Mateusz Gątkowski
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Profile

Mateusz comes from Lubin, Lower Silesia in Poland. He has been studying quantitative methods, but mainted a diversified background, completing also a CEMS MIM diploma. He has international background and work experience in different countries and with multinational and cultural teams. Before joining a PhD program he's been working for couple of years in management consulting (Andersen Business Consutling, The BCG, SMT Software) doing projects in areas from banking and insurance, through consumer goods and IT systems design and analysis.

Now Mateusz is working on the applications of Agent-Based Modelling to Economics and Finance at Essex University.

Background

Institution:
Centre for Computational Finance and Economic Agents (CCFEA)
University of Essex, Colchester, CO4 3SQ
United Kingdom

E-mail:
mgatko {at} essex.ac.uk

Education:
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 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”

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