible and invisible financial linkages. Recently, a lot of…

Risk Management · Quantitative Finance 2018-04-11 Fabio Caccioli , Paolo Barucca , Teruyoshi Kobayashi

Centralized monetary policy, leading to persistent inflation, is often inconsistent, untrustworthy, and unpredictable. Algorithmic stablecoins enabled by blockchain technology are promising in solving this problem. Algorithmic stablecoins…

General Economics · Economics 2022-01-17 Luyao Zhang , Yulin Liu

Cascading failures, such as bankruptcies and defaults, pose a serious threat for the resilience of the global financial system. Indeed, because of the complex investment and cross-holding relations within the system, failures can occur as a…

Systems and Control · Electrical Eng. & Systems 2025-01-22 Leonardo Stella , Dario Bauso , Franco Blanchini , Patrizio Colaneri

Blockchain enables novel, trustworthy Process-Aware Information Systems (PAISs) by enforcing the security, robustness, and traceability of operations. In particular, transparency ensures that all information exchanges are openly accessible,…

Cryptography and Security · Computer Science 2025-11-07 Alessandro Marcelletti , Edoardo Marangone , Michele Kryston , Claudio Di Ciccio

This is an exploration of Blockchain technology that is growing in popularity and it seems to be able to disrupt a plethora of industries. A research is being conducted to examine Blockchain potential to be adopted by enterprises from…

Computers and Society · Computer Science 2017-12-14 Theodosis Mourouzis , Chrysostomos Filipou

We introduce blockchains and distributed ledgers and describe their potential applications to money and banking. The analysis compares public and private ledgers and outlines the suitability of various types of ledgers for different…

Mathematical Finance · Quantitative Finance 2017-03-07 Alexander Lipton

We study the formation of an optimal interbank network in a model where banks control both their supply of liquidity, through cash reserves, and their exposures to other banks' risky projects. The value of each bank's project may suddenly…

Mathematical Finance · Quantitative Finance 2024-10-08 Daniel E. Rigobon , Ronnie Sircar

In this white paper, we propose a blockchain-based system, named AME, which is a decentralized infrastructure and application platform with enhanced security and self-management properties. The AME blockchain technology aims to increase the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-20 Lanny Z. N. Yuan , Huaibing Jian , Peng Liu , Pengxin Zhu , ShanYang Fu

Load balancing between base stations (BSs) allows BS capacity to be efficiently utilised and avoid outages. Currently, data-driven mechanisms strive to balance inter-BS load and reduce unnecessary handovers. The challenge is that over a…

Systems and Control · Electrical Eng. & Systems 2025-07-18 Mengbang Zou , Yun Tang , Adolfo Perrusquía , Weisi Guo

Blockchain is a technological innovation that has the potential to radically change our financial markets by providing an alternative management approach to the "promise market", which is the foundation of our financial systems. Its…

General Finance · Quantitative Finance 2025-03-25 Nicola Borri

Evaluation of systemic risk in networks of financial institutions in general requires information of inter-institution financial exposures. In the framework of Debt Rank algorithm, we introduce an approximate method of systemic risk…

Risk Management · Quantitative Finance 2021-04-14 Sebastian M. Krause , Hrvoje Štefančić , Vinko Zlatić , Guido Caldarelli

Recent years have witnessed an increasing interest in the blockchain technology, and many blockchain-based applications have been developed to take advantage of its decentralization, transparency, fault tolerance, and strong security. In…

Cryptography and Security · Computer Science 2021-09-30 Yihao Guo , Zhiguo Wan , Xiuzhen Cheng

Blockchain has become a popular emergent technology in many industries. It is suitable for a broad range of applications, from its base role as an immutable distributed ledger to the deployment of distributed applications. Many…

Cryptography and Security · Computer Science 2022-12-20 Inwon Kang , Aparna Gupta , Oshani Seneviratne

Research in blockchain systems has mainly focused on improving security and bridging the performance gaps between blockchains and databases. Despite many promising results, we observe a worrying trend that the blockchain landscape is…

Databases · Computer Science 2019-10-23 Tien Tuan Anh Dinh , Anwitaman Datta , Beng Chin Ooi

In cloud computing environment, load balancing is a key issue which is required to distribute the dynamic workload over multiple machines to make certain that no single machine is overloaded. In recent research, many organizations lose…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-02 Chukwuneke Chiamaka Ijeoma , Inyiama , Hyacinth C. , Amaefule Samuel , Onyesolu Moses Okechukwu , Asogwa Doris Chinedu

In our model, private actors with interbank cash flows similar to, but nore general than (Carmona, Fouque, Sun, 2013) borrow from the outside economy at a certain interest rate, controlled by the central bank, and invest in risky assets.…

Risk Management · Quantitative Finance 2018-10-09 Aditya Maheshwari , Andrey Sarantsev

Blockchain is gaining extensive attention due to its provision of secure and decentralized resource sharing manner. However, the incumbent blockchain systems also suffer from a number of challenges in operational maintenance, quality…

Cryptography and Security · Computer Science 2020-04-07 Zibin Zheng , Hong-Ning Dai , Jiajing Wu

IntraLayer presents an innovative framework that enables comprehensive interconnectivity in digital finance. The proposed framework comprises a core underlying infrastructure and an overarching strategy to create a pioneering "platform of…

General Finance · Quantitative Finance 2024-12-11 Arman Abgaryan , Utkarsh Sharma
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