English
Related papers

Related papers: Bailouts in Financial Networks

200 papers

We consider the problem of determining a sequence of payments among a set of entities that clear (if possible) the liabilities among them. We formulate this as an optimal control problem, which is convex when the objective function is, and…

Computational Finance · Quantitative Finance 2020-05-20 Shane Barratt , Stephen Boyd

This paper considers the problem faced by a bank which trades in the funds market so as to maintain the reserve requirements and minimize the costs of doing that. We work in a stochastic paradigm and the reserve requirements are determined…

Optimization and Control · Mathematics 2021-11-05 Elena Cristina Canepa , Traian A Pirvu

The debts' clearing problem is about clearing all the debts in a group of $n$ entities (e.g. persons, companies) using a minimal number of money transaction operations. In our previous works we studied the problem, gave a dynamic…

Data Structures and Algorithms · Computer Science 2011-11-17 C. Pătcaş

We study computational problems in financial networks of banks connected by debt contracts and credit default swaps (CDSs). A main problem is to determine \emph{clearing} payments, for instance right after some banks have been exposed to a…

Computer Science and Game Theory · Computer Science 2024-09-30 Simon Dohn , Kristoffer Arnsfelt Hansen , Asger Klinkby

The interdependency between different network layers is commonly observed in Cyber Physical Systems and communication networks adopting the dissociation of logic and hardware implementation, such as Software Defined Networking and Network…

Networking and Internet Architecture · Computer Science 2019-03-06 Genya Ishigaki , Riti Gour , Jason P. Jue

We consider a model of debt management, where a sovereign state trade some bonds to service the debt with a pool of risk-neutral competitive foreign investors. At each time, the government decides which fraction of the gross domestic…

Optimization and Control · Mathematics 2019-09-30 Antonio Marigonda , Khai T. Nguyen

We test the hypothesis that interconnections across financial institutions can be explained by a diversification motive. This idea stems from the empirical evidence of the existence of long-term exposures that cannot be explained by a…

Risk Management · Quantitative Finance 2015-02-24 Jean-Cyprien Héam , Erwan Koch

The question of how to stabilize financial systems has attracted considerable attention since the global financial crisis of 2007-2009. Recently, Beale et al. ("Individual versus systemic risk and the regulator's dilemma", Proc Natl Acad…

Risk Management · Quantitative Finance 2014-01-30 Teruyoshi Kobayashi

We develop a model of bailout stigma where accepting a bailout signals a firm's balance-sheet weakness and worsens its funding prospect. To avoid stigma, high-quality firms either withdraw from subsequent financing after receiving bailouts…

General Finance · Quantitative Finance 2023-10-27 Yeon-Koo Che , Chongwoo Choe , Keeyoung Rhee

We study a market of investments on networks, where each agent (vertex) can invest in any enterprise linked to her, and at the same time, raise capital for her firm's enterprise from other agents she is linked to. Failing to raise…

Computer Science and Game Theory · Computer Science 2022-03-22 Moshe Babaioff , Yoav Kolumbus , Eyal Winter

Payment channels allow transactions between participants of the blockchain to be executed securely off-chain, and thus provide a promising solution for the scalability problem of popular blockchains. We study the online network design…

Data Structures and Algorithms · Computer Science 2019-08-02 Georgia Avarikioti , Kenan Besic , Yuyi Wang , Roger Wattenhofer

Systemic risk arises as a multi-layer network phenomenon. Layers represent direct financial exposures of various types, including interbank liabilities, derivative- or foreign exchange exposures. Another network layer of systemic risk…

Risk Management · Quantitative Finance 2018-03-13 Anton Pichler , Sebastian Poledna , Stefan Thurner

Management of systemic risk in financial markets is traditionally associated with setting (higher) capital requirements for market participants. There are indications that while equity ratios have been increased massively since the…

Computational Finance · Quantitative Finance 2019-05-16 Christian Diem , Anton Pichler , Stefan Thurner

I develop a tractable adverse-selection model comparing secured bank loans and bonds when both pledge collateral but differ in effective liquidation efficiency. A small wedge in recovery rates generates coexistence, a sharp bank-bond…

Theoretical Economics · Economics 2025-12-01 Georgy Lukyanov

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

We propose a new model of the liquidity driven banking system focusing on overnight interbank loans. This significant branch of the interbank market is commonly neglected in the banking system modeling and systemic risk analysis. We…

Economics · Quantitative Finance 2016-03-17 Paweł Smaga , Mateusz Wiliński , Piotr Ochnicki , Piotr Arendarski , Tomasz Gubiec

We undertake a fundamental study of network equilibria modeled as solutions of fixed point equations for monotone linear functions with saturation nonlinearities. The considered model extends one originally proposed to study systemic risk…

Dynamical Systems · Mathematics 2021-01-19 Leonardo Massai , Giacomo Como , Fabio Fagnani

Ensuring the security of networked systems is a significant problem, considering the susceptibility of modern infrastructures and technologies to adversarial interference. A central component of this problem is how defensive resources…

Computer Science and Game Theory · Computer Science 2023-06-13 Adel Aghajan , Keith Paarporn , Jason R. Marden

It is shown that optimal network plans can be obtained, naturally, as a limit of easier problems of point allocations. These problems are obtained by minimizing the mass transportation on the set of atomic measures of prescribed number of…

Optimization and Control · Mathematics 2009-10-15 Gershon Wolansky

We consider the problem of governing systemic risk in an assets-liabilities dynamical model of banking system. In the model considered each bank is represented by its assets and its liabilities.The capital reserves of a bank are the…

Risk Management · Quantitative Finance 2019-05-30 Lorella Fatone , Francesca Mariani