{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2015:6LAGLJUFD6MDFFA3LGQ27FT6BP","short_pith_number":"pith:6LAGLJUF","schema_version":"1.0","canonical_sha256":"f2c065a6851f9832941b59a1af967e0bd8f7167235591489e2f6120092205228","source":{"kind":"arxiv","id":"1501.07402","version":1},"attestation_state":"computed","paper":{"title":"Valuation Algorithms for Structural Models of Financial Interconnectedness","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.CP","authors_text":"Johannes Hain, Tom Fischer","submitted_at":"2015-01-29T10:22:59Z","abstract_excerpt":"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"},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1501.07402","kind":"arxiv","version":1},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.CP","submitted_at":"2015-01-29T10:22:59Z","cross_cats_sorted":[],"title_canon_sha256":"76c0f6d90c90f2a73e44726b7c4b28d04e0d39ba2e30e560ffa04906aa6a0bd6","abstract_canon_sha256":"a3061ad92fb65f36aaff08164900758d8b515ef4a2e5ac6db3f1ad986ae148e2"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T02:28:22.017017Z","signature_b64":"OfYEl/V5ksRMGmr6QA0cWbw6ExZuhxaR6krwMnhdYzFznXxGsyrNnpuurdCW71C1PDTMn/naPlmNgOHftpBiBQ==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"f2c065a6851f9832941b59a1af967e0bd8f7167235591489e2f6120092205228","last_reissued_at":"2026-05-18T02:28:22.016429Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T02:28:22.016429Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"Valuation Algorithms for Structural Models of Financial Interconnectedness","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.CP","authors_text":"Johannes Hain, Tom Fischer","submitted_at":"2015-01-29T10:22:59Z","abstract_excerpt":"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"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1501.07402","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"1501.07402","created_at":"2026-05-18T02:28:22.016533+00:00"},{"alias_kind":"arxiv_version","alias_value":"1501.07402v1","created_at":"2026-05-18T02:28:22.016533+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1501.07402","created_at":"2026-05-18T02:28:22.016533+00:00"},{"alias_kind":"pith_short_12","alias_value":"6LAGLJUFD6MD","created_at":"2026-05-18T12:29:07.941421+00:00"},{"alias_kind":"pith_short_16","alias_value":"6LAGLJUFD6MDFFA3","created_at":"2026-05-18T12:29:07.941421+00:00"},{"alias_kind":"pith_short_8","alias_value":"6LAGLJUF","created_at":"2026-05-18T12:29:07.941421+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/6LAGLJUFD6MDFFA3LGQ27FT6BP","json":"https://pith.science/pith/6LAGLJUFD6MDFFA3LGQ27FT6BP.json","graph_json":"https://pith.science/api/pith-number/6LAGLJUFD6MDFFA3LGQ27FT6BP/graph.json","events_json":"https://pith.science/api/pith-number/6LAGLJUFD6MDFFA3LGQ27FT6BP/events.json","paper":"https://pith.science/paper/6LAGLJUF"},"agent_actions":{"view_html":"https://pith.science/pith/6LAGLJUFD6MDFFA3LGQ27FT6BP","download_json":"https://pith.science/pith/6LAGLJUFD6MDFFA3LGQ27FT6BP.json","view_paper":"https://pith.science/paper/6LAGLJUF","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1501.07402&json=true","fetch_graph":"https://pith.science/api/pith-number/6LAGLJUFD6MDFFA3LGQ27FT6BP/graph.json","fetch_events":"https://pith.science/api/pith-number/6LAGLJUFD6MDFFA3LGQ27FT6BP/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/6LAGLJUFD6MDFFA3LGQ27FT6BP/action/timestamp_anchor","attest_storage":"https://pith.science/pith/6LAGLJUFD6MDFFA3LGQ27FT6BP/action/storage_attestation","attest_author":"https://pith.science/pith/6LAGLJUFD6MDFFA3LGQ27FT6BP/action/author_attestation","sign_citation":"https://pith.science/pith/6LAGLJUFD6MDFFA3LGQ27FT6BP/action/citation_signature","submit_replication":"https://pith.science/pith/6LAGLJUFD6MDFFA3LGQ27FT6BP/action/replication_record"}},"created_at":"2026-05-18T02:28:22.016533+00:00","updated_at":"2026-05-18T02:28:22.016533+00:00"}