paper-with-me

Papers

Valuation Algorithms for Structural Models of Financial Interconnectedness

2015-01-29

Much research in systemic risk is focused on default contagion. While this demands an understanding of valuation, fewer articles specifically deal with the existence, the uniqueness, and the computation of equilibrium prices in structural models of interconnected financial systems. However, beyond contagion research, these topics are also essential for risk-neutral pricing. In this article, we therefore study and compare valuation algorithms in the standard model of debt and equity cross-ownership which has crystallized in the work of several authors over the past one and a half decades. Since known algorithms have potentially infinite runtime, we develop a class of new algorithms, which find exact solutions in finitely many calculation steps. A simulation study for a range of financial system designs allows us to derive conclusions about the efficiency of different numerical methods under different system parameters.

📄 PDF Abstract BibTeX arXiv:1501.07402

Code (0)

등록된 구현이 없습니다.

Tasks

Articles

Similar Papers 제목 키워드 기반

Interconnectedness in the Global Financial Market

2017-04-04 · Matthias Raddant, Dror Y. Kenett

The global financial system is highly complex, with cross-border interconnections and interdependencies. In this highly interconnected environment, local financial shocks and events can be easily amplified and turned int…

Volatility Spillovers and Interconnectedness in OPEC Oil Markets: A Network-Based log-ARCH Approach

2025-07-20 · Fayçal Djebari, Kahina Mehidi, Khelifa Mazouz, Philipp Otto

This paper examines several network-based volatility models for oil prices, capturing spillovers among OPEC oil-exporting countries by embedding novel network structures into ARCH-type models. We apply a network-based lo…

Time Series Clustering

Information Flow in the FTX Bankruptcy: A Network Approach

2024-07-17 · Riccardo De Blasis, Luca Galati, Rosanna Grassi, Giorgio Rizzini

This paper investigates the cryptocurrency network of the FTX exchange during the collapse of its native token, FTT, to understand how network structures adapt to significant financial disruptions, by exploiting vertex c…

Event-Based Dynamic Banking Network Exploration for Economic Anomaly Detection

2021-03-04 · Andry Alamsyah, Dian Puteri Ramadhani, Farida Titik Kristanti

The instability of financial system issues might trigger a bank failure, evoke spillovers, and generate contagion effects which negatively impacted the financial system, ultimately on the economy. This phenomenon is the …

Anomaly Detection

Sensitivity and Computational Complexity in Financial Networks

2016-10-25

Modern financial networks exhibit a high degree of interconnectedness and determining the causes of instability and contagion in financial networks is necessary to inform policy and avoid future financial collapse. In th…

Sensitivity