About
MC Computations develops computational frameworks for macro-finance and systemic risk. We combine agent-based modelling, network theory, and data-driven methods to study complex economies far from equilibrium and to support policy-relevant analysis under uncertainty.
Agent-based macro
Heterogeneous agents, endogenous crises, and non-linear dynamics in large-scale simulations.
Networks & balance sheets
Financial linkages and propagation channels, with a focus on stability, contagion, and leverage.
From models to decisions
Calibration, validation, uncertainty quantification, and interpretable reduction for actionable insights.
Flagship: GFS-ABM (Global Financial Stability Agent-Based Model).