Welcome to my personal website. Thank you for stopping by!
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 Dr Co-Pierre Georg on projects in empirical banking and financial market research.
I am interested in topics related to QE spillovers and systemic risk.
We are developing BlackRhino, an open source agent-based model of the financial system in python here. Currently, I use BlackRhino to implement a model of asset-fire sale propagation across the South African banking sector.