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Email:
rdc1g11@ecs.soton.ac.uk

Robert De Caux

Postgraduate research student

Publications

De Caux, Bob, McGroarty, Frank and Brede, Markus (2016) Payment prioritisation and liquidity risk in collateralised interbank payment systems Journal of International Financial Markets, Institutions and Money, pp. 1-39.

De Caux, Robert (2014) An agent-based framework for analysing insolvency resolution mechanisms for banks At 19th Workshop on Economic Science with Heterogeneous Interacting Agents, China. 17 - 19 Jun 2014.

De Caux, Robert (2015) An agent-based framework for analysing insolvency resolution mechanisms for banks At Conference on Complex Systems 2015, United States. 28 Sep - 02 Oct 2015.

De Caux, Robert, Philippides, Andrew, Kniveton, Dominic, Smith, Christopher and Blakc, Richard (2014) Dynamic small-world social network generation through local agent interactions [in special issue: Complexity Science and Social Policy] Complexity, 19, (6), pp. 44-53. (doi:10.1002/cplx.21528).

De Caux, Robert, Mcgroarty, Frank and Brede, Markus (2016) The evolution of risk and bailout strategy in banking systems Physica A: Statistical Mechanics and its Applications, 468, pp. 109-118. (doi:10.1016/j.physa.2016.10.005).

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