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Current post-trade clearing systems rely almost exclusively on cash or cash-like collateral, leaving vast reserves of short-term liquidity embedded in trade credit outside formal settlement infrastructures. A key barrier to integrating this…

General Finance · Quantitative Finance 2026-05-05 Tomaž Fleischman , Ethan Buchman

The registration, transfer, clearing and settlement of equities represents a significant part of economic activity currently underserved by modern technological innovation. In addition, recent events have revealed problems of transparency,…

Cryptography and Security · Computer Science 2016-12-22 Brent Kievit-Kylar , Chris Horlacher , Marc Godard , Christian Saucier

Bitcoin is the first successful decentralized global digital cash system. Its mining process requires intense computational resources, therefore its usefulness remains a disputable topic. We aim to solve three problems with Bitcoin and…

Cryptography and Security · Computer Science 2016-08-25 Alexander Chepurnoy , Mario Larangeira , Alexander Ojiganov

The increasingly complex economic and financial environment in which we live makes the management of liquidity in payment systems and the economy in general a persistent challenge. New technologies are making it possible to address this…

General Finance · Quantitative Finance 2020-11-09 Tomaž Fleischman , Paolo Dini

Cryptocurrencies are poised to revolutionize the modern economy by democratizing commerce. These currencies operate on top of blockchain-based distributed ledgers. Existing permissionless blockchain-based protocols offer unparalleled…

Cryptography and Security · Computer Science 2022-03-25 Anurag Jain , Sanidhay Arora , Sankarshan Damle , Sujit Gujar

Payment channels effectively move the transaction load off-chain thereby successfully addressing the inherent scalability problem most cryptocurrencies face. A major drawback of payment channels is the need to ``top up'' funds on-chain when…

Cryptography and Security · Computer Science 2021-10-19 Zeta Avarikioti , Krzysztof Pietrzak , Iosif Salem , Stefan Schmid , Samarth Tiwari , Michelle Yeo

Blockchain-based Distributed Ledgers (DLs) promise to transform the existing financial system by making it truly democratic. In the past decade, blockchain technology has seen many novel applications ranging from the banking industry to…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-22 Anurag Jain , Shoeb Siddiqui , Sujit Gujar

Public blockchains have spurred the growing popularity of decentralized transactions and smart contracts, but they exhibit limitations on the transaction throughput, storage, and computation. To avoid transaction gridlock, public…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-13 Nikolay Ivanov , Qiben Yan , Qingyang Wang

In this paper, we construct a decentralized clearing mechanism which endogenously and automatically provides a claims resolution procedure. This mechanism can be used to clear a network of obligations through blockchain. In particular, we…

Risk Management · Quantitative Finance 2022-01-11 Hamed Amini , Maxim Bichuch , Zachary Feinstein

Motivated by the great success and adoption of Bitcoin, a number of cryptocurrencies such as Litecoin, Dogecoin, and Ethereum are becoming increasingly popular. Although existing blockchain-based cryptocurrency schemes can ensure reasonable…

Cryptography and Security · Computer Science 2016-12-02 Jian Liu , Wenting Li , Ghassan O. Karame , N. Asokan

Blockchain technology has revolutionized the digital landscape, driving innovations across industries through its decentralized and transparent infrastructure. These networks are primarily categorized as public or private, based on user…

Cryptography and Security · Computer Science 2026-03-10 Mohammad Pishdar , Jawad Manzoor

Climate change and global warming are the significant challenges of the new century. A viable solution to mitigate greenhouse gas emissions is via a globally incentivized market mechanism proposed in the Kyoto protocol. In this view, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-02 Soheil Saraji , Mike Borowczak

The Circular Economy (CE) is regarded as a solution to the environmental crisis. However, mainstream CE measures skirt around challenging the ethos of ever-increasing economic growth, overlooking social impacts and under-representing…

Computers and Society · Computer Science 2023-05-11 Anant Sujatanagarjuna

Blockchain based systems allow various kinds of financial transactions to be executed in a decentralized manner. However, these systems often rely on a trusted third party (oracle) to get correct information about the real-world events,…

Artificial Intelligence · Computer Science 2020-07-28 Naman Goel , Cyril van Schreven , Aris Filos-Ratsikas , Boi Faltings

Blockchains offer a useful abstraction: a trustworthy, decentralized log of totally ordered transactions. Traditional blockchains have problems with scalability and efficiency, preventing their use for many applications. These limitations…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-06-20 Isaac Sheff , Xinwen Wang , Andrew C. Myers , Robbert van Renesse

Blockchains revolutionized centralized sectors like banking and finance by promoting decentralization and transparency. In a blockchain, information is transmitted through transactions issued by participants or applications. Miners…

Cryptography and Security · Computer Science 2024-05-30 Johnnatan Messias Peixoto Afonso

Lending protocols are one of the main applications of Decentralized Finance (DeFi), enabling crypto-assets loan markets with a total value estimated in the tens of billions of dollars. Unlike traditional lending systems, these protocols…

Computer Science and Game Theory · Computer Science 2025-06-19 Massimo Bartoletti , Enrico Lipparini

In this paper, we propose a technique for rebalancing link weights in decentralized credit networks. Credit networks are peer-to-peer trust-based networks that enable fast and inexpensive cross-currency transactions compared to traditional…

Cryptography and Security · Computer Science 2020-03-10 Lalitha Muthu Subramanian , Roopa Vishwanathan , Kartick Kolachala

Micropayment channels are the most prominent solution to the limitation on transaction throughput in current blockchain systems. However, in practice channels are risky because participants have to be online constantly to avoid fraud, and…

Cryptography and Security · Computer Science 2018-12-03 Georgia Avarikioti , Felix Laufenberg , Jakub Sliwinski , Yuyi Wang , Roger Wattenhofer

Financial networks raise a significant computational challenge in identifying insolvent firms and evaluating their exposure to systemic risk. This task, known as the clearing problem, is computationally tractable when dealing with simple…

Computational Complexity · Computer Science 2023-12-14 Stavros D. Ioannidis , Bart de Keijzer , Carmine Ventre
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