Seminar: Agent-Based Model of system-wide implications of funding risk
Attendance at the seminar requires pre-registration and is reserved for specialists and members of the academic community involved in the subjects under discussion.
People interested in attending the Banco de Portugal's seminars must contact us previously through firstname.lastname@example.org
Speaker: Grzegorz Halaj
Grzegorz Halaj is a Senior Financial Stability Expert in the Financial Stability and Macroprudential Policy Directorate of the ECB. Prior to joining the ECB, he worked as an expert in asset/ liability management in a large banking group in Europe and before that as an expert in Financial stability of the National Bank of Poland. He has published articles in several economic journals (such as Quantitative Finance, Journal of Financial Stability, International Journal of Theoretical and Applied Finance, and Computational Management Science). His research currently focusses on financial system modelling, in particular optimal behavior of financial agents, agent-based and contagion modelling. Grzegorz is a Project Manager of the ECB stress testing infrastructure, and holds a PhD in mathematical finance.