Projects
Workstreams and prototypes under development. Each stream is designed to produce reusable assets: model modules, scenario pipelines, automated reports, and components that can be validated on data.
GFS-ABM — Core Model
A large-scale, multi-country agent-based macro model with balance-sheet interactions across firms, households, banks, and government (stock-flow consistent). Built to capture endogenous crises, amplification mechanisms, and non-linear macro-financial dynamics.
Status: Active · Outputs: core engine, calibration hooks, experiments suite
Keywords: SFC · heterogeneity · endogenous crises · networks
Scenario Lab — Stress Testing & Policy Experiments
A pipeline for designing and running macro-financial (and transition) scenarios and evaluating policy: sensitivity analysis, shock design, scenario comparison, and report generation.
Status: Prototype · Outputs: scenario runner, report templates, uncertainty toolkit
Keywords: stress testing · tail risk · UQ · policy evaluation
Networks & Systemic Risk Metrics
Modules to build and analyze financial networks (exposures, supply links, cross-holdings) and compute stability metrics: contagion mapping, vulnerability, and amplification channels.
Status: Active · Outputs: network layer, systemic-risk dashboard primitives, contagion tests
Keywords: balance sheets · contagion · leverage · feedback loops
Model Reduction & Surrogate Modelling
Interpretable reduction of complex ABMs (moments, closures, surrogate models) to speed up analysis and support inference and communication with stakeholders.
Status: Concept → Prototype · Outputs: reduced-form modules, validation suite
Keywords: moments · master equations · ML surrogates · interpretability