Bob De Caux

Position: Postgraduate Research Student
Institution: Electronics and Computer Science (FPAS)
E-mail: rdc1g11@soton.ac.uk
Contact: Complete this online contact form to contact Bob.

My main research interest is in banking regulation, specifically for those systems that are subject to systemic risk. I use multi-agent modelling that combines micro-level dynamics with endogenous learning, to allow agents to strategise against each other. This will hopefully allow me to understand the "social cost" of poor regulation, in terms of how actually banks behave relative to how the regulator would like themn to behave.

I've recently completed a paper on interbank payment systems, where banks manage their payment streams to minimise their own costs, sometimes to the detriment of the system as a whole.

My current project is looking at bankruptcy contagion risk, and which methods of government intervention are the best for mitigating it. I'm helping to develop the CRISIS software framework, which provides a "bottom-up" simulation of the financial system for policy analysis.

Working with...

Frank McGroarty
Professor, Management (FBL)

Projects

CRISIS – Complexity Research Initiative for Systemic InstabilitieS

With Frank McGroarty (Investigator)