معرفی
Mateusz Gątkowski is a Research Fellow at the Center for Computational Finance and Economic Agents (CCFEA) at the University of Essex, where he is also pursuing his PhD in Computational Economics. His research lies at the intersection of computational modeling and financial economics, focusing on systemic risk and financial contagion in complex networks.
Research Interests:
- Agent-Based Modeling of financial systems
- Systemic risk and interconnectedness in banking networks
- Complex Adaptive Systems in economics
- Modeling of Credit Default Swaps (CDS) and Collateralized Mortgage Obligations (CMOs)
- Role and resilience of Central Counterparties (CCPs) in financial stability
His current projects involve developing agent-based simulations to understand how financial distress propagates through credit enhancement obligations and derivative networks, particularly in the context of US banks. His work has been presented at high-impact venues such as the IMF Conference on Operationalizing Systemic Risk Monitoring, demonstrating its relevance to global financial policy.
Education:
- PhD in Computational Economics (in progress), University of Essex
- Master in Research, European University Institute, Florence, Italy
- Master in International Management (CEMS), Bocconi University and Warsaw School of Economics
- Master in Quantitative Methods and Information Systems, Warsaw School of Economics
Scientific Contributions:
- Co-contributor to working paper: "Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks", presented at IMF Conference
He is actively involved in computational finance research at CCFEA, a leading center in agent-based economic modeling. While no formal students or awards are listed, his research trajectory indicates strong potential for future academic and policy impact.
