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Agent-based modeling (ABM) for central counterparty clearing risk is a bottom-up approach to the modeling of complex and adaptive systems with heterogeneous agents. This model's emergent behaviors in the financial markets, which is particularly useful when simulating stressed scenarios or default events. This ABM model is implemented jointly with Simudyne, a simulation software company, and Cloudera. Together, the solution combines a state-of-the-art CCP market model with an easy-to-customize, highly scalable, cloud-enabled platform for market participants to quickly and easily evaluate the implications of any proposed changes to the CCP’s risk management frameworks.
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