Comments on: ECB workshop on “Recent advances in modelling systemic risk using network analysis” http://www.financialnetworkanalysis.com/2009/10/09/ecb-workshop-on-recent-advances-in-modelling-systemic-risk-using-network-analysis/ Fri, 02 Jul 2010 14:20:56 +0200 hourly 1 By: Christian Kronseder http://www.financialnetworkanalysis.com/2009/10/09/ecb-workshop-on-recent-advances-in-modelling-systemic-risk-using-network-analysis/comment-page-1/#comment-612 Christian Kronseder Wed, 10 Feb 2010 13:28:02 +0000 http://www.financialnetworkanalysis.com/?p=173#comment-612 Hi, interesting read! Funny enough I had developed a similar approach about 2 years ago to simulate with an Multi Agent System the money markets between banks. Goal was to understand what it means to be too big too fail and how to mitigate situation whereby markets become completely illiquid. I demonstrated a simple model to the ECB in Frankfurt. Regards, Christian Hi,
interesting read! Funny enough I had developed a similar approach about 2 years ago to simulate with an Multi Agent System the money markets between banks. Goal was to understand what it means to be too big too fail and how to mitigate situation whereby markets become completely illiquid.

I demonstrated a simple model to the ECB in Frankfurt.

Regards,
Christian

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