Your browser is out of date

Update your browser to view this website correctly. Update my browser now

×

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.

Complete the form to view this resource. We believe strongly in user privacy.

Yes, I would like to be contacted by Cloudera for newsletters, promotions, events and marketing activities. Please read our privacy and data policy.
Yes, I consent to my information being shared with Cloudera's solution partners to offer related products and services. Please read our privacy and data policy.
I agree to Cloudera's terms and conditions.

Your form submission has failed.

This may have been caused by one of the following:

  • Your request timed out
  • A plugin/browser extension blocked the submission. If you have an ad blocking plugin please disable it and close this message to reload the page.