Thanks for stopping by my personal corner on the web.
I am a Ph.D. Candidate with the African Institute of Financial Markets and Risk Managment at the University of Cape Town. I work under the supervision of Associate Professor Co-Pierre Georg on projects in banking and financial market research.
I am interested in topics related to Quantitative Easing and systemic risk.
We are developing BlackRhino, an open source agent-based model of the financial system in python. Currently, I use BlackRhino to implement a model of asset fire-sale propagation across the South African banking sector. Click here for the paper.
Papers I appreciate:
C. Upper, “Simulation methods to assess the danger of contagion in interbank markets”, Publication Journal of Financial Stability, 2011
P. Glasserman and H. P. Young, “Contagion in Financial Networks” Publication Journal of Economic Literature, 2016
E. Yu, “Did Quantitative Easing Work?”, Economic Insights, 2016
M. Joyce et al, “Quantitative Easing and Unconventional Monetary Policy – an Introduction”, Publication Journal of Economics, 2012
S. Dale, “QE – one year on”, Speech by former BOE chief economist, 2010