Bank of England mustering unit to model system-wide stresses
Permanent team at UK supervisor will work on buy- and sell-side interactions
The Bank of England is establishing a permanent team to carry forward work set in train by the central bank’s system-wide stress test last year.
The group of roughly six to 10 people will focus on the modelling and simulation of market-wide stress scenarios, Risk.net has learned. The team will work initially on building agent-based models – models that simulate how participants interact with each
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