15 citations · 42 across the 10 of their papers we have counts for
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q-fin.RM2021★ 8 cited
Debt Swapping for Risk Mitigation in Financial Networks
Pál András Papp, Roger Wattenhofer
We study financial networks where banks are connected by debt contracts. We consider the operation of debt swapping when two creditor banks decide to exchange an incoming payment o…
q-fin.RM2020
Network-Aware Strategies in Financial Systems
Pál András Papp, Roger Wattenhofer
We study the incentives of banks in a financial network, where the network consists of debt contracts and credit default swaps (CDSs) between banks. One of the most important quest…