This article overviews applications of variational inequality theory to financial equilibrium problems. It provides a basic introduction to finite-dimensional variational inequality theory and then applies the theory to the formulation, qualitative analysis and computation of solutions to an...

In this paper, we develop a framework for the modelling, analysis, and computation of solutions to financial network problems in the presence of intermediation. Specifically, we consider an economy consisting of three types of agents: those with sources of funds, such as households and firms;...