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I study intermediation in networked markets using a stochastic model of multilateral bargaining in which traders compete on different routes through the network. I characterize stationary equilibrium payoffs as the fixed point of a set of intuitive value function equations and study efficiency...
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This paper examines the effects of underwriter networks in the market of securitized products. The complexity and opacity of securitized products increase the value of information gathered and disseminated to the market by central underwriters. However, securitized deals have long performance...
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This paper describes a multidimensional machine learning model and its implementation in a financial technology (fintech) application. The aim of the model is to learn from both micro economic financial data and macro economic trends the credit rating of companies that ask for credit. We show...
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