Mateusz Gątkowski

University of Essex (Center for Computational Finance and Economic Agents)
Research Fellow
mgatko {AT} essex {.} ac {.} uk
Research Interests / Background: 


PhD student in Computational Economics (University of Essex)
Master in Research, European University Institute, Florence, Italy
Master's in International Management CEMS, Bocconi University and Warsaw School of Economics
Master in Quantitative Methods and Information Systems, Warsaw School of Economics

Research Interests:
Agent Based Modeling - Contagion in Finance
Complex Adaptive Systems 

Current Projects:
Pricing Model for CMOs (Collateralized Mortgage Obligations) : An Agent Based Approach
Agent-Based Model of Financial Contagion - CDS and financial contagion
CCP in financial network - Does ICE have enough capital?

Working Papers: 

Working paper "Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and OtherCredit Enhancement Obligations of US Banks" - presented by prof. Sheri Markose at IMF Conference on “Operationalizing Systemic Risk Monitoring”