Grzegorz Hałaj


I am working for the ECB as a financial stability expert dealing with stress testing issues (Troika program country stress tests and the EBA/SSM EU wide stress test) and financial contagion modelling and assessment. Before, I worked in ALM office of a private bank and as researcher in financial mathematics and in contagion studies (Warsaw School of Economics, CORE in Louvain-la-Neuve, King's College in London and Fields Institute in Toronto). I hold PhD in financial mathematics and my research interests have been recently focusing on agent-based modelling of contagion and banks' behaviours in light of the theory of the optimal portfolio choice.

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Articles by Grzegorz Hałaj

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